A neat data consistency check is to take the S&P 500 constituents through time, calculate their daily returns, match to a time series of shares outstanding and recreate the index return. Comparing to the returns of SPY or the S&P500 total return is, IMHO, the first step in creating a truly unbiased universe of historic equities and some of the underlying data. This can be extended to the Russell 3000 and, viola!, you have a verifiable, as reported, universe of US equities that cover virtually every single equity you might invest in (ok, ok, no BRK.B before 2010). Not only that, you have a quantitative reason to believe that you've reduced survivorship bias and look ahead bias in the prices, dividends, other corporate actions (returns) and shares outstanding. For extra credit, compute the index earnings yield as a time series and compare to published reports to verify earnings data.
It works beautifully. I showed this trick to Standard and Poors and they promptly included an essential part of it in their Compustat Xpressfeed product. Needless to say, without giving any credit.
Try it on Q's data. See how close the data set here compares to reality.