Roughly since the big changes 18 months ago... I've noticed a lot of "outlyer" highs and lows... Based on small trades that are not available to the public... Often $1 or $2 or even $10 off the market... Probably an order entry error that the MMs carve up like a fatted calf. So something like Yahoo data that is passed on as is... Must be scrubbed to adjust for these bogus highs/lows. Basically any free product is crap... So if "completeness" and "accuracy" matter to you... You will not get it for free.
I am getting most of my EOD data now from yahoo...is there any site where I can get commodity futures data? I managed to download some data from the turtles site (eg. http://www.turtletrader.com/cddata/c.zip)
Chuck_T, Adding tick data to the All Regions package would be an attractive feature for potential EOD customers.