Achin, I am also very interested in this. I have an IB account, but I am unable to login to the ftp site.
Yes, thank you. That is what I am doing. I am scraping the data with a c# app, and have created a map which computes the adjustment ratio between...
round number has nothing to do with either.
I'm looking at some imbalance data and I don't understand what the reference price, near indicative price, and far indicative price are (and how...
What issues does Yahoo have with normal dividends and splits?
Yes, actually I believe you are correct. Seems to be roughly the same volume before and after 1:10 splits in UWTI for example. (I don't have an...
Stop making fun of me! I'm not sure of anything anymore! Up is down. Down is up. But, yes, I am sure.
Upon closer inspection, it appears that the google historical data (along with google charts AND yahoo charts) adjust for splits. The Yahoo...
Mind. Blown. The yahoo adjusted close data doesn't even match up with their own charts! Whhhaaaa????
Yes, I am sure (at least for MSFT December 2014 data). Did you click on the links I provided? Note: I am not talking about Google finance charts,...
I'm glad you mentioned this. I will not adjust the quote and print data in my backtesting--instead I will adjust the positions that carry over...
Yahoo's volume data is not adjusted (at least not for MSFT December 2014 data).
Actually, Google's historical data does not include any adjustments. And, Yahoo does not adjust their volume (but you can easily calculate this...
Thank you very much for the heads up. This is very surprising. I will look into it tomorrow to verify whether or not yahoo is adjusting on the ex...
Well, I believe I have answered my own question by looking at the data. I need to MULTIPLY each quote and print by the RATIO of (adjusted close) /...
Okay, thanks to this thread, I am now scraping the eod closing price and adjusted closing price from yahoo. HOWEVER, I have a very important...
He might be looking for a stock screener or even to download weekly range historical data.
My problem with Vegas is it is the least efficient market in the world. 10% house spread is criminal. Protected oligopoly
That list is AT LEAST 5 years out dated.
As the OP of this thread, I will defend Sig (partially). First the bad: Sig did make incorrect assumptions, come across a bit preachy, and avoid...
Separate names with a comma.