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^VIX, ^VXO etc are back again.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi Dick,
>
> Saturday, October 30, 2004, 11:01:08 PM, you wrote:
>
> a> Dimitris,
> a> Check the following symbols in Yahoo
> a> :^RUO,^RUJ,^VXN,^VXO,^XAX" and
> a> you will find the last update to Historials at 11/25/04. True,
the
> a> daily shows current pricing ie: 10/29/04. This and some *.OB
stock
> a> are not being update historically (by CSI according to Yahoo -
see my
> a> post).
>
> I don't trade the US market, but I keep a database. Obviously, it
> need not be perfect, so I use Yahoo. Here is what I've noticed
> recently:
>
> I formerly used 'Historical' for about a dozen or more indices, and
> 'Current Day' for the rest. One kind of gets trapped into using
> 'Historical' when one first establishes some of the index databases,
> because the volume data is not in scale between 'Historical' and
> 'Current Day'.
>
> ^XAX, and the others you note have been a problem with 'Historical'
> as of late. But, they don't have volume quotations, so I've just
> been updating them using 'Current Day'.
>
> Right now, I update using 'Current Day' for the entire database.
Then
> I open a ticker file with just four symbols in it: four DJx indices,
> the 65, 30, utilities and transportation. I run that on 'Historical'
> and let it overwrite, so the volume is scaled properly. I have no
> problems with this.
>
> Of course, if anyone is attempting to *establish* a new database
> using Yahoo, this 'Historical' problem is going to be just that: a
> problem.
>
> Why they cannot get their act together and get the volume totals to
> match between Historical and Current Day on the DJx indices is
beyond
> me. This is a very old problem that I'm sure is repeatedly brought
to
> their attention. They would take a load off their 'Historical'
> servers immediately, because I'm sure everyone is doing this with
the
> DJx indices.
>
> In any case, the way I'm doing it works, and even fixes the annoying
> problem of ^GSPC always being updated late on the Historical
database
> at Yahoo. It (^GSPC) updates quickly using Current Day, and the
> volume data between the two matches in scale. I was forever getting
> all data except ^GSPC, as it was not updated to Historical yet.
It's
> a pain to constantly be chasing down one symbol, so I'm glad to
> discover this.
>
> Yuki
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