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[amibroker] Re: IACI: Yahoo EOD Split not adjusted? Aug 08-2005



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I actually looked into Metastock and emailed Equis about supporting 
their format.  They told me you need their Developer's Kit to be able 
to store data in their format.  Maybe I misunderstood but is does 
make sense as it is proprietary.  However, for an app that is 
freeware, I can't justify the $299 cost for the API.

Well the part about the S&P is that I get my security lists that make 
up the indices daily directly from their website (as well as Dow 
Jones).  Therefore it is the most recent.  Yahoo's list of the 
S&P500, etc. is incomplete and doesn't always include the latest 
additions.  But the price data still comes from Yahoo.  I haven't had 
to update my code for Yahoo changes yet, but I'll come to that road 
when it happens.  I've been using QuotesTK for my stock database 
management and have been happy with it.

I agree with Arthur on Premium Data from Norgate.  I have used them a 
little while back and they offer great support and the data is clean.

Best,
David

P.S.: Someone posted a litte while back that Google Finance now 
includes historical quotes to download.  I quickly looked at it and 
the prices seem to be already split adjusted from their end.  Not 
sure how they compare with Yahoo but the data is also in .CSV format.

--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>
> That's a good start, David.  My "wish list" would include 
duplication of dCenter's functionality which includes Yahoo download, 
Metastock format (necessary for a number of programs), 
addition/deletion/distribution of data in specified folders 
(Metastock's downloader functionality), and ability to turn "use 
adjusted" data on/off for folders and individual symbols.  dCenter 
works as a shell for Metastock's downloader but I'm sure it is 
possible to get that functionality with a stand alone program (very 
desirable).  I don't know about S&P's website which you are using but 
I know that Yahoo does require some tweaking of the program from time 
to time because of changes in format (have to notify the programmer 
when things stop working and a fix is usually available in a couple 
of hours).  
> 
> Bill
> 
> ----- Original Message ----- 
> From: "David Piatek" <dpiatek@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, July 19, 2007 5:15 AM
> Subject: [amibroker] Re: IACI: Yahoo EOD Split not adjusted? Aug 08-
2005
> 
> 
> > My freeware QuotesTK application automatically "re-downloads" all 
> > historical quotes back to a user set date when a split occurs.  
I'm 
> > working on allowing user defined stock lists but right now it is 
only 
> > the major indices.
> > 
> > http://www.piateksoftware.com/quotestk.html
> > 
> > Best,
> > David Piatek
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@> wrote:
> >>
> >> When data is adjusted all data back to the first day are 
adjusted 
> > (not just the date of the split at which you see a gap).  Unless 
your 
> > downloader recognizes splits, etc. and then overwrites previously 
> > collected data (I don't know of any that do) it is necessary to 
> > delete all data and download all of the adjusted data from the 
first 
> > date.
> >> 
> >> Bill
> >> 
> >> ----- Original Message ----- 
> >> From: "chetan_gariki" <chetan.gariki@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Wednesday, July 18, 2007 8:02 PM
> >> Subject: [amibroker] IACI: Yahoo EOD Split not adjusted? Aug 08-
2005
> >> 
> >> 
> >> > All,
> >> > 
> >> > I am not sure, but my impression is that yahoo EOD data is 
split 
> >> > adjusted if you download it after the date when split should 
have 
> >> > happened. But actually, if you look at IACI data; there is a 
> > split on 
> >> > Aug-08th 2005, but it is not shown in data (i downloaded the 
data 
> > even 
> >> > today but that doesnt change it); data shows an opening gap. 
So 
> > my 
> >> > question is, is this usual? or am i doing something wrong?
> >> > 
> >> > Aug 8th: Close 39.35
> >> > Aug 9th: Open  27.8
> >> > 
> >> > 
> >> > So, if this is usual then i guess yahoo data is atleast 
useless 
> > for 
> >> > backtesting. I hope that i am doing something wrong! (so that 
i 
> > can 
> >> > keep using FREE data).
> >> > 
> >> > thanks 
> >> > Chaitanya.
> >> > 
> >> > 
> >> > 
> >> > 
> >> > Please note that this group is for discussion between users 
only.
> >> > 
> >> > To get support from AmiBroker please send an e-mail directly 
to 
> >> > SUPPORT {at} amibroker.com
> >> > 
> >> > For NEW RELEASE ANNOUNCEMENTS and other news always check 
DEVLOG:
> >> > http://www.amibroker.com/devlog/
> >> > 
> >> > For other support material please check also:
> >> > http://www.amibroker.com/support.html
> >> > 
> >> > Yahoo! Groups Links
> >> > 
> >> > 
> >> > 
> >> > 
> >> > 
> >> > -- 
> >> > No virus found in this incoming message.
> >> > Checked by AVG Free Edition. 
> >> > Version: 7.5.476 / Virus Database: 269.10.9/907 - Release 
Date: 
> > 7/18/2007 3:30 PM
> >> > 
> >> >
> >>
> > 
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to 
> > SUPPORT {at} amibroker.com
> > 
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> > 
> > -- 
> > No virus found in this incoming message.
> > Checked by AVG Free Edition. 
> > Version: 7.5.476 / Virus Database: 269.10.9/907 - Release Date: 
7/18/2007 3:30 PM
> > 
> >
>




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SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
http://www.amibroker.com/support.html
 
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