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