Data Quality

Kevin Feasel



Milind Paradkar discusses clean data:

We decided to do a quick check and took a sample of 143 stocks listed on the National Stock Exchange of India Ltd (NSE). For these stocks, we downloaded the 1-minute intraday data for the period 1/08/2016 – 19/08/2016. The aim was to check whether Google finance captured every 1-minute bar during this period for each of the 143 stocks.

NSE’s trading session starts at 9:15 am and ends at 15:30 pm IST, thus comprising of 375 minutes. For 14 trading sessions, we should have 5250 data points for each of these stocks. We wrote a simple code in R to perform the check.

I like this post because it exposes a data quality issue people don’t tend to think about very often:  when all of the data is legitimate and correctly-structured, but there are gaps in the available data set.  This is one of many data quality problems you’ll run into, so it may be important to have a plan in place in case you hit this scenario.

Related Posts

Using ggpairs To Find Correlations Between Variables In R

Akshay Mahale shows how to use the ggpairs function in R to see the correlation between different pairs of variables: From the above matrix for iris we can deduce the following insights: Correlation between Sepal.Length and Petal.Length is strong and dense. Sepal.Length and Sepal.Width seems to show very little correlation as datapoints are spreaded through out the plot area. Petal.Length and Petal.Width also shows strong correlation. Note: The […]

Read More

Testing Spatial Equilibrium Concepts With tidycensus

Ignacio Sarmiento Barbieri walks us through the concept of spatial equilibrium and tests using data from the tidycensus package: Let’s take the model to the data and reproduce figures 2.1. and 2.2 of “Cities, Agglomeration, and Spatial Equilibrium”. The focus are two cities, Chicago and Boston. These cities are chosen because both differ in how easy […]

Read More


September 2016
« Aug Oct »