Hi Andy,

I would agree with the comment on data quality in last post.
Errors/omissions/typos are a common theme even in proprietary data feeds.
One approach may be to use different sources, so that in the event that a
data point is questionable, an alternative may be input. For example, pull
in data from two suppliers, then run some code in R to compare and flag
mismatches. You could then apply a set of fixing rules to modify the data as
you see fit.

The data supplied to Yahoo and Google must originate from one
or more proprietary vendors, so if you could identify who they are, you
could possible submit data queries to them directly.

Michael

On Sat, Apr 11, 2009 at 4:41 AM, gug <guygreen@netvigator.com> wrote:

>
> As an additional comment: you will see data errors even with paid data
> services.  I have seen errors with historic prices from Reuters and also
> with Thomson (prior to them being the same company).  With both of these
> data providers, the data was from paid (professional-level) services.
>
> Incidentally the only service that I have seen that has historical market
> cap data (i.e. able to give a time series of historic # shares as a
> separate
> data item) is Datastream, also now a Thomson product.

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