DOW Data On Yahoo

[dwaddell]

All,

I hope someone can help with this, where does the DOW High and Low price figure on the Historical DOW Data page come from, it certainly does not represent the days trading range, it's way off.

http://uk.finance.yahoo.com/q/hp?s=^DJI

For instance, it reports yesterday (17th Jan) High as 10977.01, when the high of the day was actually 10957.87.

I ran a back test of a strategy against 8 years of this data which produced great results, only for me to realise this morning that the High and Low prices are all worng.

Is this an oversight on the part of Yahoo or am I missing something.

Any suggestions on where I can find tabular OHLC data for the past 8 years on the DOW fro free?

Many thanks,

Dave.

 

[FetteredChinos]

www.downloadquotes.com

or www.livecharts.co.uk

Yahoo restates the high and low to reflect how the highs and lows were calculated way back in the early days of its existence.. Ie it calculates the theoretical high based on the Daily High and Low of each of the component stocks occurring at exactly the same time.. therefore explaining the apparent enormous daily range.

FC

 

[dwaddell]

Many thanks for that, I cannot believe it, this has ruined my day, I thought I had a sh*t hot method worked out, but it relied on those ranges.

Dave

 

[FetteredChinos]

let me guess.. did it rely on setting a target price for each day???

 

[dwaddell]

Yep, which has been well and truely scuppered now. How did you know, been here before?

 

[rog1111]

on Yahoo, rather use ^djx and multiply by 10

rog1111

 

[FetteredChinos]

x100 Rog...

 

[rog1111]

yes, quite correct, my mistake

x100 Rog...