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Hello,
THere are some doubts about that. Our recent observations show
that Yahoo "Volume" column is (surprisingly) split-adjusted anyway :-(
so one would need to reverse this process to get unadjusted volume :-(
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "treliff" <treliff@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 10, 2006 3:38 AM
Subject: [amibroker] Re: Yahoo Data: Volume Split Question
> Dave, by replacing
>
> $FORMAT Date_DMY,Open,High,Low,Close,Volume,AdjClose
>
> with
>
> $FORMAT Date_DMY,Open,High,Low,Close,Volume
>
> (remove AdjClose) in the first line of the aqh.format file you import
> historical data not-split-adjusted. So that means actual volume, but
> also actual price....
>
> -treliff
>
> --- In amibroker@xxxxxxxxxxxxxxx, "inner_records" <inner_records@xxx>
> wrote:
>>
>> Yahoo automatically adjusts volume to account for stock splits; is
>> there a way I can program Amibroker or Amiquote to import the
> actual
>> volume for that day, not split adjusted?
>>
>> Thanks so much for your time,
>> Dave
>>
>
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