Previously historical quotes from Yahoo! only included the current day's OHLC values many hours after the market closed.
Recently the historical price quotes have included the current intraday realtime price during market open hours. This is a good thing for EdgeRater and ETF Trading Bandit users when using the Yahoo data provider as you are able to get intraday updates using realtime pricing and hence generate trading signals during the day.
The problem is that the Adjusted Close price is being quoted as yesterday's adjusted close and hence has caused some confusion for the last bar OHLC values when displayed in EdgeRater and ETF Trading Bandit.
The good news is that as of today, EdgeRater and the ETF Trading Bandit have been updated to account for this new intraday quote from Yahoo and the correct data is now displayed for the last bar in both of the applications.
So now when running either of these applications during the day and updating data via the Yahoo data provider, if you see a bar for current day it is the realtime price quote and gives you great intraday data.
It is not clear whether this data format will remain in place from Yahoo, but both EdgeRater and ETF Trading bandit will do the right thing with or without it.
Yahoo historical price format changes
Moderator: Chris White
