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[amibroker] Yahoo ASX Data



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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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