Is the historical database from quantshare truly inaccurate, or have I imported the wrong datasets somehow?
I just used a quantshare link (http://www.quantshare.com/item-151-advancing-declining-unchanged-volume-for-nyse-amex-and-nasdaq) to download a
historical database of advancing, declining, and unchanged market volumes for major US markets. After doing so, I manually spot checked a few dates
for NYSE advancing volume - specifically, yesterday's date 21-April-2010 and some others, 01-May-2007, and 02-April-2009 at random.
I found that although yesterday's data matched other reported sources for advancing volume, data for the older dates did NOT match. My sources for spot
checking the data are these 2 sites for 02-April-2009:
The website was using Integer type to store volume. The problem is that if that integer cannot contain values higher than (2147483647). This is why you see a lot of (2147483647). However, it appears that the website no longer uses Integer (You can see that now there are values higher than 2147483647).
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