Yahoo Historical Data - Did they change the URL recently?

Definitely would be an affordable solution for stocks and ETFs. I couldn't confirm, though, if we can chose to adjust the data for dividends (they adjust for splits).
In data section they mention dividend adjustments but just for funds. Nothing is mentioned for stocks.

DataLink lets you choose—whether you prefer adjusted or non-adjusted mutual fund data, the choice is yours. Lipper, a Thomson Reuters company, supplies the adjusted fund data that accounts for dividends and capital gains.
https://www.metastock.com/products/endofday/reutersdatalink/?overview

 

This document is out of date and no longer maintained by IB. For the most recent document, which is being maintained, you better look here: http://interactivebrokers.github.io/tws-api/historical_data.html#gsc.tab=0
You can select the program language of your choice at the top of that page and the sample code will appear in that language.
The pacing limitation settings have changed. If you download price bars of 1 minute or longer, is the footnote at the bottom of this page relevant: http://interactivebrokers.github.io/tws-api/historical_limitations.html#gsc.tab=0

 

Thanks Hobby, that helps a lot. I did not know about that documentation and was using something from 2011 or 2009. There are some new functions defined which I did not know about.

 

Thanks,but limitations\restrictions are same. 15 seconds between requests. if i'm requesting historical data for AAPL,and placing another request for historical data right after that for MSFT-ill get error message. that was my experience with IB's API.

 

out of curiosity- i remember there is a language for yahoo queries called YQL. any luck requesting historical data using it? i have couple scripts somewhere for downloading OHLC data at the end of the day,but not for array of historical data for stocks

 

Not what I experienced over the weekend. Requested 2 years of daily (trades, not bidask), I could send an additional request immediately after the previous completed, I believe the time delta of requests was less than 0.1 seconds (due to my other code). However, after a few hundred requests, you do run into some algo on their end that slows down your requests. I never did get a pacing violation on over 4000 symbols though.

 

Thanks! very interesting. going to try that later on. Thanks again!

 

I think that's right. I'm not sure how much time goes by between my requests, but it's definitely less than 15 seconds.

 

I do not experience such problems when asking for multiple tickers sequentially. I'm downloading two year historical data for some 45 ETFs every day (daily OHLC bars). This takes approximately one minute, from first ticker to last ticker.

 

Thanks! That's even better! I guess all the info in api documentation is outdated. I tried to use IB for histirical EOD years ago, and all my old stuff was written on 16 sec timer.
let's see how long this one lasts