Yahoo Historical Data - Did they change the URL recently?

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

  1. just21

    just21

    http://www.trading-tools.com/convert2metastock-converts-ascii-files-metastock-format an extra step I concede.
     
    #131     Jul 11, 2017
  2. colion

    colion

    As noted above with respect to MLDownloader I'm not sure that trading-tools is alive and well even though it appears that they will take your order. However, programs like HSQuote do what AmiQuote does plus convert automatically to Metastock. I have not tried it but it should not be too difficult to write a conversion program in AmiBroker to do the conversion and store the data in the proper folder on the disk. Although requested several times in the past, TJ does not want to make the simple conversion addition to AmiQuote. So, for roughly the same price one can get a program that does the job.
     
    Last edited: Jul 11, 2017
    #132     Jul 11, 2017
  3. just21

    just21

    What sources does hsquote get data from apart from yahoo? The website is not clear.
     
    #133     Jul 11, 2017
  4. colion

    colion

    Not at the right computer now but off the top of my head Yahoo, Google, Oanda, Medved, etc. I've only used Yahoo and Google for the past many years. There is also a "source" in the Plus version that can be modified for any website but don't have Plus so have not used it.
     
    Last edited: Jul 11, 2017
    #134     Jul 11, 2017
  5. just21

    just21

    Reuters datalink will download into metastock format for $24.95 a month from www.metastock.com
     
    #135     Jul 11, 2017
  6. d08

    d08

    They just reversed the values in Close and Adjusted Close fields, clueless as to why, probably incompetence.
    Only the Close field is adjusted, rest doesn't seem to be adjusted for anything (even the Adjusted Close).
     
    #136     Jul 11, 2017
  7. Alphalpha

    Alphalpha

    Hi,

    For anybody using Telemet for historical stock quote data, is there a way to access their data via a Microsoft Query (e.g. Dataà From Other Sourcesà From Microsoft Query) and if so does anybody able to provider the information on driver type and how to connect to the database?

    I am currently doing a trial run with them and if I can get this to work considering signing up for a membership. Some other useful features included in their service that may make it worth it.
     
    #137     Jul 11, 2017
  8. inCom

    inCom

    Well, you are right in that they replaced the Close with AdjClose, but the new AdjClose is not the same as the old Close. The quotes seems to be (or could be) adjusted for splits and dividends now, but only for a certain period going back in time.

    The Close is not adjusted:

    [...]
    Date Open High Low Close AdjClose Volume
    07/01/77 25,03294 25,14273 24,48397 6,82375 24,92315 143200
    06/01/77 25,08784 25,36232 24,86825 6,853809 25,03294 168700
    05/01/77 25,25253 25,6368 24,92315 6,868836 25,08784 191000
    04/01/77 25,58191 25,6917 25,19763 6,913929 25,25253 143200
    03/01/77 25,52701 25,80149 25,52701 7,004109 25,58191 169800
    [...]

    If nothing else, the quotes look pretty much self-consistent now. For example the Open and Close are almost always within the high/low boundaries for most symbols. But different sources give completely different numbers overall.

    For example, this is a recent sample of XRX from Quandl, allegedly adjusted:

    XRX,09/06/2017,27.66,28.1,27.54,27.7,1332878
    XRX,12/06/2017,27.7,28.54,27.7,28.18,1608300
    XRX,13/06/2017,28.22,28.38,27.94,27.98,958192
    XRX,14/06/2017,27.98,28.08,27.38,27.66,1520918
    XRX,15/06/2017,27.37,28.08,27.12,27.73,3439830
    XRX,16/06/2017,27.82,28.78,27.78,28.44,7196084
    XRX,19/06/2017,28.66,28.93,28.48,28.73,3161082
    XRX,20/06/2017,28.67,28.82,28.25,28.27,2442766
    XRX,21/06/2017,28.23,28.27,27.71,27.82,2152005
    XRX,22/06/2017,27.89,27.97,27.7,27.91,2208391
    XRX,23/06/2017,27.94,28.42,27.85,28.38,4035911
    XRX,26/06/2017,28.46,29.24,28.46,29.13,5372156
    XRX,27/06/2017,29.13,29.34,28.88,28.92,3972327
    XRX,28/06/2017,29.01,29.46,28.96,29.29,3300774
    XRX,29/06/2017,29.32,29.36,28.88,29.12,3783566
    XRX,30/06/2017,29.27,29.34,28.72,28.73,2818863
    XRX,03/07/2017,28.78,29.23,28.68,28.85,1511483
    XRX,05/07/2017,28.9,29,28.34,28.45,2939727
    XRX,06/07/2017,28.24,28.46,28.05,28.35,3067750
    XRX,07/07/2017,28.41,28.91,28.41,28.78,3142489
    XRX,10/07/2017,28.8,28.97,28.7,28.88,2339977

    They are already quite different from Yahoo even in recent days. So which one is right? I suspect that if you were to compare 10 different sources you would get as many different results.
     
    #138     Jul 12, 2017
  9. d08

    d08

    I believe the only column adjusted here is the Close, so it's actually everything else that's unadjusted. But they've changed, fixed, bugfixed and fixed again so many times that I'm not sure the data is trustworthy going back that far.
    On a positive note, their feedback section people reply very fast and fix things fast as well which is commendable.
     
    #139     Jul 12, 2017
  10. inCom

    inCom

    The bumps at the splits are clearly visible in the Close, even in recent days, so it appears to be unadjusted as of now. Maybe you are looking at data a few days ago, before the last bugfix.
    That is not to say things couldn't change or worsen at any time, or that Yahoo is working well, far from it.
    But then I wonder how trustworthy is data from other sources, if everyone gives different numbers. For me, I would be happy to see that Yahoo data are "good enough" for the systems I use.
     
    #140     Jul 12, 2017