Re: [amibroker] volume eod download from yahoo finance

["David Fitch" <davidfitch@xxxxxxxxxxx>]

Thanks for explanation TJ. I did what you suggest a while back and ran into a problem with low volume ETFs. I couldn't see the volume easily due to the 100 volume factor. Since only a few , maybe 10-20 indexes, i.e. ^DJI, ^DJU, ^GSPC have volume cutoff without the 100 volume factor, is it possible to download those few specifically designated tickers with the 100 volume factor and leave the rest as is?  If so , how?

Thanks

Dave

 

 

----- Original Message -----

From: Tomasz Janeczko

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, August 04, 2007 5:43 AM

Subject: Re: [amibroker] volume eod download from yahoo finance

Hello,

 

Check YAHOO WEB SITE FIRST before claiming anything is wrong:

For example:

http://finance.yahoo.com/q/hp?s=CELG

 

Now that's the contents of file downloaded by AmiQuote:

$NAME CELG
03-08-2007,60.47,60.75,59.46,59.46,3202300,59.46
02-08-2007,60.27,60.62,59.33,60.42,3460300,60.42
01-08-2007,60.57,61.00,59.01,60.02,5175100,60.02
31-07-2007,62.38,63.10,60.44,60.56,5827900,60.56
30-07-2007,61.19,62.07,60.65,61.75,5722900,61.75
27-07-2007,60.52,62.35,60.52,61.13,6852400,61.13
26-07-2007,60.00,60.97,59.25,60.20,9902000,60.20
25-07-2007,57.02,59.00,56.86,58.75,5322800,58.75
24-07-2007,56.87,58.30,56.50,56.69,5491300,56.69
23-07-2007,58.28,58.30,56.82,57.43,4933400,57.43
20-07-2007,59.83,59.83,58.33,58.44,4619500,58.44
19-07-2007,59.80,59.86,58.94,59.41,2684800,59.41
18-07-2007,58.35,59.46,58.10,59.29,4450400,59.29
17-07-2007,58.54,58.81,57.65,58.60,3685600,58.60
16-07-2007,59.00,59.10,57.92,58.32,2700200,58.32
13-07-2007,59.39,59.64,59.02,59.20,2459600,59.20
12-07-2007,60.00,60.25,59.08,59.65,3254200,59.65
11-07-2007,58.58,59.31,58.50,59.28,3305000,59.28

 

Now In AmiBroker:

 

 

The volume is correct 32023 HUNDREDS OF SHARES.

 

Note that since 4.90 AmiBroker by default imports data from Yahoo in HUNDREDS OF SHARES.

 

All numbers agree perfectly

 

If you want data imported in 1's shares (which is not recommended because of possible overflow

when you import wide market indices) you may edit aqh.format file (inside Formats folder) and replace

$VOLFACTOR 0.01

line with:

$VOLFACTOR 1

 

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: r l

To: amibroker@xxxxxxxxxps.com

Cc: rolly.l@xxxxxxxxxxca

Sent: Friday, August 03, 2007 9:32 PM

Subject: [amibroker] volume eod download from yahoo finance

version 4.90.5

the volumes downloaded from yahoo have been too low - from july 20th onwards , eg. today

NT trades 5.5 million, but the download shows 60,000 

CELG traded  4.3 million but the download shows 76,000

does anyone have a fix for this?

thanks for your help

rol lew

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