Historical data validation - Aussie Stock Forums

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  1. #1

    Question Historical data validation

    Hi everyone,

    I currently have historical data relating to the ^AORD from two different data suppliers - EggData and Yahoo Finance. Unfortunately, when analysing weekly data from both suppliers for the past year I noticed that there were at least nine discepancies between the two relating to Opens, Highs and Lows. The dates from Yahoo line up with Mondays (except when they fall on Public Holidays) and the dates for EggData are all on Fridays (but I am unsure whether this could make any difference given the other 200-odd values are identical). If anyone could/would shed some light on this for me, it would be greatly appreciated.

    Alternatively, if anyone uses different data suppliers could they please let me know what Open, High, Low and Close they have for the following weeks: 23-Jan-04; 13-Feb-04; 05-Mar-04; 09-April-04; 23-April-04; 14-May-04 or the 31-Dec-04.


  2. #2

    Talking Re: Historical data validation

    I can give yo a database that you can update amibroker with 20 min delay data from yahoo of all the stocks also historical data
    send ma an email boso400@gmail.com

  3. #3

    Default Re: Historical data validation

    This the following is weekly data (open high low close volume) for weeks ending on the following dates:
    23/01/2004 3298.10 3348.00 3298.10 3346.20 2583901440
    13/02/2004 3285.00 3351.80 3285.00 3347.80 2768034304
    5/03/2004 3372.50 3416.30 3372.50 3416.30 2980601088
    8/04/2004 3437.40 3472.20 3437.40 3456.60 2066535552
    (note that the 9th April was a public holiday so )
    23/04/2004 3424.30 3472.50 3424.30 3461.90 2898050560
    14/05/2004 3401.20 3401.20 3348.40 3366.80 2695272448
    31/12/2004 4049.30 4057.10 4038.70 4053.10 474734976

    This data comes from the ASX from our Signal D and MarketPoint data feeds direct from them.


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