significant Price Discrepancies in Price Data

rmaskell

Junior member
11 0
I'm seeing significant price discrepancies in price data from Yahoo and Google.

Example is RR.L on 16th October and also 10th January when price drops from north of £11.00 to a low of sub £5.00.

This obviously plays havoc with back testing.

Is anyone seeing poor quality of data from Yahoo and Google. Eoddata.com seems to have the same problem.

Thanks

Robert
 
 
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