Data quality

Validation Report

Generated 2026-09-17. 35 checks run automatically on dataset creation, plus a small number of hand-verified corrections to known sourcing errors, documented in the dataset's README.

36 Passed
1 Warnings
0 Failures

Dataset summary

Date range2007-01-03 → 2026-09-16
Trading days4,957
Years covered19.7
Tickers tracked (PIT)272
Tickers with OHLCV209
Tickers no OHLCV (acquired/delisted)65
Component change events226
Current NDX members102
Survivorship bias214 bps/yr
Survivor-only CAGR (2010–2026)18.93%
PIT-correct CAGR (2010–2026)16.79%

OHLCV price data

✓ Date range: 2007-01-03 → 2026-09-16 (4,957 trading days)
✓ Trading day count looks complete (4,957 ≥ 4,700)
✓ Tickers in file: 209
✓ Tickers with price data: 209
✓ All tickers have price data
✓ All 5 OHLCV fields present: close, high, low, open, volume
✓ Data is current — last bar 2026-09-16 (1 calendar days ago)
✓ No future-dated bars (no look-ahead contamination)
✓ Yearly coverage computed for 20 years
✓ No negative close prices
✓ No zero close prices

Point-in-time membership table

✓ PIT table shape: 4,957 days × 272 tickers
✓ NDX member count — min: 100, max: 107, current (2026-09-16): 102
✓ Current member count 102 is within expected range (95–105)
✓ No days with <90 NDX members
✓ No days with >110 NDX members
✓ AAPL is correctly marked as current NDX member
✓ MSFT is correctly marked as current NDX member
✓ AMZN is correctly marked as current NDX member
✓ GOOGL is correctly marked as current NDX member
✓ META is correctly marked as current NDX member
✓ RIMM is correctly marked as NOT in current NDX
✓ YHOO is correctly marked as NOT in current NDX
✓ ATVI is correctly marked as NOT in current NDX
✓ CELG is correctly marked as NOT in current NDX
! 65 tickers appear in PIT membership but have no OHLCV (acquired/delisted, documented in MISSING_TICKERS.txt)
✓ No calendar gaps > 5 days in trading day index

Component change history

✓ Component changes: 226 events (2007-02-01 → 2026-08-04)
✓ 'added_ticker' column present with 210 non-null entries
✓ 'removed_ticker' column present with 208 non-null entries
✓ History starts 2007-02-01 — covers pre-2008-crash period
✓ 24 changes in the last 18 months — data is being maintained

Included files

✓ ndx_ohlcv.parquet (31.3 MB) — OHLCV price data (30 MB)
✓ ndx_pit_daily.parquet (0.2 MB) — PIT membership table (binary, fast load)
✓ ndx_pit_summary.csv (0.0 MB) — Per-ticker membership dates
✓ ndx_component_changes.csv (0.0 MB) — Raw index add/remove events
✓ MISSING_TICKERS.txt (0.0 MB) — Documented unavailable tickers

Seen enough? This dataset passes every automated check — and documents every limitation.

The dataset is compiled from public records and sold as-is — this page is the complete list of what we know about its quality. If something matters to your research, verify it independently. Full terms.