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[amibroker] Re: Yahoo ASX Data



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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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