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[amibroker] Re: Yahoo Index Volume Problem



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This workaround seems to indicate that I will need to re download 
all the database completely , when the issue seems to affect only th 
e yahoo indices with ^ in front (about 10-20 symbols).

Plus, if I now edit the aqd.format file, all my exploration scripts 
need to ne modified if they explore by looking at the volume. 

eg if in the exploration or scan, V > 1000 000, now this must be 
adjusted depedning on the $VOLFACTORfactor used in the aqd.format 
and aqf.format files.

That sounds like an awful solution so far. Instead of modifying 
everything else, just use another software which can handle volume 
for the the few indices which are affected by this limitation on 
volume. 


--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxx> wrote:
>
> There is apparently an extra step necessary if you sometimes use 
both
> current day and historical on the same symbol.  In that case, make
> the same edit for the aqd.format file.
> 
> Yuki
> 
> Saturday, December 31, 2005, 1:56:57 AM, you wrote:
> 
> w> Terry,
> w> Sebastian,
> 
> w> Thanks!
> 
> w> Wayne
> 
> 
> w> --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> >>
> >> Is this it?
> >> 
> >> 
> >> Hello,
> >> 
> >> Yes it is possible to do that automatically.
> >> Open aqh.format (inside Formats directory) file with NOTEPAD
> >> and add the following line
> >> 
> >> $VOLFACTOR 0.001
> >> 
> >> And re-import all downloaded data. The volume will be now 
reported in
> >> thousands of shares
> >> 
> >> (alternatively you can use $VOLFACTOR 0.01 and then it will 
report
> >> volume in hundreds)
> >> 
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message ----- 
> >> From: "jnk1997" <jnk1997@xxxx>
> >> To: <amiquote@xxxxxxxxxxxxxxx>
> >> Sent: Sunday, December 18, 2005 6:51 PM
> >> Subject: [amiquote] TJ: Re: Yahoo EOD Historical - Indexes 
Negative
> >> Volume problem
> >> 
> >> 
> >> > Is it possible to provide a script that will correct the 
volume data?
> >> > It only affects Indexes on Yahoo with a ^ before the ticker.
> >> > 
> >> > If this is not possible, will I have the same problem with 
MSN data 
> >> > and/or paid EOD data?
> >> > 
> >> > I need to fix this problem.
> >> > 
> >> > Thanks
> >> > 
> >> > Jim
> >> 
> >> --
> >> Terry
> >> -----Original Message-----
> >> From: amibroker@xxxxxxxxxxxxxxx 
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> >> Behalf Of wlandry01
> >> Sent: Friday, December 30, 2005 09:00
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Subject: [amibroker] Yahoo Index Volume Problem
> >> 
> >> I am trying to find a series of posts relating to an issue with
> >> importing index volume data from Yahoo.  If memory serves, 
there was a
> >> confirmed problem having to do with the scale of the volume 
data and
> >> the way Yahoo handles significant digits.  
> >> 
> >> I believe that someone mentioned that Tomacz and others had 
discussed
> >> a workaround and a link to that discussion was provided.  Sorry 
I
> >> can't be more specific but I didn't have time to read about the 
issue
> >> in detail at that time.
> >> 
> >> It seems to me that I saw the posts on this group within the 
last
> >> couple of weeks, but I can't find them despite many search 
efforts. 
> >> I've also tried the AmiBroker Discussion Boards and the Mailing 
List
> >> Archives but, again, no luck.  I can't think of where else I 
might
> >> have seen the discussion.
> >> 
> >> Any help finding the posts (and referenced link) would be 
appreciated.
> >> 
> >> Thanks,
> >> 
> >> 
> >> Wayne
>