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                                                   Inaccurate historical data?

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RKatz
2010-04-22 17:26:28


Is the historical database from quantshare truly inaccurate, or have I imported the wrong datasets somehow?

I just used a quantshare link (http://www.quantshare.com/item-151-advancing-declining-unchanged-volume-for-nyse-amex-and-nasdaq) to download a
historical database of advancing, declining, and unchanged market volumes for major US markets. After doing so, I manually spot checked a few dates
for NYSE advancing volume - specifically, yesterday's date 21-April-2010 and some others, 01-May-2007, and 02-April-2009 at random.

I found that although yesterday's data matched other reported sources for advancing volume, data for the older dates did NOT match. My sources for spot
checking the data are these 2 sites for 02-April-2009:

http://online.wsj.com/mdc/public/page/2_3021-tradingdiary-20090402.html?mod=mdc_pastcalendar

and

http://markettells.com/wp-content/delayeddata/04020999.txt

Is the historical database from quantshare truly inaccurate, or have I imported the wrong datasets somehow?

This is an incredibly informative website so therefore, somehow I cannot believe the datasets are bad.

Therefore, I must be missing something. Any suggestions?

Thank you!


Advancing-Declining-Unchanged volume for NYSE, AMEX and NASDAQ





Advancing-Declining-Unchanged volume for NYSE, AMEX and NASDAQ (by The trader, uploaded several months ago)
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QuantShare
2010-04-23 03:52:12

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Best Answer
Hi,

Trading objects like the Advancing-Declining-Unchanged volume for NYSE, AMEX and NASDAQ are shared by other users and does not belong to QuantShare.

To see how this object was created, select it and then click on "Update" in the "Download Manager"

In the case of this advancing declining object, historical data comes from http://unicorn.us.com/advdec/

The website was using Integer type to store volume. The problem is that if that integer cannot contain values higher than (2147483647). This is why you see a lot of (2147483647). However, it appears that the website no longer uses Integer (You can see that now there are values higher than 2147483647).








Advancing-Declining-Unchanged volume for NYSE, AMEX and NASDAQ (by The trader, uploaded several months ago)
No notes

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RKatz
2010-04-23 10:08:31

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Wow. Great. Thank you. I'll take a look.

By the way, great website. Thanks again.



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