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Futures or the base indices?

What are you requirements? Markets? Data Frequency?

When I previously looked at it (and bought it) disktrading used the same symbols as eSignal. Same quality (crap).

Depends upon whether you are looking at consolidated tape or primary exchange. Particularly on AMEX (NYSE Mkt) and NYSE stocks, the don't officially open for trading on the primary exchange until the designated market maker decides to do so. This still happens today.

You haven't been around long enough

I don't use MultiCharts.Net, but maybe you're missing a reference file (or using an old version of one)

bump

If you are trading on ranges, adjust for splits but not for dividends as the market seems to have a memory for prior price levels but not so much for dividends in between. However, you probably do want to adjust for special dividends and other similar events like spin-offs though.

That's a bad article. Stocks don't fall to "zero" upon delisting. They are tradeable on the OTC market, sometimes at fractions of pennies, but there is still a market for submitting bids and offers. You were asking about "zero open" - which means the open price is zero - which is nonsensical...

Tape A = NYSE-listed securities Tape B = NYSE Arca + Nyse Mkt (formerly AMEX)-listed securities Tape C = NASDAQ-listed securities Adding liquidity: Buy limit order below ask Sell limit order above bid

I have deep insight. Assuming the data is correct, zero volume means there were no trades that occurred that were eligible to increment the volume for that security for the day. Zero open is garbage - if trades occurred on a day that were eligible trades to affect the "last sale" then there...

Trading halts/suspensions are the typical reason for volume equal to zero. It could just be the stock is illiquid too. It could be a data error. Regarding "ABL" this is a defunct code - ABL is now an OTC stock ABLT. According to my records on 5 Jan 2011 it did have 900 volume across all...

You get what you pay for. Maybe zero volume just means it didn't trade that day (e.g. due to trading halt/suspension). Alternatively it could just be bad data - this is likely if there is a range for the day (high different to low). Zero open is clearly garbage.

This guy states: "Physical laws may be unchanged since a few seconds after the Big Bang, but financial laws change every few years! I believe we should not use any data prior to 2009 for most analysis. The reason? Please look at Figure 5.10 of my second book Algorithmic Trading." Do you have...

Any update here?

6J is not 6Y! FFS get it right! maybe FFS means Fat Finger Syndrome rather than anything else. Which seems somehow appropriate given Japanese Yen: http://www.chinadaily.com.cn/english/doc/2005-12/10/content_502260.htm http://www.bbc.com/news/business-29454265 Anyway, LA, yes the tick sizes...

Your data vendor must use different codes to mine... which market/contract/delivery are you referring to, plus dates/times?

Which source was this?

Everything is easy until it's complicated. Unfortunately the equities market is often complicated and free information is worth as much value as the price you pay for it.

All data is stale - but you don't know how stale unless you know exactly where it was sourced and what time/date it represents. For shares on issue you might have: Today's value Yesterday's value Latest quarterly report (which comes out somewhat after the end of the quarter) A trailing 12 month...