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I think that a data vendor should have monitoring programs that look for
data dropouts, aberations, "unexpected" sequences, and program output
absurdities.
An order of magnitude change in CBOT data should be EASILY detected - and a
notice posted of observations.
There were several dropouts at the CME recently.
There are a finite number of futures contracts.
Have an employee visually check the data at the end of the day, using a
spreadsheet, graph, tabularization, etc.
It might be considered tedious, but a QUALITY datastream is what we are
paying for.
For a data vendor, whose livelyhood depends on the quality of his product, I
am shocked at the apparent lack of attention to detail.
Sincerely,
Eric Svendsen
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