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Yuki,
Thank you for the very detailed information on yahoo quotes. I obviously
just checked to see if I had any quotes for the 18th. I didn't realized the
differences in current vs. historical. Good information!
Thanks again,
Perry Lentine
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Yuki Taga
Sent: Monday, November 21, 2005 2:27 AM
To: Perry Lentine
Subject: Re: [amibroker] No Yahoo data Friday
Hi Perry,
Monday, November 21, 2005, 2:25:11 PM, you wrote:
PL> Tom,
PL> I automatically downloaded yahoo data on Friday without any trouble.
PL> Perry Lentine
There are two types of Yahoo data: current day, and historical. The data
sets, particularly volume on some indices for the US market, do not always
agree, either. (For example, "volume" for the ^GSPC in the current day set
is often so large as to break the 32-bit limit, and cause negative numbers
when imported. Volume for the same symbol on the historical data never does
this. I thought at first a few digits were simply discarded, but one can
easily see that this is not the case, as the most significant digits vary
wildly.)
The current day data is available fairly soon after the close. (I get it
before the Tokyo open, which means before 7 PM EST -- before 8 PM EDT in the
summer.) The historical data is usually later, and sometimes, for some
unknown reason, very late. Like days late.
Sometimes it shows up. Sometimes, it never shows up. Sometimes an obviously
bad tick gets fixed 2 or 3 months after the fact. Sometimes it never gets
corrected. It's free, however. You can write them a note. But you can't
really complain to them.
I use the historical setting for ^DJI, ^GSPC, and a few others, because of
the aforementioned 32-bit problem when it comes to volume.
I have been unable to get historical for those symbols and a few other
indices from Friday the 18th yet, either. I get current day on all symbols
early, then go back for the historical later and overwrite. I have current
day for the 18th on all the indices I track, but not for the historical. As
I say, usually this gets fixed, but it can take days or weeks. And
sometimes it becomes a black hole.
Yuki
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