I downloaded the historical databases and am working with index symbols such as ^ixic. I am attempting to do some things when volume increases [ volume/ref(volume,1) > 1]
However, I am getting a lot of problems because it seems that with the indices, much of the volume is the same set at 2147483647. Why is this. For example, look at the
volume during the February to May rise in 2010. ^IXIC has the same volume for everyday. I am using the historical download which comes from yahoo, yet yahoo has the
correct volume.
This is because the limit of an integer value is "2147483647". I have updated the downloader so that volume for indices is divided by 1000.
For example, instead of "3,846,250,000", you will get "3,846,250"
Here is how to debug it:
- In the "Download Manager", select the item then click on "Update"
- Under the "Fields" column, you can update the default symbol
- Click on "Parser"
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