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Engine99
Registered: Jul 2007
Posts: 266 |
04-28-12 03:11 AM
Quote from kut2k2:
I'm unaware of the error issues that zgtrader mentioned, fwiw. I've used Yahoo data in the past for backtesting and had no noticeable problems.
I agree. I haven't found a data feed that doesn't have issues and compared to the others Yahoo is free and accounts for dividend adjustments as well. Even if there are some wrong EOD quotes, overall you should still be happy with the results.
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zgtrader
Registered: Nov 2006
Posts: 304 |
04-28-12 05:29 AM
Quote from kut2k2:
You've answered your own question. EOD data is available for free from Yahoo. I'm unaware of the error issues that zgtrader mentioned, fwiw. I've used Yahoo data in the past for backtesting and had no noticeable problems.
The problems I have encountered with Yahoo EOD is mainly in the area of splits and dividends. One common item is Yahoo will adjust the volume for splits but not the price history.
This is why I then started also using google finance, to compare and filter any major errors. All feeds will have minor differences but I wanted to locate the big problems.
Yahoo has more extensive history than google, but if I wanted a free and accurate source, I would choose google over yahoo.
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zgtrader
Registered: Nov 2006
Posts: 304 |
04-28-12 05:33 AM
Quote from Engine99:
I agree. I haven't found a data feed that doesn't have issues and compared to the others Yahoo is free and accounts for dividend adjustments as well. Even if there are some wrong EOD quotes, overall you should still be happy with the results.
All feeds will have some difference in prices/quotes. This is understood.
I have found the opposite, Yahoo is ok with quotes, their splits and dividend adjustments are the problem.
These issues are even more of a problem with a back-test than a screener.
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zgtrader
Registered: Nov 2006
Posts: 304 |
04-28-12 05:36 AM
Quote from Bob111:
Ps-i would not rely on yahoo eod data..real time is good,but not EOD. all burden of adjustments,dividends,splits,reverse splits etc will be on you. huge pain in a**
So true !!!
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