How to check quality of downloaded data

How to check quality of downloaded data

Win
2016-11-17 20:39:25

I'm wondering if anyone had developed object to check data quality. It will be very important for back-testing as well as for daily work.
For instance, I'd like to identify stock that are missing volume data, all 4 prices are the same, or missing one or a few bars.
Currently, I export data out of QuantShare and run my programs, then use "Historical Stock Market Data-SplitAdjusted" to refresh in downloaded data, too much extra work.
Codes, objects, ideas, suggestions are all welcome. Thank you in advance!

Win
2016-11-17 23:49:44

I think Dynamic WatchList is one of method. For instance, use { filter = SUMIF(High==Low,1,20) ; } to list stocks that have abnormal price pattern(s). My left question is how to filter out missing volume.

QuantShare
2016-11-18 03:10:25

Best Answer

For missing volume, you can just check if volume is equal to 0.

Please check this as well:
http://www.quantshare.com/sa-574-how-to-detect-potential-issues-errors-in-your-historical-data

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