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Hi Ron - Good points, thank you! Still, even though such adjustments may not
yield perfect results they would seem to get us a step closer. Ed pointed
out FastTrack, which is apparently the only provider that does such
adjustments but unfortunately my understanding is that they provide only the
close and nothing else...
Steve
----- Original Message -----
From: "Ron Rowland" <rowland@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, September 14, 2008 10:39 AM
Subject: [amibroker] Re: Adjusted ETF Data
>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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