Different alerts when using different data providers
Author: kyokushin
Creation Date: 6/4/2014 9:50 PM
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I'm using WL 64-bit Edition. Today I experienced that I'm getting different alerts when running the same script with data from two different providers. Once I was running the script with Nasdaq 100 data from Yahoo and once from Morningstar. The stocks contained in the data sets are exactly the same. Have you experienced that before? Can you explain that?
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This is expected because the data form different vendors can (and will) be different. Yahoo (is the only provider that) adjusts for splits and dividends while Morningstar doesn't (and you have to refresh the data to account for these events).
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Here's a good example. Disregarding dividend adjustments (you can disable that in the Yahoo! Data settings), some providers will correct history for dilutive events like spinoffs and large cash distributions.

On 5/28/2014, SPG spun off another company (WPG). Yahoo! (left) does not add a correction for this, but MorningStar (right) does.

Can you believe these data are for the same stocks?
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And this stuff happens more often than you think.

Imagine how much of this junk is in your data histories.
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