Free Quote Provider Data Wrong?

Discussion in 'Data Sets and Feeds' started by ig0r, Jan 6, 2004.

  1. ig0r

    ig0r

    Is it just me or is something up with yahoo's and bigchart's historical data/charting? Bigcharts and yahoo's historical price for today (the OHLC that come up when you type in ^DJI are correct, in yahoo hit historical prices on the left. in bigcharts the numbers that come up when you type in DJIA are wrong...) have the wrong high and low for the DJIA both listing 10,584.07 as the high and 10,454.37 as the low, the dow was never near those two extremes at any point during the day (look at 1 day chart on bigcharts), what gives?
     
  2. ig0r

    ig0r

    You kidding me? No one has any idea? I need to download a few years of dow data that is accurate, is there some reason these numbers are off?
     
  3. pspr

    pspr

    They probably post the Dow daily data the old way. They must take all the Dow stocks and assume they all made their intra-day high and low at the same time then compute the Dow high and low from that. It provides a very wide and WRONG range for the Dow. I don't know where you can get daily Dow data using actual intra-day highs and lows of the index.
     
  4. ig0r

    ig0r

    Hmm, didn't think they would still be doing that kind of crap, I was pretty sure they stopped in the 90's, this isn't good then, thanks though
     
  5. it is since MANY YEARS that it behaves like that :D

    "Did you remark that yahoo/bigchart historical datas are false ? "

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=17857

    I have asked them why by email: they pretexted that it is due to 9/11 terrorist attack that disturbed their database hahahahaha what a joke ! Observe them and you will see when they fake new high hee hee !

     
  6. mmillar

    mmillar

  7. ig0r

    ig0r

    I see, weird that they're still doing this kind of thing, as if they don't have the technology to give real high and low values
     
  8. Maybe be too hard for their programmers to correct or maybe too costfull : they want to preserve the dividends of their shareholders :D

     
  9. There are crude errors in the data on those websites. Prophet.net also has (or at least had in the past) hideous errors in their data.

    I posted about this in the past and attached some data:

    http://www.elitetrader.com/vb/showthread.php?s=&postid=355861


    I guess you need a more reliable quote source. Probably TradeStation would be the one for historical data.. unless there's errors in that one too? I don't know, I use eSignal, they don't have historical data.

    Cheers
    50
     
  10. What calculations ? :D Explain me how they can "calculate" the highs given by yahoo since 5 days at

    10666.88 10676.96 10665.7 10717.4 10691.77

    which are all false since the new high of the year is at 10661,
    remarks that they give decimals so strange indeed :D.


    16/01/04 00:00 10556.37 10666.88 10503.7 10600.51 17211000 10600.51
    20/01/04 00:00 10601.4 10676.96 10447.92 10528.66 16982000 10528.66
    21/01/04 00:00 10522.77 10665.7 10453.11 10623.62 17576000 10623.62
    22/01/04 00:00 10624.22 10717.4 10545.03 10623.18 16937000 10623.18
    23/01/04 00:00 10625.25 10691.77 10490.14 10568.29 15612000 10568.29

     
    #10     Jan 24, 2004