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2010-11-24 20:22:13
1 of 9
#2555
Greetings,

What are the column headings for the text files in the endofday folder?

When checking historical prices, there seem to be differences depending on the source of data -- Yahoo Finance Historical data, PSM Chart tooltip pop-up, PSM DownloadHistoryData(), and PSM's chk.txt file in the endofday folder. NONE of them agree with each other!!!

Here is the data I collected to compare:

Chesapeake Energy Corporation (CHK) for June 16, 2010 ...

Source                    Open     High     Low      Close    Vol       Adj Close
------------------------  -------  -------  -------  -----    --------  ---------
Yahoo Hist Prices         25.12    25.37    24.75    25.18    12300200  25.01

PSM chart tooltip         24.95    25.20    24.58    25.01    12300200  n/a
PSM DownloadHistoryData   24.9492  25.1975  24.5817  25.01    12300200  n/a
chk.txt endofday file     24.9492  25.1975  24.5817  25.0100  12300200  n/a

Why aren't any of the PSM numbers the same as the Yahoo numbers, even though I have the History Data Server option set to Yahoo, and also have Enable History Logging checked?

Thank you,

-Don
Posted by: dgoyette
2010-11-25 00:58:01
2 of 9
#2556
in reply to #2555
I think I figured out which columns contain what data. Is this right (Date, Time, Close, High, Low, Volume, Open, Unknown, Unknown)? ...

Date        Time   Close    High     Low      Volume    Open      ?     ?
---------   -----  -------  -------  -------  --------  -------  ---   ---
06/16/2010  00:00  25.0100  25.1975  24.5817  12300200  24.9492  N/A   N/A

BUT ... I would still like to know ...

1) Why the PSM data does not match the History server data.

2) What are the N/A and N/A columns?

Thank you,

-Don
Posted by: dgoyette
2010-11-27 16:04:25
3 of 9
#2582
in reply to #2556
1. Are you using currency conversion?

2. Bid, Ask.
Posted by: Anatoly
2010-11-27 20:28:10
5 of 9
#2589
in reply to #2582
1. No I'm not (US Dollars to 2 decimal places)

2. Thank you

I see that the PSM chart is simply rounding the stored PSM data to 2 decimal places, so all of the PSM values are the same. However, they do not match the Yahoo data -- except that the PSM Close price DOES = Yahoo Adj Close price.
Posted by: dgoyette
2010-11-27 20:54:51
6 of 9
#2593
in reply to #2589
Oh yes, I forgot, we do adjust the data based on dividends and splits as reported in the historical data, which is why it doesn't match the raw data, which is not adjusted except for the one adjusted column.
Posted by: Anatoly
2010-11-27 21:36:14
7 of 9
#2597
in reply to #2593
Okay, to make sure I understand ... all the historical data PSM stores is "raw" except for the Adjusted Close price. Internally, PSM calculates all the displayed values by "adjusting" them before displaying them?
Posted by: dgoyette
2010-11-27 21:42:49
8 of 9
#2599
in reply to #2597
No, it adjusts the values immediately after downloading, before storing them in the database.
Posted by: Anatoly
2010-11-27 21:54:48
9 of 9
#2601
in reply to #2599
Duhhh ... that's why they are different. I guess I've had enough programming for today ... Set Brain = mush (LOL).
Posted by: dgoyette