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exported data anomaly (history changed?) Rate this Topic:
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shevkoplyas
Posted : Tuesday, April 6, 2010 9:36:08 PM

Registered User
Joined: 11/26/2009
Posts: 16
Hi gurus,

I have two 5-lines export files. One was done on  01-Apr, another was done on 02-Apr.

-----A.txt.01-Apr-2010-(begin)------
20100325,34.10,34.75,34.07,34.55,49652
20100326,34.65,34.70,34.11,34.31,33661
20100329,34.31,34.70,34.28,34.40,38467
20100330,34.46,34.70,34.45,34.62,42778
20100331,34.55,34.58,34.29,34.36,34170
-----A.txt.01-Apr-2010-(end)------

-----A.txt.02-Apr-2010-(begin)------
20100326,34.65,34.70,34.11,34.31,33661
20100329,34.31,34.70,34.28,34.40,38467
20100330,34.46,34.70,34.45,34.62,42778
20100331,34.55,34.58,34.29,34.39,37864
20100401,34.54,34.87,34.25,34.52,20794
-----A.txt.02-Apr-2010-(end)------

Suddenly we  see different closing prices and volume for same day, which is already a history!
Do you adjust prices from time to time for N days ago? I'm getting frustrated - need reliable EOD for much more complicated experiments, but seems it is sort of "mission impossible"!-)

Could you please explain how (and why) history data could be changed?
Thanks

ps: btw, if anyone is curious why in 1st file (which was done on 01-Apr at about 16:10) there is missing line for 01-Apr data even though export was done after market was closed and update was done, then it is a different story.
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