Quote from Bob111: http://www.gummy-stuff.org/Yahoo-data.htm
just one example
there is bunch of yahoo excel groups,who use it for trading. i post it somewhere here, on et while ago. just search yahoo
Bob111,
Sorry to dig up a (really) old thread, but I recognize your ET name (Bob111) as still active on ET, so here goes ...
As far as you are aware, when does Yahoo Finance update "Previous Close" for a US stock to the "official" value?
My own experience is that it does so at the open of the next session (i.e. at 09h30s00 EST), so if you attempt to download the stock's "previous close" before that time, you actually get the close two days prior. But I can not find any info on Yahoo Finance itself to confirm this ...
once a day,before market open i run a routine,which i'm using as a cross reference for my main data source, to be make sure that the CLOSE price for previous day from main source is matched with yahoo data. here is my request:
last piece is L1 Last Trade (Price Only) is the closing price of previous day. on top of that d1 parameter is the date of this trade. with this request i always receive data for last price(official closing price) of previous day.
once a day,before market open i run a routine,which i'm using as a cross reference for my main data source, to be make sure that the CLOSE price for previous day from main source is matched with yahoo data. here is my request:
last piece is L1 Last Trade (Price Only) is the closing price of previous day. on top of that d1 parameter is the date of this trade. with this request i always receive data for last price(official closing price) of previous day.
