Tomasz,
Since you mentioned it…
Yahoo provides only adjusted close -
as for H/L/O you have to adjust yourself.
But.. AmiBroker's importer
(including AmiQuote 'auto-import') does that automatically for you.
Best regards,
Tomasz Janeczko
amibroker.com
Since the adjusted close is used to
compute the adjustments for H/L/O we are stuck with bad data since Yahoo has
only 2 decimal places in adjusted close. For example, Yahoo data for CSCO shows
$0.08 adj. close for all actual prices between $23.00 and $24.00. Screen shots below.
Also, the volume info is distorted, possibly due to 32 bit integers? (Note negative values.)
Assuming this is correct, I will lodge a
complaint with Yahoo.
Data from Yahoo Historical:
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: Wednesday,
November 23, 2005 01:14
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Basic
Fundamental Data
Yahoo provides only adjusted close -
as for H/L/O you have to adjust yourself.
But.. AmiBroker's importer
(including AmiQuote 'auto-import') does that automatically for you.
See description of ADJCLOSE in
Best regards,
Tomasz Janeczko
amibroker.com