Alright guys, I need some help here. I am trying to backtest some strategies as well as automate some strategies and several of the models use the opening price in their calcuation for trades that are put on based on moves off the open. (More and more my systems are taking bad trades because of bad data.) Only the opening price (prints) are more and more screwed up every day it seems. Take LSI today. It opened around 5.32, but almost every quote vendor reports the opening as 4.82? (likely some ecn did fill around there). Even the NYSE website gives the 4.82 as the opening. Bloomberg seems to be the only vendor that gets the true nyse opening, comstock, hyperfeed, siac, etc all give the bad scrambled ecn prints. If this were just a 1-1000 type thing, no big problem, that's life but it is happening more and more with NYSE stocks. It especially happens with stocks that gap which I like to trade. Does anyone here know a way to get around this problem when you are backtesting systems? Or how do you get around it when you are automating strategies because sometimes if the opening data is bad enough I get long something that I would be short had the damn data been correct. For example if I had a system running that said buy LSI if it goes up 1% today in the first 10 minutes of trading, the strategy using the false opening print would have bought LSI long even though it never did anything? If anyone knows how to get around these bad prints (other than looking at the chart...I can't do that because I am trying to trade a large number of positions simultaneously) please post ideas. Thanks.