Yahoo Historical Data - Did they change the URL recently?

Discussion in 'Educational Resources' started by Rationalize, May 16, 2017.

  1. For example, NKE 2000-03-16 dividend was $0.0075 per share. 1987-09-04 dividend is $0.0006 per share. These numbers seem too small, like they were split adjusted as well.
     
    #111     May 24, 2017
  2. d08

    d08

    That's true, I misspoke earlier, the splits are sometimes valid, especially on earlier data. Take a look at BLL, NGG this month.
     
    #112     May 24, 2017
  3. I was using yahoo for my US stocks system so I needed an alternative. Here's a summary of my research into cheap US stocks EOD data:

    eoddata.com
    • Platinum plan $44.95/mo (37.5/mo for 1 year)
    • "20 years" history
    • adjusted for splits but not dividends
    • no delisted stocks
    • web API or software downloader
    csidata.com
    • $33.25/mo (23.75/mo for 1 year)
    • 5 year history
    • $25/year for history > 5 years
    • $50 startup cost
    • adjusted for splits but not dividends
    • no delisted stocks
    • FTP based download available
    metastock.com
    • $24.95/mo (20/mo for 1 year)
    • ??? history length
    • adjusted for splits but not dividends
    • no delisted stocks
    • downloader software required?
    premiumdata.net
    • $27.23/mo for 6 mo, 24.75/mo for 1 year
    • ??? default history length
    • $75 for history back to 1985 (current stocks)
    • $232 for history back to 1985 (delisted stocks)
    • adjusted for splits but not dividends
    • downloader software required
    • data format is opaque, but someone reverse engineered it here: https://github.com/akapur/RNorgate
    quandl.com "End of Day US Stock Prices"
    • $50/mo (37.5/mo for 1 year)
    • history to 1996
    • full dividend and split information
    • no delisted stocks
    • web API for downloads

    Currently I am going with quandl because they were the only one that seems to have dividend info which happens to be important for me. Would be interested to hear if people have found other solutions.
     
    #113     May 27, 2017
    Trader13, bellman, jtrader33 and 3 others like this.
  4. I'm using quandl now, and finding it to be more useful than yahoo, because of the the split and divided info. (basket / portfolio trading, long short, snp500 universe).
     
    #114     May 27, 2017
  5. SumZero

    SumZero

    I was importing daily data of SPY from IB and got strange results. I then went directly to IB and pulled a chart. Something is wrong there (and even worse in April 2006 with a spike to 9500.00)
     
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    #115     May 27, 2017
  6. Alphalpha

    Alphalpha

    For anybody that has migrated to MetaStock's solution, is there a way to access their EOD pricing data vis a vis a data query in excel or is the only way to get to their data through their software downloader? What about for Quandl, any way to actually get the data into excel just by using a data query in excel or does it require an intermediate step?
     
    #116     May 31, 2017
  7. duffel

    duffel

    #117     May 31, 2017
  8. Alphalpha

    Alphalpha

    I am admittedly pretty novice when it comes to these things, but I suppose if there was a way to have excel first find out what the cookie/crumb is and then use the URL to scrape data like in the past it should work. I am just not sure what type of web query you could put into excel to get that crumb info... any ideas? May be the way to crack this problem here...
     
    #118     May 31, 2017
  9. mokwit

    mokwit

    http://www.xlautomation.com.au/free-spreadsheets/yahoo-historical-price-extract
     
    #119     May 31, 2017
  10. d08

    d08

    What do you mean by "a working database"? It's not a database, they're just CSV files generated by your URL queries.
    You can go to Yahoo's page, click Historical data and then Download data, this is where AmiQuote's queries are sent. There's no magic involved.
     
    #120     Jun 1, 2017