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Barry
> Also adjustment is done by Yahoo and not AB except for vol which we
> can optionally adjust.
I wasn't spot on with my answer there.
I have since found out that Yahoo manages the adjustment factor and
AmiQuote adjusts OHL on the fly (that makes more sense from the point
of view of Yahoo's servers).
There is a more complete answer from Tomasz at:
http://finance.groups.yahoo.com/group/amibroker/message/93631
The way volume is handled was changed by AB/AQ in the near past (from
the AB WhatsNew? file).
"ASCII importer: volume is now NOT to adjusted when ADJCLOSE and
CLOSE is used
[To turn on adjusting (old, pre-4.90 behaviour) you need to add
$SPLITADJVOL 1 to command to ASCII importer definition]"
"CHANGES FOR VERSION 4.90.0 (as compared to 4.89.0)".
At some point I will change the notes on Yahoo, at the UKB, to
include this info.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@> 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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