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[amibroker] Re: Yahoo ASX Data



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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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