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.