Wrong historical EOD adjusted prices again from Yahoo


#1

This evening I was trying to download some historical EOD data from Yahoo with AmiQuote v.3.21, and it looks like they have the same problem with wrong adjusted prices again like in mid May.

Checked quotes of AAPL, XOM, IBM and MSFT.

Anyone else having noticed this?


#2

Yahoo today (July 22) changed the order of columns (swapped “Close” with “Adjusted Close”).
To fix, you need to edit aqh.format file (in Formats subdirectory).

Old format line

$FORMAT Date_DMY,Open,High,Low,Skip,Close,Volume

should be changed to:

$FORMAT Date_DMY,Open,High,Low,Close,Skip,Volume

A ready to use aqh.format file can be downloaded from here (right click and choose “Save target as…”). Place it into “Formats” subdirectory.

See also:
http://www.amibroker.com/kb/2017/06/30/wrong-close-price-in-yahoo-data/

For more frequently asked questions about AmiQuote see:


#3

Hello

Thank you for helping.

Now everything looks ok again. Let’s hope Yahoo is finished with their changes for this time.


#4

Hello,

If I’m not mistaken, Yahoo’s “Close” column is only adjusted for splits. The next “Adj Close” column is adjusted for splits and dividends.

With the new Amiquote “format”, the downloaded data will only be adjusted for splits.

Regards.


#5

IMPORTANT:
You don’t need to do ANYTHING if you are running current AmiQuote version 3.22 as it already has all correct format files in place.

You should really read the Knowledge Base
http://www.amibroker.com/kb/2007/08/04/amiquote-and-free-data-from-yahoo/

This explains precisely what to do if you want to have data adjusted for splits AND dividends.
Current (as of July 24) format for data adjusted for SPLITS only is:

# default in AmiQuote 3.22
$FORMAT Date_DMY,Open,High,Low,Close,Skip,Volume

Format for data adjusted for splits and dividends

$FORMAT Date_DMY,Open,High,Low,Close,AdjClose,Volume

Everybody please read the FAQ and Knowledge Base.


#6

Thanks, Tomasz.

Now it´s perfectly understood.

Regards.