I'm currently backtesting an equity trading strategy that is based on the high/low of EOD data to determine whether or not I get into a trade. However, there are tons of examples where just looking at the OHLC for the day I'm led to believe that it was a volatile day, but when I look at the chart, I find that the high or low was the result of an errant trade of just a few hundred shares. It's a tick spike that's obviously erroneous on an intraday chart, but not at all obvious on the OHLC data. So, instead of having to examine every intraday chart of every backtested trade (I have over a thousand of them) is there a data provider who sells EOD stock data cleaned up of these spikes? Thanks for any help!