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Re: [amibroker] Basic Fundamental Data



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Tomasz,
 
I read the Yahoo help file again : it seems the quote record fields are O H L C AdjV AdjC and not O H L C V AdjC, as I initially interpreted.
 
My problem was to understand how to adjust volumes with as few information as C/AdjC. The answer is Yahoo provides AdjV and AdjC/C which together indeed include all adjustments for splits and dividends.
 
Thanks. Alain
 
( ps - btw, if so, AmiQuote should not adjust Yahoo volumes, only price data, the ADJCLOSE URL says different ) 
----- Original Message -----
Sent: Thursday, November 24, 2005 10:48 AM
Subject: Re: [amibroker] Basic Fundamental Data

Hello,
 
AdjClose already includes all adjustments for splits and dividends.
 
As for the dates of splits and dividends - they are listed on Yahoo site but not available through AmiQuote.
 
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, November 24, 2005 10:17 AM
Subject: Re: [amibroker] Basic Fundamental Data

 
Hi Tomasz,
 
I read the ADJCLOSE description, but what about cash dividends or split with redemption eg ?
 
In fact, the Yahoo help mentions there is a command to save dividend/split history in CSV format. Hence my question.
 
Cordially
Alain.
 
----- Original Message -----
Sent: Wednesday, November 23, 2005 9:14 AM
Subject: Re: [amibroker] Basic Fundamental Data

Hello,
 
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
----- Original Message -----
Sent: Wednesday, November 23, 2005 8:50 AM
Subject: Re: [amibroker] Basic Fundamental Data

Dan,
 
Since it seems you are kind of an expert ;), may I ask your understanding of how Yahoo provides splits & cash dividends adjustments with their historical data.
 
The historical quote record fields are O, H, L, C, V, AdjC, ... ie Raw data & Adjusted close
 
How is it possible to get AdjO, AdjH, AdjL, AdjC, AdjV, ... ie Adjusted data only ?
 
Does Yahoo provide a syntax which allows users to access the history of data splits & cash dividends the same way it does for the history of raw quotes ?
 
Cordially,
Alain
 
----- Original Message -----
From: Dan Clark
Sent: Monday, November 21, 2005 7:07 AM
Subject: RE: [amibroker] Basic Fundamental Data

Terry,

 

There’s a lot more data available.  Check this out: http://www.gummy-stuff.org/Yahoo-data.htm.  Also, you can get the estimated earnings date here:  http://biz.yahoo.com/research/earncal/20051111.html.     Changing the date string (last 8 characters) let’s you get to different dates.

 

Regards,

 

Dan.

 

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Terry
Sent: Sunday, November 20, 2005 9:45 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Basic Fundamental Data

 

As far as I can see, Yahoo maintains historical data in .csv format for downloading and the available columns are O-H-L-C-adj.Close-Volume.

--

Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Dan Clark
Sent: Sunday, November 20, 2005 21:57
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Basic Fundamental Data

 

I think the issue is related to the database.   I don’t think there is any place to put the data and unfortunately database modifications can be a big effort.  

 

Currently, I’m working on a solution that downloads fundamental and other data from the web to text files.  Then AB reads and uses the data in the text files.  This isn’t for sale, but I’d be willing to share the code.

 

Regards,

 

Dan.

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tipequity
Sent: Sunday, November 20, 2005 8:48 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Basic Fundamental Data

 

TJ

Why is it that you have not included yahoo fundamental data to AB
downloader? you already provide ability to download download pricing
data?








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