[Build 107 (RC 7)] Data quality checker/analyser

A few questions you would need to answer I suspect in order for the SQ4 team to implement this:

1. How do you define a gap? Weekend gap would depend on timezone of data. What about holiday periods where data isn't published? 
2. How do you define quality? For example if you mean to identify spikes which might be erroneous values, how do you know if it is a spike or a real value?
3. With tick data there is so much data it's hard to graphically represent it.  Where there are spikes in the spread (Bid - Ask), is the Bid incorrect or the Ask or both?

Mike
 

Daniels ideas on this topic are quite interesting though: 

http://mechanicalforex.com/2015/12/is-your-forex-data-full-of-holes-building-a-script-for-the-automatic-evaluation-of-forex-data-quality-using-python.html

http://mechanicalforex.com/2016/01/evaluating-forex-historical-data-quality-a-more-in-depth-view-using-a-python-script.html