|
PureBytes Links
Trading Reference Links
|
Shashi:
It is my understanding that CSI supplies Yahoo and a
number of other public sites. It would be interesting if you could check a
couple of splits out on Yahoo and see if the same volume error exists, or did
CSI correct it for Yahoo and not for you.
Bill
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Shashi
Aggarwal
To: <A title=metastock@xxxxxxxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxxxxxxx
Sent: Thursday, June 28, 2001 10:42
PM
Subject: CSI
I think that overall CSI is a very good source for data, as
some other forumusers have indicated. But just be aware there is one major
problem withtheir stock data that I have discovered - the volume data is
incorrect if astock has had a split. e.g. Say a stock trades exactly 1
million sharesevery day and it closes today at 20 and after market close
it has a 2:1split, then next day it starts trading at 10 (or so). Now if
you were tolook at the historical volume after the split, you will still
see CSIshowing it as 1 million shares, though it should be 2 million (as
market capdoesn't change after a stock split i.e. 1 million x 20 = 2
million x 10).Why is this important? In my Metastock Explorations, I
use the 50day Mvg Avgof volume multiplied by price as a filter to exclude
small caps. Using theexample given above, I will get an erroneous result
for 49 days after thestock split.You can verify this yourself by
checking the volume before and after a stocksplit by calling up historical
prices at Yahoo Finance (their data provideris CSI); track several stocks
about to split starting today. I have donethis a few times in the past and
their volume data after a stock splitremained unadjusted for the split
(the last time I did this many months ago;its possible they may have fixed
this). I did call them many months ago tobring it to their attention but
the lady who answered was arrogant andinsistent that their data was the
cleanest in the industry and refused toentertain any doubts, so I just
hung up.Again, this only applies to stock volume data, post-split. I
don't have anyexperience with their mutual fund or futures
data.Shashi===================================================================================== -----
Original Message -----=20 From: Michael Gilbert=20 To: <A
href="mailto:metastock@xxxxxxxxxxxxx=20";>metastock@xxxxxxxxxxxxx=20
Sent: Wednesday, June 27, 2001 1:34 AM Subject: dial data &
eurocurrency If anyone is using dial data and has downloaded
the eurocurrency =symbol E1 ,any month, your data is ROUNDED to
3 decimals. Dial Data cannot fix this. I was told that they WILL =NOT FIX
THIS. If you are trading off of this data source, then GIGO
applies. If anyone has a moment, please share with me who has
been your BEST =source of reliable, clean Data?? (NOT THE CHEAPEST but the
BEST) thanking you in advance
Michael
|