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Volumes, new highs, and new lows seem consistently wrong for NYSE and AMEX, OK for NASDAQ. All other data looks OK. The page always displays the current date and time, not the date associated with the data.
All data OK except for volumes, which are occasionally reported as negative numbers, so it's hard to trust when they aren't negative.
Pretty good data source, although new highs and new lows aren't reported. No longer used here, requires customer login.
The numbers reported here used to be obtained from barchart.com, with different numbers from Yahoo's but exhibiting the same problems with volume data, new highs, and new lows. They now appear to use data from NASDAQ directly, which we already get.
Seems to be OK for everything except NASDAQ data, for which unrealistically low values are reported.
Seems to report unrealistic unchanged issues for all markets, and exhibits similar problems as Yahoo with volume values for NYSE and AMEX. This source often reports values at the extreme end of the range of values reported by other sources. We have dropped this source for that reason, about the same time their data became subscription-only.
This is the official NASDAQ source, so it's likely reliable for NASDAQ data. It seems to report reasonable values for NYSE and AMEX also.
If you round the Wall Street Journal values to the nearest 1000, you get results identical to SmithBarney's. Assuming the WSJ reports "correct" values, we count SmithBarney twice to bias the median somewhat. Unfortunately, although data for Monday through Thursday are posted in the afternoon, SmithBarney sometimes waits until Monday to post Friday's data.
This source is what we consider most correct, and, like SmithBarney, rarely (if ever) shows outlier values.