There was a similar discussion on bad prints on intraday data http://www.elitetrader.com/et/index.php?threads/cleaning-intraday-data.156895/#post-2344248 I saw the similar problem occasionally when I use a lot of EOD historic data, there are quite a few of bad prints (out of band data, error data feeds, or missing stock split info, etc), I still want to use these data sets. I just wonder what is the a good approach to handling these bad prints (simply delete/ignore the bad data entries, or change it to make it looks good, or some sophisticated ways to fix them such as like figuring out the missing stock split ratio in time series data). Thanks.