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A word of warning for Yahoo ASX data users.
It seems that a bug crept into their data from late September 2006.
There are numerous instances of the "Open" being lower than the "Low"
I drew their attention to it in early January and their response was that
they source their International historical price and volume data from
Hemscott, and that I should contact them directly. I sent the information
to them, but have had no reply. However I have not detected any errors
since, but the errors still exsist in the historical data - makes back
testing difficult...
An example of the error is as follows:
BHP.AX on 6th Dec 2006
Yahoo ETrade
O 26.31 26.65
H 26.71 26.71
L 26.53 26.53
C 26.71 26.71
You can put the following into an indicator to see the extent of the
problem.
WrongLow = IIf(O < L, 1, 0);
PlotShapes(shapeHollowSmallUpTriangle * WrongLow , colorBlack, 0, L, -
40) ;
Needless to say I'm currently trialing Premium Data - no errors detected.
Regards
Ian Watts
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