Roughly since the big changes 18 months ago...
I've noticed a lot of "outlyer" highs and lows...
Based on small trades that are not available to the public...
Often $1 or $2 or even $10 off the market...
Probably an order entry error that the MMs carve up like a fatted calf.
So something like Yahoo data that is passed on as is...
Must be scrubbed to adjust for these bogus highs/lows.
Basically any free product is crap...
So if "completeness" and "accuracy" matter to you...
You will not get it for free.
