Do query services like Google Finance and Yahoo Finance go back to correct busted and adjusted trades?
In other words, should I re-download yesterday's data if I want to be sure my intraday data accounts for trade cancellations and corrections?
asked Aug 1, 2014 at 4:18
-
4If you need that level of detail, you should probably not be relying on a free service which only promises "best effort" accuracy. If that.– keshlamAug 1, 2014 at 4:29
Add a comment
|
1 Answer
No.
Busts are very infrequent, and if an equity were illiquid enough to be affected, the bust cost would be enormous.
For a liquid equity, the amount of busted volume is insignificant except during a flash crash or flash spike. Then it would be reasonable to redownload.