Hi, I've been using Yahoo Finance for 9 years for their adjusted price historical data and it's worked flawlessly. Reading this thread, it is appearing the run is over. I manipulate this data in excel, and am not an experienced computer programmer. Now I need to find an alternative. A few other message board threads have referenced "Marketxls". Has anyone had experience with that? Are there any other alternatives to get dividend and split adjusted historical data for us stocks and mutual funds? Thanks!!
That's not a lot of bandwidth. An average Yahoo Finance website seems to be over 3-4 Mb, so unless you downloaded the whole history of the symbols, it's just 100 Mb, if that. I've done all regulated US stocks daily, so that's a little less than 5000 symbols with 2 years of data - and that comes to just 180Mb.
for R quantmod users, I have not verified any data integrity issues yet (as mentioned by others), but joshuaulrich has posted a working solution and how to upload at github . Date range worked fine (e.g. SPY back to 1993). Visually looks fine.
I wanted to use other data providers but unfortunately only Yahoo and Google offer the data for the stock market that I am trading. I tried moving to Google but they detected me as a robot after a few continuous queries (I scan for about a thousand stocks at a time). It looks like now I have to scrape instead.
Yea - this hit me too. I usually download about 5-6k stocks from Yahoo and have been doing this for over 9 years - guess I'll have to find a new way of doing this. Sucks cause the whole thing worked well including dividend adjustments
Not many broker offer an API in multiple languages without additional charges. That's one advantage of IB. There used to be a project called OpenTick with the goal of distributing historical stock data for free. However, it ended before I started following stocks.
I get the impression that this database does not include ETFs. I tried QQQ, SPY and some others, but no luck.
You can get data from the cme on quandl but they are the individual contracts not back adjusted futures for nasdaq 100 and sp500 futures.