Recent content by guibert

I am using large Excel 2002 spreadsheets - circa 50k rows. After the worksheet recalculates (e.g if I change any values), I have found that the associated charts are not automatically updating. They are still the same as they were before the worksheet was changed. I can only get them to update...

Theknifemac A very good question. My observation is that very often maximum and minimum traded prices do not refect the true extent of the market. If the 'High' trade price was a Buy, there is no guarantee that it was at the maximum 'Best' Buy price in the market during the day (there may...

Hello, FTSE Beater, and thanks for your reply. I agree with your comment re High and Low 'dud' data where it is recorded on the basis of executed trades rather than market mid-prices. I have no doubt that there are many people using sophisticated modelling packages on such inappropriate data...

I have just been going through this thread and would like to pick up on the important point that 'Cassiopeia' made some time back regarding the distinction between EOD based on trades and EOD based on market quotes. I am interested in UK shares, FTSE100 and FTSE250, and have found that there is...

Further to my last post regarding the problems with currently available OHLC data on FTSE100 and FTSE250 shares, does anyone know of a source of historic OHLC data where the Highs and Lows are definitely 'mid-prices' rather than 'executed trade prices' ? Failing that, does anyone know of an...

Currently, Highs and Lows recorded for SETS and SETSmm shares (basically all the FTSE100 and FTSE250) are based on 'automatically executed trades'. That's if they are being recorded as per LSE guidelines. Many people probably think that they are 'mid-prices' based on the Best Offer/Bid prices in...

Having delved further into the issue of discrepancies in EOD data for LSE shares, I have reached certain initial conclusions which may make disturing reading to some : Firstly, irrespective of the data source, anyone backtesting using OHLC for FTSE100 or FTSE250 shares should be aware that the...

Thanks for the replies, FTSE Beater and Pervaz. The data situation is difficult to say the least with large variability between sources. While the issue of timing and definition of Open and Close prices is obviously part of the problem, that doesn't explain the vastly different Highs and Lows...

I was hoping that someone could perhaps shed some light on significant discrepancies in EOD historic data obtained from various sources for FTSE100 and FTSE250 shares. The data sources were Sharescope, ADVFN, Yahoo, and Paritech. The discrepancies are significant, e.g 16 pence difference in...