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



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I think that S&P 
and DJ has this data.
 
 
 
 

<FONT face=Tahoma 
size=2>-----Original Message-----From: Fred 
[mailto:fctonetti@xxxxxxxxx] Sent: Friday, August 29, 2003 11:42 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: Is 
there Historical data already adjusted for splits?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@xxxx]> > >   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 
...> > >> > >   <A 
href="">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@xxxx]> > >   >   
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@xxxx]> > >   >   
>   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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