Hey Eugene, Robert-

Got a question about data. It seems that on many occasions, including today I have detected some open positions in our account that should either have been sold on a prior bar, or in some cases we buy a position based on a past buy signal to find later no buy signal should have been generated in the first place. I have had this happen with Fidelity and Y! e.o.d. Now I have no reason to believe that it is anything other than bad data, so I'm curious.

A. What kind of error rate can one expect end of day from either or both providers.

B. It may be necessary to subscribe to a paid provider. Recommendations?

A. No idea. I don't know how you could even determine it, or what even constitutes an "error". I think the problem is that after market data are included in the Daily bar for the nightly updates. Then, data corrections come in every morning and can change the previous 2 or 3 daily bars unless you disable that function in the Data Manager.

B. Fidelity buys the data from Reuters, I believe. But you have a lot of options for free Daily providers, and, don't overlook the newly-release Free Bloomberg Provider.

Cone, you mentioned above that it's possible to disable the data correction function in the Data Manager - how do I do that? I have a similar problem to mikesblack and I'd rather the after-market data not get included in the daily bar calculation if it means reducing data corrections (right now the Fidelity/Reuters feed corrects every single symbol on most days). Thanks-

I must have imagined that feature because I don't see it now. It seems that you have no choice than to accept the corrections, which should be good for you since you said that you don't want the after-market data in Daily bars. Corrected daily bars don't include after-market data.