Barry > Also adjustment is done by Yahoo and not AB except for vol which we > can optionally adjust.
I wasn't spot on with my answer there. I have since found out that Yahoo manages the adjustment factor and AmiQuote adjusts OHL on the fly (that makes more sense from the point of view of Yahoo's servers). There is a more complete answer from Tomasz at: http://finance.groups.yahoo.com/group/amibroker/message/93631 The way volume is handled was changed by AB/AQ in the near past (from the AB WhatsNew? file). "ASCII importer: volume is now NOT to adjusted when ADJCLOSE and CLOSE is used [To turn on adjusting (old, pre-4.90 behaviour) you need to add $SPLITADJVOL 1 to command to ASCII importer definition]" "CHANGES FOR VERSION 4.90.0 (as compared to 4.89.0)". At some point I will change the notes on Yahoo, at the UKB, to include this info. brian_z --- In [email protected], "brian_z111" <[EMAIL PROTECTED]> wrote: > > Also adjustment is done by Yahoo and not AB except for vol which we > can optionally adjust. > > Info on Vol adjustment is in an article by Tomasz at the Amibroker > KnowledgeBase >> Data. > > brian_z > > > --- In [email protected], "brian_z111" <brian_z111@> wrote: > > > > Hello Barry Scarborough, > > > > Clearing out my backmail and saw your question. > > > > The Yahoo site is a patchwork. > > What you see isn't always what you get. > > > > The historical data at the Yahoo site is not adjusted except for > the > > ajdClsoe column but that it not what AmiQuote downloads (inour > charts > > the adjClose would be outside the bar range if OHLC was not > adjusted > > as well). > > > > Scroll back through Agilent historical (at Yahoo) to 1st/Nov/06 > > dividend then compare to what we have in AmiBroker for that date > and > > the date preceding. > > > > Some info on Yahoo adjustments is at: > > > > http://help.yahoo.com/l/us/yahoo/finance/quotes/quote-12.html > > > > (pity that the link to the standards center is down). > > > > brian_z > > > > "For tips on using AmiBroker with free Yahoo data see me at the > UKB". > > > > http://www.amibroker.org/userkb/ > > > > > > > > > > > > --- In [email protected], "Barry Scarborough" <razzbarry@> > > wrote: > > > > > > What does AB do when it gets data from Yahoo? I periodically load > > > historical data to make sure my database has been updated to > > include > > > splits and dividends. > > > > > > I am trying to update a spreadsheet to use the updated data that > > > includes the dividends. I wrote an AFL program to dump the open > on > > the > > > trade date. I saw that the field values were quite different than > > the > > > value when I actually traded it. > > > > > > My question is when getting historical data from Yahoo, what does > > AB or > > > AQ do when it sees an adjusted close? Does AB change all fields, > > the > > > OHLC, by a proportion of delta or does it just change the close > > value? > > > > > > Thanks, > > > Barry > > > > > >
