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Also adjustment is done by Yahoo and not AB except for vol which we
can optionally adjust.
Info on Vol adjustment is in an article by Tomasz at the Amibroker
KnowledgeBase >> Data.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Hello Barry Scarborough,
>
> Clearing out my backmail and saw your question.
>
> The Yahoo site is a patchwork.
> What you see isn't always what you get.
>
> The historical data at the Yahoo site is not adjusted except for
the
> ajdClsoe column but that it not what AmiQuote downloads (inour
charts
> the adjClose would be outside the bar range if OHLC was not
adjusted
> as well).
>
> Scroll back through Agilent historical (at Yahoo) to 1st/Nov/06
> dividend then compare to what we have in AmiBroker for that date
and
> the date preceding.
>
> Some info on Yahoo adjustments is at:
>
> http://help.yahoo.com/l/us/yahoo/finance/quotes/quote-12.html
>
> (pity that the link to the standards center is down).
>
> brian_z
>
> "For tips on using AmiBroker with free Yahoo data see me at the
UKB".
>
> http://www.amibroker.org/userkb/
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@>
> wrote:
> >
> > What does AB do when it gets data from Yahoo? I periodically load
> > historical data to make sure my database has been updated to
> include
> > splits and dividends.
> >
> > I am trying to update a spreadsheet to use the updated data that
> > includes the dividends. I wrote an AFL program to dump the open
on
> the
> > trade date. I saw that the field values were quite different than
> the
> > value when I actually traded it.
> >
> > My question is when getting historical data from Yahoo, what does
> AB or
> > AQ do when it sees an adjusted close? Does AB change all fields,
> the
> > OHLC, by a proportion of delta or does it just change the close
> value?
> >
> > Thanks,
> > Barry
> >
>
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