Bring back Yahoo API

Had a try of Tiingo for price data as a potential backup source for daily data. Didn't try any of the news information (not interested in that).

Pros:
Data retrieval is quick
Cheap

Cons:
No index coverage
Limited/confusing symbol classification information
Corporate actions are inaccurate (dividends and splits attributed to wrong days, missing dividends and splits, missing symbol changes, wrong dividend amounts etc.)
Some delisted stocks are included but not all
Price data appears to be based upon some sort of end of market snapshot but is missing corrections posted after the market closes

Summary:
Steer clear
 
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jharmon said:
Had a try of Tiingo for price data as a potential backup source for daily data. Didn't try any of the news information (not interested in that).

Pros:
Data retrieval is quick
Cheap

Cons:
No index coverage
Limited/confusing symbol classification information
Corporate actions are inaccurate (dividends and splits attributed to wrong days, missing dividends and splits, missing symbol changes, wrong dividend amounts etc.)
Some delisted stocks are included but not all
Price data appears to be based upon some sort of end of market snapshot but is missing corrections posted after the market closes

Summary:
Steer clear
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RE corporate actions - you might want to check your other data sources as they suffer from the same problems. Out of interest, what are you comparing it to?
Tiingo is relatively recent and errors are fixed quickly, historical data still has problems although recent data not so much.
 
It was the recent data I was checking. The history is shocking.

I use multiple sources of data to cross-check - it's paramount that I am alerted to any corporate actions (splits, spinoffs, dividends, symbol changes etc.) so I can adjust my stops.

Here's a handful of corporate action errors for you to check out (out of hundreds of data errors this year alone):
MTRN For the last 5 years, this stock has dividends in Feb, May, August and November. Tiingo has "extra" dividends in March and June that just don't exist.

FCE.A - Tiingo has the same dividend on two consecutive days (20170830 and 20170831).

VNO, major spinoff missing 20170718.

STC, data only starts in September 2017 - this S&P 1500 company has over 30 years of trading history.

HPE - spinoff shown as a split, not as a dividend. Also missing about 2 weeks of its early trading history.

BHGE - this S&P 500 company only begins data in Jul 2017 - yet it was listed over 50 years ago (clearly a symbol change missing here).

For a company that calls its data "flawless" and has data from multiple providers to cross-check, it appears that they've got some pretty basic issues to solve.

Sure, it might be fun to try "the new guy" but you wouldn't hire an apprentice carpenter to build your house would you?
 
I use a hybrid system that takes data from quite a few sources including:
NxCore (intraday/tick data, some corporate actions), Reuters Eikon (mainly daily data plus some corporate actions and index constituents), iQFeed (intraday), a few web site scrapes (for dividends & splits), Norgate's system in beta test called NDU (daily data, corporate actions, index constituents).

Always looking to add more quality sources into the mix for cross-checking. Anybody got some serious suggestions that they've actually looked at in some detail.
 
I tried it. I didn't like that you had to use their downloader software do download data. It was buggy and slow. Seamed like a lot of work to get some data. I never analyzed the actually data but I did notice that they were missing listings from the exchanges.
 
gaihosa said:
I tried it. I didn't like that you had to use their downloader software do download data. It was buggy and slow. Seamed like a lot of work to get some data. I never analyzed the actually data but I did notice that they were missing listings from the exchanges.
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Indeed, being forced to use the data provider's software is an out-of-date approach. API key for a CSV requests just works and works fast. It's also available for all languages.
 
d08 said:
Indeed, being forced to use the data provider's software is an out-of-date approach. API key for a CSV requests just works and works fast. It's also available for all languages.
More...
Is that extra $$$? I didn't find an option to download CVs files with the account I had but did notice that the more you paid the better features you got.
 
gaihosa said:
Is that extra $$$? I didn't find an option to download CVs files with the account I had but did notice that the more you paid the better features you got.
More...

Not with Reuters. I'm saying generally they should abandon that software approach which belongs to the 1990s.
 
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