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This is a far more complex question than initially appears. It could be: a) Companies that INITIALLY listed on NYSE&NASDAQ in 2013. Does this mean US listings, ADRs? What about other instruments such as Preferreds, Structured Investment Products and the myriad of hybrid instruments out...

Are you trading noise or trends?

Get a complete time & sales report on the stock and compare - that's the only way to really find what has happened. As I reported earlier I suspect they are including odd-lot trades in their OHLC statistics. This should be relatively easy to spot since it would be the only highest/lowest...

Originally announced in July 2013 and finally implemented on December 9 2013 the Consolidated Tape System now reports odd lot trades as part of the redefined sale condition. Sale conditions affect whether any individual trade qualifies to be used in the determination of the consolidated OHLCV...

If you are dependent upon a particular platform, ask to be part of their alpha/beta testers. That way you get to test YOUR systems against their as-yet unreleased systems and ensure any bugs (that affect you) are squashed out by release time. Most developers are happy to do this. I also...

The old adage TANSTAAFL applies. Some interesting reading here about where that phrase comes from: http://en.wikipedia.org/wiki/There_ain't_no_such_thing_as_a_free_lunch

Time for pay for a service. If you really trade or have any intention of trading you should avoid "free" sources because you will end up spending your valuable time trying to work around service failures/problems with no timely support available to assist you. How much do you value your time...

You get what you pay for. Pay peanuts (nothing) and you get monkeys.

http://www.djindexes.com/dataservices/?go=end-of-day

Dow Jones charge signficant money for index weights so you are unlikely to get them without subscribing to a premium vendor. A possible proxy is to look at an ETF that tracks the index - they typically publish their holdings on a daily basis. eg...

You should be aware that there are multiple open prices... One is the "tape open" which is the first price after 9:30:00. Then there is the primary exchange open price. For NYSE and NYSE Market (AMEX) this can often happen minutes later. Real-time prices on the tape incur per-user...

Nice bit of survivorship bias in that universe.

One problem with a world stock index is that they are denominated in USD, so you are actually charting a "world and currency index" which is fine, if that's what you wanted. Swap the currency and the charts look quite different.

You should never adjust on anything but dates before the exdate. The declare, record and payment date make _no_ difference to your price data.

Corporate actions handling is typically the difference. Typically, the cheaper the feed, the worse the corporate action coverage. Look for feeds that handle: Capital related corporate actions (splits, reverse splits, capital returns, capital reorganization) Spinoffs Special Dividends...

If it's worthwhile in your trading system to get such alerts, $400 a year is chicken feed

How do you propose to pay for market data licenses?

Do not undderstand Bid-Ask was 26.21/26.29 (EDGX) You place 26.29 (unknown exchange or routing) You get zero fill Perhaps your order was placed on wrong exchange originally. Which broker, what routing?

So are you going to try and figure out all of the above issues yourself? It's easy for a handful of stocks... but crazy difficult for a universe such as S&P 500.. and forget trying to get delisted stocks.

Trying to use historical fundamental data is like opening a can of worms. Here's a few concerns on historical fundamentals: 1. Make sure you use figures that are historically consistent (eg there are several different ways of calculating EPS 2. Accounting standards change over time (eg...