I understand why you cannot trust (use) an indices "Open" value b/c all stocks so not start trading at exactly the same time, but now the "Low" of ETF's are corrupt too?

Check out yesterdays 'SPY' data for example. Google, Yahoo, Morningstar, etc. all show the days low as 165.18? SPY never got near that price. How can we properly backtest strategies if we cannot get the day's low correct? Does anyone know of a source that provides prices you could actually buy at? These fictitious values wreak havoc on backtesting.

Thanks,
Harry