Categorising Historical Price Data (HPD) Quality
I’ve noticed that there is quite a lot of duplication in HPD(there are multiple nasdaq price data), I’ve noticed gaps due to -
1 - no data(bad quality - GOLD futures is missing multiple months worth of data in 2017&2018)
2 - low volume(especially on some pairs because the broker has low volume when better sources have no gaps)
3 - inferior data source
If you can give a rating/ranking(5stars/top) along with the source(CME, OANDA etc) that will be better.
- How does this impact your experience?
Comments1
Serhii S.
Sep 12, 2025
Hi! Thank you for sharing your observations and recommendations regarding the Historical Price Data quality. The points about duplication, missing periods, low volume, and source quality are very valuable for us.
To help us address the gaps more effectively, could you please share specific details on the missing data (e.g., exact instruments, time ranges, or examples of gaps)? This will allow our team to investigate and fix the issues more quickly.
Also, your suggestion about introducing a rating/ranking system for data quality (with stars or top labels by source, such as CME, OANDA, etc.) is a great idea. We’ll review how we can incorporate this into our process to make data quality more transparent going forward.
We appreciate your input and will work on improving the dataset quality.