Let's say that I have downloaded a bunch of tick data from BMT, but some of the data was corrupt or off.
Let's say that I also am connected to a data service provider that is providing me with 120 days of tick data (or more, it doesn't matter).
Let's say that I am then backtesting a period of time where the BMT data was corrupt but the data service provider's data was obviously good.
When running a backtest, is my local or data service provider's data used in the backtest?
What are best practices for insuring sound local data?
What questions am I not asking pertaining local data versus data service provider data?
Thanks,
Aventeren
Comment