Now using Amiquote 1.93, I download Yahoo EOD data on a daily basis, then on weekends download the previous weeks Historical data hoping to catch any adjustments. In downloading last weeks Yahoo! historical data I note that data for ^AORD and ^AXJO on thurs was downloaded again for Friday when this market was closed. A quick check showed stocks within these indexes were not affected in a similar way. This is not the first time this has happened. Note that posters on this and other lists often call this data Yahoo! Histerical. WYPIWYG. Regds Gerard
--- In [email protected], "Ian Watts" <[EMAIL PROTECTED]> wrote: > > A word of warning for Yahoo ASX data users. > > It seems that a bug crept into their data from late September 2006. > > There are numerous instances of the "Open" being lower than the "Low" > > I drew their attention to it in early January and their response was that > they source their International historical price and volume data from > Hemscott, and that I should contact them directly. I sent the information > to them, but have had no reply. However I have not detected any errors > since, but the errors still exsist in the historical data - makes back > testing difficult... > > An example of the error is as follows: > > BHP.AX on 6th Dec 2006 > > Yahoo ETrade > O 26.31 26.65 > H 26.71 26.71 > L 26.53 26.53 > C 26.71 26.71 > > You can put the following into an indicator to see the extent of the > problem. > > WrongLow = IIf(O < L, 1, 0); > PlotShapes(shapeHollowSmallUpTriangle * WrongLow , colorBlack, 0, L, - > 40) ; > > Needless to say I'm currently trialing Premium Data - no errors detected. > > Regards > > > Ian Watts >
