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