Comparing historical data for commodity futures, LIM data vs. Bloomberg data, lots of differences... How do I figure out which one is better than the other one? How do their data quality compare in general? I know CSI is probably the cleanest? Unfortunately I don't have CSI ... Anyway, any thoughts on the data quality? For ease of downloading and programming, I tend to prefer Bloomberg data, how reliable is Bloomberg data for systematic trading purposes? Thanks
hi, i come across to the same problems, have you figured out if futures data from bloomberg are reliable or not?
I think Bloomberg data is more reliable. I suppose the brand name has something to do with this opinion of mine. The issue with Bloomberg is that it is so expensive.