Data Integrity Checking

[fundjunkie]

All,
Can anybody point me towards a good utility for checking the integrity of downloaded data?


Regards,
D

 

[TWI]

Only way I found was to have 2 sets of data then plot them together along with the spread between them . See where the spread diverges from 0 and then find out which one is incorrect.

 

[fundjunkie]

Only way I found was to have 2 sets of data then plot them together along with the spread between them . See where the spread diverges from 0 and then find out which one is incorrect.

I have heard about software utilities that wil perform sanity checks on the data. Have you come across these? I could have a backtest catalogue of 10 years or more intra-day tick data. I think you can see why computational checking appeals.

However, I have questions on your approaach which I hope you won't mind answering. that method analyzes the price stream and could check volume too I imagine. How do you determine which series is right when divergences could be quite small? And would this kind of analysis, when applied to tick data, still be practical?


Regards,
D