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Now using Amiquote 1.93, I download Yahoo EOD data on a daily basis,
then on weekends download the previous weeks Historical data hoping
to catch any adjustments.
In downloading last weeks Yahoo! historical data I note that data for
^AORD and ^AXJO on thurs was downloaded again for Friday when this
market was closed. A quick check showed stocks within these indexes
were not affected in a similar way.
This is not the first time this has happened.
Note that posters on this and other lists often call this data Yahoo!
Histerical. WYPIWYG.
Regds
Gerard
--- In amibroker@xxxxxxxxxxxxxxx, "Ian Watts" <idw456@xxx> wrote:
>
> 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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