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--- Terry Hulseberg <MagicTH@xxxxxxxxxxx> wrote:
> Adj. Close on the historical data is
> only supplied to two decimal places, which
> makes it very crude. For example, CSCO in early
> 1990 ... while the Adj. Close = $0.08 for all
> prices from $23.00 to 24.00.
> ... CSIData tell me if the database you pay for
> has the same limitation?
Terry:
Sadly, I must correct my earlier answer to your question.
Although my contact with the hedge firm appears to be
correct in reporting that CSI stores its data with the
precision of 5 (or perhaps 6) significant digits, CSI's
built-in exporter to Amibroker rounds things off to 2
decimal points. What CSI currently provides in its export
to Amibroker is no more precise than what you can get for
free from Yahoo. I found this out by checking the CSCO
split adjusted prices for early 1990 as you suggested.
But if CSI were to upgrade its exporter to Amibroker, it's
5 or 6 significant digit database has the ability to
provide impressive data precision when exporting split
adjusted prices. Five significant digits would enable
results to be accurate within 1/1000 of a percent, which
would be more than sufficient accuracy for my back testing
purposes.
What can be done to get CSI to upgrade its exporter to
Amibroker so sufficient precision is provided for split
adjusted prices of stocks like CSCO?
Terry, it certainly would help if you, as a potential new
subscriber, were to contact CSI directly and let them know
that you are looking for a data provider that can deliver
sufficient precision.
As for me, I am very disappointed by this discovery. I had
assumed that CSI's export to Amibroker would be of the
level reported by the fellow in the hedge fund. Although I
will sleep on it for a few nights, I am seriously
considering writing CSI to let them know that I will not
renew my annual subscription when it runs out in seven
months. Seven months would be sufficient time for CSI to
recode their exporter to Amibroker, if they decide to do.
The only thing that might keep me as a CSI subscriber is
their inactive stock data, which I can not get from any
other source.
However, I certainly am no longer considering buying those
2 extra years of data (for the late 1980s). Although that
sale is not lost forever, it is deferred until CSI's
exports to AB gets sufficient precision.
b
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