https://www.quandl.com/data/WIKI-Wiki-EOD-Stock-Prices Free, has an api, says it includes dividends and splits. No Etf's. DATA OVERVIEW End of day stock prices, dividends and splits for 3,000 US companies, curated by the Quandl community and released into the public domain.
If you're using Python, here's a quick fix: https://github.com/ranaroussi/fix-yahoo-finance http://aroussi.com/#post/fix-yahoo-finance
That's a solution for Yahoo but scraping the tables is slow and intensive. I switched over to Quandl for now but like every other source, it has problems. For one, they only have some equities, many liquid equities are completely missing (ABEV) - why not have the whole universe? Why randomly exclude symbols? With IB, it appears that when there's a split, many symbols just lose all their previous history (DRYS) and others aren't split adjusted at all (BLL). It's a complete mess. Interactive Brokers: How difficult is it to supply the same historical data through the API that users get on charts in TWS? We would like some consistency.
Quandl data is a wiki so cannot you add it yourself? if you are looking for a low cost source that corrects for errors and splits then take a look at reuters datalink https://www.metastock.com/products/data/
I know. My solution is intented to only be a temporary fix until the good fellas of pandas-datareader find a solution, or while you update your code to work with a different data provider.
Good point, I'll have to read about how the symbols are actually updated as I've yet to find how to make any edits. Thanks for the info on Metastock, I'm sure that's a solid alternative for most people, sounds like a good deal.
Yeah, I agree. I suspect that they just don't want to get overwhelmed with requests from bots gone crazy. Plus, they can just charge more for it.
They already have severe limitations on requests, at abnormal levels compared to other providers. If they're so worried about that, why not supply the most basic stuff like dailies for US stocks on their FTP, less load as the queries are simple.
I agree, although what other retail brokers provide an API for US stocks, etfs, and options? TD does if you have a half million account (and their API is not public so who knows what it includes), but it's really not that common. I would be willing to pay a little extra to remove some of the limits. But at that point, I'd start shopping for other data vendors.
This might be old news but I just got an email from yahoo saying Verizon has purchased many of their online services and the terms of service have changed. All of these ISPs and triple play companies here in the USA have horrible customer service as well as slow and messed up websites. If you thought it was not possible for yahoo to get any worse well....yeah it is possible lol.