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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical Data Accuracy
Author Topic: Historical Data Accuracy (2 messages, Page 1 of 1)

js2004
-Interested User-
Posts: 30
Joined: Jul 19, 2004
Posted: Aug 16, 2004 01:08 PM          Msg. 1 of 2
I have found out quite a lot of data errors for 1 minute history data.

One example:

MSFT August 12 13:08 data

13:09 08/12/04 26.96 26.99 24.96 26.98 442482

When I checked Yahoo's historical price, August 12 low is $26.86

There are others.

How can we keep the data as accurate as possible? Accurate data is very important for data analysis.

Thanks

js2004
-Interested User-
Posts: 30
Joined: Jul 19, 2004
Posted: Aug 16, 2004 02:23 PM          Msg. 2 of 2
Another related question about the historical data. Use the same MSFT data as an example since MSFT is one of the most active traded stock.

When I download the 6 days of historical data, the time for the first record seems different everyday.

The following is what I got:

09:33 08/09/04 27.24 27.25 27.2 27.229 208484
09:31 08/10/04 27.3 27.34 27.25 27.3 932950
09:31 08/11/04 27.38 27.49 27.35 27.41 811424
09:31 08/12/04 27.24 27.27 27.2 27.27 600455
09:31 08/13/04 27.02 27.05 27 27.04 608978
09:30 08/16/04 27.08 27.08 27.06 27.06 2600

where most records start at 9:31am, but you can find record starting from 9:33am and 9:30am.

Are there any rules for this?
 

 

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