AmiQuote does NOT change the data in ANY way.
AmiQuote is the web browser/downloader, like Firefox, Internet Explorer, Opera, Chrome. It does not modify the data. What you get from AmIQuote is exactly the same what you would get by clicking on “Download data” button on Yahoo historical prices page.
The thing is Yahoo is messing things up constantly changing column order and meaning every few days. You should complain to YAHOO.
To properly import data, import definition must MATCH the column order and column MEANING. If Yahoo changes the order or meaning of columns the data may/will be interpreted incorrectly unless you adjust the format file (aqh.format)
This is third time when they change the meaning and/or order of columns. What is worse the heading they are sending is incorrect to. They as sending header like this
# Date,Open,High,Low,Close,Adj Close,Volume
But the data actually (for VXX) are:
02-08-2010, 5629.439941, 5657.600098, 5432.319824, 21.230000, 5434.879883, 74500
So as you can see the columns are really
Date, AdjOpen, AdjHigh, AdjLow, RawClose, AdjClose, Volume
Currently format definition file (.aqh) should look like this:
# AmiQuote historical quotes download format (.AQH extension)
# Revision 1.3 - changed the order of columns (due to May 17, 2017 Yahoo site change)
# Revision 1.1 - removed $VOLFACTOR 0.01
# the following switches are optional - please consult
# the read-me for description of those options
# $RAWCLOSE2OI 1
# $RECALCSPLITS 1
# $ROUNDADJ 4
As you can see we need to SKIP RawClose column.
And that is the format that is already included in the setup program of AmiBroker 6.00 and 6.20 since June 2017 and in the setup of AmiQuote 3.15.
Trouble is when you download some data that is not only adjusted for Splits but adjusted for Dividends.
In the period May 17 - June 10 they were NOT adjusting for dividends so OHLC were adjusted for splits only.
Then people sent complaints and “geniuses” @Yahoo started adjusting for Dividends, but… only Close price, leaving High, Low, Open adjusted for Splits only.
Here is example of EWJ data downloaded from Yahoo:
02-08-2010, 39.000000, 39.360001, 38.880001, 9.840000, 35.239758, 4488800
The columns are as follows:
Date, AdjOpen, AdjHigh, AdjLow, RawClose, AdjCloseForSplitsAndDividends, Volume
So here is where the mess is coming from. Yahoo is adjusting High, Low, Open fields for splits but at the same time they are adjusting Close field for splits and dividends.
This needs to be fixed by Yahoo on their site. You need to complain to Yahoo to fix their mess.
There is already a thread that describes this data error on Yahoo web site https://forums.yahoo.net/t5/Yahoo-Finance-help/Historical-Data-Split-and-Dividend-Adjustment-Errors-in-EEM/td-p/279800 but apparently Yahoo does not see / understand that.