Hi Lenny, I hope you have a great summer! I had a discussion with a momentum investor that had noticed that (current as well as historic) prices are sometimes n/a. There are several examples, but to mention a few: NASD:AEY, NASD:MCHX. Do you know why?

Thanks,
Claes

Claes,

This is an ongoing issue with the Reuters data. I'm not sure why it happens, and it does not always affect the same securities (the tickers you mentioned will likely not be the set of n/a prices next week, for example).

It is a fairly isolated problem that usually affects low-volume securities, so we have not made a large issue out of it. In the future, we may impute missing prices from market capitalization (and missing market capitalization from price). However, it is a fairly low priority item.