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Strategies & Market Trends : Jim's Nasdaq100 Special as a basket. -- Ignore unavailable to you. Want to Upgrade?


To: Jack of All Trades who wrote (1328)10/12/1999 5:23:00 PM
From: OX  Read Replies (1) | Respond to of 2103
 
OT: edreyfus

the data is far from clean. I clean some of it programmatically, but I've noticed stuff like Puts being labelled Calls and whole series missing from one day to the next. Still, it's the easiest to parse in; I haven't ran into any quote data that was 100%.

nevertheless, when the data is 98% (most of the time), it's close enough for the calculations.