Discussion in 'Data Sets and Feeds' started by Moa, Dec 18, 2003.

  1. Moa


    For backtesting purposes, we need RELIABLE data and NYSE daily O/H/L/C is often corrupted.

    If some trades take place between 9:30 and the NYSE Opening trade, or between 16H and the NYSE Closing trade, the first of this trades is taken by most of data providers as the Opening/Closing price, not the true NYSE Open/Close price.
    I currently use daily data from Prophet Finance but I’ve noticed this erroneous prices (the same ones at every provider) at MSN Money, IB and even at the NYSE's web!

    Where can I get reliable daily data for NYSE stocks please?
    Thanks for your help.