Why include OTC securities?
When a company is in financial difficult or is unable to adhere to the listing rules on an exchange, but can still operate as a public company, it often becomes an OTC security. Some securities only trade as OTC for a period of time until they can re-satisfy listing rules. Including the OTC trading data ensures that the full trading history is provided irrespective of exact listing status. Some companies have also chosen not (yet) to re-list with a major exchange but are still a valid publicly-traded company (see the information on Navistar and Foster Wheeler above).