I have been downloading EOD U.S stocks data from Yahoo using the MLDownloader. Since yesterday, I have problems downloading from Yahoo server. Anyone encountered the same problem? Not sure if it's yahoo server or my computer fault.
Have you tried this: https://query1.finance.yahoo.com/v7...&interval=1d&events=history&crumb=T6hESzPGAMf (random example)
Please ignore my previous message. The topic is discussed in more detail here: https://www.elitetrader.com/et/thre...data-did-they-change-the-url-recently.309554/
No, but I have do have lots of experience subscribing to lots of data vendors (live and end of day). I have been trading since the late 90s. Intermittent bad data (especially if you don't know that it's wrong) causes all sorts of issues. Good data is like oxygen for traders. Bad data is like chemical warfare. Yahoo have proven themselves multiple times to have poor quality data. I do not know why you're defending them. They change/discontinue functionality at the drop of a hat. Don't believe me? Have a read of: https://forums.yahoo.net/t5/Yahoo-Finance-help/Is-Yahoo-Finance-API-broken/m-p/251095 (Yahoo employee confirms Finance API is discontinued) Look at the tsunami of complaints here: https://yahoo.uservoice.com/forums/382977
I'm not defending Yahoo. Previously their data had multiple problems but it could be patched up to something usable, at least for me. Now it's complete chaos though, the racist in me thinks they hired some Indians at the lowest price and they have no idea what they're doing. The basic math on splits is just plain wrong. It's becoming clear Yahoo doesn't want anyone using their data or probably even their website. Why don't they just close it down? What provider are you using?
I agree - Yahoo's data service is just not worth spending any time on using as a real trader. As a trader you should never be wondering if your data service is going to work today, or will retain the same functionality as yesterday. In terms of what I settled on... For my quant/TA trading systems: NxCore (for live US equities), Norgate Premium Data (for daily/EOD) and Interactive Brokers (as part of my order placement systems). As a backup live terminal, and when I want to look up exotic information, I use Metastock Xenith (which is a slightly cut-down version of the Reuters Eikon product). On the fundamentals side I'm having a look at Portfolio 123 but may have to look at a S&P Capital IQ subscription at some stage.