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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 -----
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.
-----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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