The irony of situation is, we all traders are ready to risk and lose thousands in trading because of poor quality of data from yahoo but not ready in shedding few hundreds or a thousand rupees for quality data and peace of mind. I have seen people flocking in search of datafeed without knowing what they will do with that data.
Upto now, it seems, developer is using yahoo feed and believe me, getting data from nest and backfilling from nest plus is far far better than yahoo feed.
Rest is all upto you.