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I would be happy if the dividend info was just part of the daily quote
(perhaps in the OI field) on the day the security went x-div. That
way, I could do my own adjustments in AFL.
The common method of adjusting for Total Retrun assumes that dividends
are reinvested on the day the security went x-div. This method works
great for mutual funds, but not ETFs. This is impossible to replicate
in a real account with ETFs since the receipt of the cash often comes
up to a month or more after the security goes x-div.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> Hi - Just out of curiousity, is there anyplace on planet earth where
we can subscribe to ETF data that supplies OHLCV and has also been
adjusted for cash distributions? I guess Richard Dale is our resident
data expert - Richard, would this be a terribly hard thing for a data
provider to offer? Are adjustments generally made by the wholesaler or
the retailer? Why do providers sometimes adjusted for stock dividends
but not cash dividends? Thanks very much for any info!
>
> Steve
>
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