|
PureBytes Links
Trading Reference Links
|
When Amibroker makes a stock split from Yahoo EOD data, all the volume
prior to the stock split is WRONG??
Please correct me, but apparently Yahoo NYSE/NASDAQ EOD data has a
strange twist: OHLC are not split adjusted, while V (and AdjCl) ARE
split adjusted!
I'll use Urban Outfitters as an example:
The 21sep05 O,H,L,C,V,aC data from URBN.aqh, unchanged from Yahoo:
21-Sep-05,51.31,52.90,49.80,52.47,6874200,26.24.
Checking newspaper the OHLC are correct, but is _2x_ the actual volume
for that day.
When I import URBN.aqh into Amibroker, it splits 2:1 on 26-Sep-05,
adjusts all the OHLC prior to that date downward by /2 (ok), and the V
upward by *2 (not ok!) - leaving us with 13,745,780 volume that day.
The other days pre split follow this error.
Can we over-ride the Volume part of the split function somehow?
Dave
(this is a follow up to another post on almost the same topic, thanks
treliff for your help there.)
|