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It sounds like you are downloading daily date and then
historical data on the weekends. Right? If so, the downloaders that
I am familiar overwrite daily data when downloading historical data. This
does not require deleting data although this should not be more
difficult than highlighting all symbols in a folder and deleting all data
at one shot. If yours does not operate in this manner consider getting
another downloader. However, for non-index symbols you might
want to do this in order to keep the data synched with dividend
distributions, etc. which adjust data back to the first
date.
As for differences in volume, you are
probably seeing a total volume number that includes after-hours trading, as
opposed to an error (you have to know what you data supplier is
supplying). You can check this by comparing symbols that do and do not
trade after hours. You can also check the data against some of the major
charting websites such as Stockcharts.com. I don't think that you will
find a difference.
Bill
----- Original Message -----
Sent: Wednesday, July 16, 2008 8:52
PM
Subject: [amibroker] Volume Data from
Yahoo! and Reloading Prior Week
I have noticed when downloading quotes from Yahoo! the volume
the day
of the market close (regardless of the time you download it) is
wrong.
I end up each weekend deleting all the qoute data in various
indexes,
but not symbols. Who has time for that? Then download the past
week
again.
Questions...
1. How can I download the prior weeks
data and get the current volume
in AMIBroker without deleting all the
quotes of the last week? If I do
not the vol does not change.
2.
Does anyone have this volume issue with Yahoo! ? and if so did you
end up
just tossing in the towel and purchasing a data
feed?
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