Errors in history data

Discussion in 'Automated Trading' started by kiev, Jan 12, 2013.

  1. kiev



    Recently I find there will be a lot of mistakes in history data offered by yahoo or ib if you download data regularly, (for example, if you download last week's data in the week end). That's because of the dividend and split/reverse split of stocks. Since the large volume of history data, especially the minute history data, fresh(re-download) all the data in one time is not practical. Does anyone make any program to find these errors and correct them? Or if you want to cooperate with me to solve the problem, please let me know.