Thanks for the example. What you just did is one of the hardest things to communicate about data. A casual user would never notice this. I find "data curation" doesn't always get the importance it deserves.
To get from raw data to data you can use can be a hard, tedious and difficult slog. I agree that it's often undervalued. On the other hand, with Bloomberg you certainly pay for it! :-)
And don't get me started with corporate actions (stock splits, mergers), dividends (some jurisdictions announce gross divs, Australia announces net divs; Korea announces AFTER the ex-date; some shares pay a dividend in a ccy different from the ccy the shares are denominated in, etc.), unscheduled exchange closures (due to terrorism, typhoons, etc.), stamp duty and taxes, 1 week holidays for Chinese New Year that screw up the rate curve (because 1d and 1w LIBOR cover the same period), quanto futures, etc.
To get from raw data to data you can use can be a hard, tedious and difficult slog. I agree that it's often undervalued. On the other hand, with Bloomberg you certainly pay for it! :-)
And don't get me started with corporate actions (stock splits, mergers), dividends (some jurisdictions announce gross divs, Australia announces net divs; Korea announces AFTER the ex-date; some shares pay a dividend in a ccy different from the ccy the shares are denominated in, etc.), unscheduled exchange closures (due to terrorism, typhoons, etc.), stamp duty and taxes, 1 week holidays for Chinese New Year that screw up the rate curve (because 1d and 1w LIBOR cover the same period), quanto futures, etc.