Yahoo Data - How to adjust Open/High/Low?

Discussion in 'Data Sets and Feeds' started by RichardNixon, Apr 1, 2011.

  1. I'm working with historical data from Yahoo.

    I'm using the adjusted close for the closing price. How can I adjust O/H/L to match?

    Currently I'm doing:

    k = adj_close / close;
    o = k * open;
    h = k * high;
    l = k * low
    c = k * close;

    Is this correct or am I missing something?
  2. Looks correct. You also have to divide the volume by the same factor. I suggest you read this before using adjusted data for backtesting: