Possible bad data in S&P CNX Nifty 50 price history

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longmemory
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Possible bad data in S&P CNX Nifty 50 price history

Post by longmemory » Fri Jun 03, 2011 7:04 pm

Is anyone back testing or trading
S&P CNX Nifty 50 Futures?

Looking at CSI #742, NIF0@iob.txt wo bars seem suspect,
2004-09-20
2004-11-24

The Nov 24th bar Open is some 300 points from Close.
Makes me wonder about data error...

I am not suggesting that such price moves are not possible, but I could not locate any historic headlines for those days.

Has anyone alternate data source to compare against?
Are these price bars correct?

Thank you,
L
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sluggo
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Post by sluggo » Fri Jun 03, 2011 7:30 pm

Hmm,
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