Regarding your comment, "We actually do have an algo to look for these extreme anomalies" it would be interesting to understand how you are doing the search. As I understand, you have several data sources. One is the historical OHLCV minutely data base, from vendor X (I don't believe you've revealed the source). And then you have the live data feed, from Nanex Nxcore. There is also the Morningstar fundamentals database. So, how are you using these data sources to check for errors and consistency?
One thought is that you would compare historical prices with live ones. As I understand, the live data are derived directly from a real-time stream of trade data. So, for stocks that have not been de-listed, the live OHLCV minute bars should match the historical bars. If there was an error in correcting the historical data, then there would be a mis-match with live data, correct?
See also https://www.quantopian.com/posts/data-sources-backtesting-vs-live-trading. Please respond there, as well, since it is not yet clear under live trading which data source (historical versus Nanex) applies at what time. Since it sounds like splits are sometimes missed in the historical data, then it should be understood how these errors would enter into live trading.
To Anthony's point, if you have a list of securities with suspected problems, shouldn't you make that list available to users? Perhaps you could create a list (e.g.