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--- In amibroker@xxxxxxxxxxxxxxx, "Ron Rowland" <rowland@xxx> wrote:
>
> 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@> 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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