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[amibroker] Re: Is there Historical data already adjusted for splits?



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It really would be nice if there were some ONE data vendor who could 
supply basic unadjusted price (o/h/l/c/v) history for the last 40 
years along with the corresponsing split history and maybe some other 
basic info like earnings, dividends, float etc. for less than $2k / 
year.  There are a couple that come close but it would appear no one 
vendor really fills the bill.

--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx> wrote:
> Yahoo historical is supplied by CSI and they carry more than 10 
years.
> 
> ----- Original Message ----- 
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, August 29, 2003 11:47 PM
> Subject: [amibroker] Re: Is there Historical data already adjusted 
for
> splits?
> 
> 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
> > <chuck_rademacher@x> wrote:
> > > Fred,
> > >
> > > It's not that CSI only has ten years of data.   You are able to 
get
> > more if
> > > you want to spend more.   This is not a change.
> > >   -----Original Message-----
> > >   From: Fred [mailto:fctonetti@x...]
> > >   Sent: Friday, August 29, 2003 8:32 PM
> > >   To: amibroker@xxxxxxxxxxxxxxx
> > >   Subject: [amibroker] Re: Is there Historical data already
> > adjusted for
> > > splits?
> > >
> > >
> > >   May have been, but no more ...
> > >
> > >   http://www.csidata.com/ua/pricing/UApricesJAN03.doc
> > >
> > >   --- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
> > >   <chuck_rademacher@x> wrote:
> > >   > That's strange, Fred.   My main source of data is CSI and it
> > goes
> > >   back to
> > >   > 1962, albeit a bit thin in the early years.
> > >   >   -----Original Message-----
> > >   >   From: Fred [mailto:fctonetti@x...]
> > >   >   Sent: Friday, August 29, 2003 8:20 PM
> > >   >   To: amibroker@xxxxxxxxxxxxxxx
> > >   >   Subject: [amibroker] Re: Is there Historical data already
> > >   adjusted for
> > >   > splits?
> > >   >
> > >   >
> > >   >   CSI now has a 10 year limit on data ...
> > >   >
> > >   >   --- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
> > >   >   <chuck_rademacher@x> wrote:
> > >   >   > I can recommend CSI Unfair Advantage and Reuter's 
(using the
> > >   free
> > >   >   MetaStock
> > >   >   > downloader).
> > >   >   >
> > >   >   > CSI has the advantage of having backadjusted and actual
> > prices.
> > >   >   IMO, their
> > >   >   > data is also much cleaner.   You would have to use their
> > >   utility to
> > >   >   convert
> > >   >   > from their internal format to MetaStock or ASCII format.
> > >   >   >
> > >   >   > Reuter's has the advantage that you can download it
> > directly in
> > >   >   MetaStock
> > >   >   > format.
> > >   >   >
> > >   >   > You should also consider TC2000 data.  It comes with 
some
> > >   >   excellent, free
> > >   >   > software.
> > >   >   >   -----Original Message-----
> > >   >   >   From: cby [mailto:cby1@x...]
> > >   >   >   Sent: Friday, August 29, 2003 5:40 PM
> > >   >   >   To: amibroker@xxxxxxxxxxxxxxx
> > >   >   >   Subject: [amibroker] Is there Historical data already
> > adjusted
> > >   >   for splits?
> > >   >   >
> > >   >   >
> > >   >   >   Which (if any) of the data vendors (e.g., Yahoo, MSN, 
etc)
> > >   >   supported
> > >   >   >   by AB provide data that are adjusted for splits? I 
know
> > Yahoo
> > >   does
> > >   >   >   not. It sure does screw up your backtesting when they
> > don't :-
> > >   (.
> > >   >   >
> > >   >   >   Yes, there is the AB purify tool, and it's great if 
you're
> > >   just
> > >   >   >   testing a stock or two, but if you're testing a bunch,
> > should
> > >   you
> > >   >   >   really have to run down every possible split?
> > >   >   >
> > >   >   >   Thanks in advance,
> > >   >   >   Chris
> > >   >   >
> > >   >   >
> > >   >   >
> > >   >   >
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