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I have to retract my earlier statement about no further errors.
Just re-downloaded the historical data from Sept 06 with Amiquote 1.93.
Still numerous errors. eg ALL.AX on 25/1/07 Open $16.26 Low $16.32
Regards
Ian Watts
--- In amibroker@xxxxxxxxxxxxxxx, "Gerard Carey" <gerardncarey@xxx> wrote:
>
> 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@> 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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