Data error Bloomberg data feed of historic data
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I am using the history command to retrieve data from Bloomberg. The command looks as follows
[MarketData1 ord] = history( connect, Tickers, {'Last_Price','EQY_Turnover', 'Volume'},'8/31/95', '11/30/15', {'daily', 'active_days_only'} );
The data looks mostly (for most securities and most dates) ok. But for Crude (CL1 Comdty) I get strange results around Thanksgiving of 1996.
Concretely I get the following prices for PX_LAST 26.11.1996 23.62 27.11.1996 23.75 29.11.1996 24943 (which more look like a volume)
I see similar outliers a other points in the data series. Any idea what is going wrong?
Thanks, Christian
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