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Re: [amibroker] Yahoo Historical - Inaccurate Data



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Tomasz,

My remark was a comment to Yahoo's statement ("Currently, our provider 
supplies the data to two decimal places".)

I mean Yahoo financial site provides historical data for many markets. CSI 
is their supplier for a few, not for all of them. But the 2 decimal places 
precision problem is present everywhere. There is no difference between 
Japan, EuroNext, USA ou Argentina.

So ? Do you think the Yahoo ASCII 2 decimal places price record format (O H 
L C AdjV AdjC) is inherited from these different suppliers or so by Yahoo's 
design ? Why the hell would all data suppliers bother providing Yahoo data 
in this strange format ?

Either it was a Yahoo requirement.... or the raw data were transformed by 
Yahoo to this format.

Cordially
Alain

----- Original Message ----- 
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 07, 2005 1:29 PM
Subject: Re: [amibroker] Yahoo Historical - Inaccurate Data


> Hello,
>
> I don't agree.
>
> If you are using Quotes Plus and QP2 plugin for AmiBroker you already have
> full accurracy of 7 significant digits when it comes to split adjusted 
> data.
>
> The same for other data sources driven directly via dedicated plugin.
>
> The number of decimal places are relevant only if data are fed via
> ASCII files that have precision limited to 2 decimal places (yahoo 
> downloads for example)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "Alain Jossart" <Alain.Jossart@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, December 07, 2005 12:48 PM
> Subject: Re: [amibroker] Yahoo Historical - Inaccurate Data
>
>
>> Hello,
>>
>> The number of decimal places seems the same for ALL data suppliers they 
>> are
>> using.
>>
>> So ?
>>
>> ----- Original Message ----- 
>> From: "Terry Hulseberg" <MagicTH@xxxxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Wednesday, December 07, 2005 2:25 AM
>> Subject: [amibroker] Yahoo Historical - Inaccurate Data
>>
>>
>>> FYI on Free Yahoo data:
>>>
>>> I recently wrote Yahoo Finance as to why Adj. Close on
>>> the historical
>>> data is only supplied to two decimal places, which
>>> makes it very crude.
>>> For example, CSCO in early 1990 was varies from
>>> $23.00-24.00 while the
>>> Adj. Close = $0.08 for all prices from $23.00 to
>>> 24.00.
>>>
>>> Elsewhere Yahoo claims CSIData is their data supplier.
>>> Can someone with
>>> CSIData tell me if the database you pay for has the
>>> same limitation?
>>> --
>>> Terry
>>>
>>> -----Original Message-----
>>> From: Yahoo! Customer Care
>>> [mailto:support@xxxxxxxxxxxxx]
>>> Sent: Tuesday, December 06, 2005 16:26
>>> To: Terry Hulseberg
>>> Subject: Re: RE: Feedback - Inaccurate Data
>>> (KMM50817727V30869L0KM)
>>>
>>> Hello Terry,
>>>
>>> Thank you for writing to Yahoo! Customer Care.
>>>
>>> Currently, our provider supplies the data to two
>>> decimal places.
>>>
>>> We are hoping that, in the future, the historical
>>> prices in the adjusted
>>> close column will reflect more decimal places for
>>> convenience.  At this
>>> time, we are unable to determine when this event will
>>> occur.
>>>
>>> We appreciate your patience and understanding.
>>>
>>> Thank you again for contacting Yahoo! Customer Care.
>>>
>>> Regards,
>>>
>>> John
>>> Yahoo! Customer Care
>>>
>>>
>>>
>>>
>>> __________________________________________
>>> Yahoo! DSL - Something to write home about.
>>> Just $16.99/mo. or less.
>>> dsl.yahoo.com
>>>
>>>
>>>
>>>
>>> Please note that this group is for discussion between users only.
>>>
>>> To get support from AmiBroker please send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> For other support material please check also:
>>> http://www.amibroker.com/support.html
>>>
>>>
>>> Yahoo! Groups Links
>>>
>>>
>>>
>>>
>>>
>>>
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
> 



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