Re: [amibroker] Re: IACI: Yahoo EOD Split not adjusted? Aug 08-2005, AmiBroker Email List Archive

We only adjust for capital-related events (stock splits, reverse splits/consolidations, capital returns, in-specie distributions aka spinoffs, stock dividends aka bonus issues) ? we do not adjust for cash dividends.

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Steve Dugas
Sent: Thursday, 19 July 2007 10:08 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: IACI: Yahoo EOD Split not adjusted? Aug 08-2005

Hi - What is Norgate's policy on adjusting for dividends? I am espescially
interested in the ProShares. If they are adjusted, how long does it take?
Thanks very much!

Steve

----- Original Message -----
From: "tradingarthur" <tradingarthur@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, July 19, 2007 8:38 AM
Subject: [amibroker] Re: IACI: Yahoo EOD Split not adjusted? Aug 08-2005

> For EOD data I recommend that you have a look at PremiumData from
> Norgate. Premium Data looks after splits and adjusts all the
> historical data automatically. There is no need to do anything except
> run the daily update. This is really good data for backtesting. I
> have tried a few others over the years, and this is by far the best.
> I haven't had to adjust anything manually. They also provide great
> support.
>
> Arthur
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> 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@xxx>
>> 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
>
>
>
>