Reliable data - yahoo vs IB vs others

Discussion in 'Data Sets and Feeds' started by froluis, Aug 7, 2009.

  1. froluis


    I want to analyze data with Amibroker but I am surprised by the difference between data sources . Example: AI (Air liquide - Paris) on the 06-06-2008 have a closing price of :
    93.03 with yahoo
    93.03 with Google
    81.65 with prorealtime
    84.57 with IB
    84.57 with boursorama

    Which source is the most reliable and why such difference??
  2. Of those sources, IB is the reliable one for data, although they post aggregate data and not real tick data. What is the timestamp for each of those data sources? A closing price could mean lots of things.
  3. froluis


    Thanks for your prompt answer. They are EOD datas so I don't have the time stamp. Is there an "official" closing price that can be downloaded somewhere?
  4. froluis


    The differences I mentioned are not only on the close price but are there several days before. I would be very grateful if somebody having experience with many data sources could have a look and give an explanation. Thanks in advance
  5. AAA30


    Are you sure your prices are not for an adr and from the same exchange?
  6. froluis


    Prices are from :
    IB for AI-SBF
    Yahoo Finance AI.PA
    Google EPA:AI
    Prorealtime free eod data : AI
    Borsorama : AI

    So I think all from same market (Euronext Paris)
  7. froluis


    In fact it is I think due to the way they adjust for dividend (or don't)