How do you guys deal with market data differences between sources?
Hey guys,
Been looking into market data research lately, including some of the stuff Ositrustees talks about.
One thing I keep coming back to is how different data sources show slightly different numbers for the same stock. Like timestamps, regular vs extended sessions, adjusted prices etc.
Sometimes its not even clear which setting is causing the difference.
For those using Python or other tools, how do you usually deal with this? Do you save the original data and compare the settings first, or just stick with one provider?
Also curious if anyone has looked into Ositrustees for this kind of research. Would be good to hear some actual thoughts, both good and bad.
What you guys think?
Good question. Different numbers across data providers can be a real headache, especially when you mix live feeds with historical data.
From what I've seen, there's usually 3 things worth checking:
Session settings. One provider includes pre-market trades, another only shows regular hours. And suddenly your candles dont match.Corporate actions. Splits and dividends can mess with historical prices if the providers use different adjustment methods.Data coverage. Some feeds only cover certain exchanges, while others pull data from multiple venues. That alone can explain a lot of differences.When I work with Python, I always save the raw data and timestamps first. Then I check the timezone, session settings and adjustments before comparing anything. Otherwise its pretty easy to end up comparing two different things.
As for Ositrustees, I actually came across some reviews a while back and decided to try it myself. Been using it for this kind of research since then. I personally like the sector monitoring and chart context. Makes it easier to organize what I'm looking at and compare market information without jumping between a bunch of different tools.
Not saying it'll work for everyone, but its been useful for my workflow.
One thing I'm curious about tho - when you find a missing candle, do you guys fill that gap or just leave it and note the difference?
