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[amibroker] Re: Is Yahoo EOD data reliable?



PureBytes Links

Trading Reference Links

Hi,

I my experience it depends on the market. The US data (NASDAQ, Amex,
NYSE) is very good, but the European market seems not to be. For
example, the German markets have sometimes holes in the historical
data, OHLC looks really strange, or the last day is delayed. I don't
know about the Asian area ...
 
Best regards,
Markus

--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine" <rockprog80@xxx>
wrote:
>
> Hi group,
> 
> Sorry for all the messages.  I'm kind of frustrated because it seems
that
> what I have worked on is crap when I use Yahoo EOD data instead of
IQFeed.
> Does anyone know if Yahoo data is reliable, or maybe it was IQFeed that
> wasn't (it was not designed for EOD, according to Tomasz).  If Yahoo is
> good, I'll keep it and so long IQFeed and I'll start from scratch
again.  If
> Yahoo is crap, then I will need another data provider that is not too
> expensive and that have canadian stocks (QP3 does not have canadian
stocks,
> in contradiction to what's written on AB page).
> 
> So, anyone know if Yahoo is good for EOD?
> 
> Thanks a lot,
> 
> Louis
> 
> 
> 2008/5/3 Louis Préfontaine <rockprog80@xxx>:
> 
> > By the way, anyone experienced comparing two data providers?  For the
> > exact same backtest I get a HUGE difference between quotes from
Yahoo and
> > quotes form IQFeed!
> >
> > Louis
> >
> > 2008/5/3 Louis Préfontaine <rockprog80@xxx>:
> >
> > Hi,
> > >
> > > That's what I did, but just wanted to know if there was some
other way.
> > > You see, Yahoo is only temporary, and I wouldn't want to mix
everything
> > > because of a dumb *100! ;-)
> > >
> > > But anyway, if this is the easiest way, I'll just try to
remember I did
> > > it! ;-)
> > >
> > > Louis
> > >
> > > 2008/5/3 Mike <sfclimbers@xxx>:
> > >
> > >   It's not unusual for a provider to supply a scaled down value.
What
> > > > exactly do you need to "deal with"? Just multiply by 100 if
you need
> > > > the expanded value.
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx
<amibroker%40yahoogroups.com>, "Louis
> > > > Préfontaine" <rockprog80@>
> > > > wrote:
> > > >
> > > > >
> > > > > Hi,
> > > > >
> > > > > I've been switching from IQFeed to EOD Yahoo data, and for some
> > > > reason the
> > > > > volume is 100* less than the real volume. Is there any easy
way to
> > > > deal
> > > > > with this?
> > > > >
> > > > > Thanks,
> > > > >
> > > > > Louis
> > > > >
> > > >
> > > >  
> > > >
> > >
> > >
> >
>



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