question about getting data from yahoo finance

O

orangelam

Hi,
does anyone using yahoo finance for daily data?
i found that the data shown in the page is not the same as downloaded from the csv file. for example, for australia index AORD in page https://finance.yahoo.com/quote/^AORD/history?p=^AORD

the open price is 5559.6 in 27/12/2018 but if you click the download data button (the button below 'Apply') in the page, you will see that 5559.6 is the price in 26/12/2018. seems everything shifted a day... everything screw up.

where can we report this problem?

where is the best source for me to download both historical and live daily data for index, commodity, currency and interest rate? i wouldn't mind paying a bit...

thanks!
lam
 
If your looking for Australian and U.S stock EOD data,

https://www.premiumdata.net/

Never used myself but as an Amibroker user I see positive reviews all the time. Especially on their delisted data which can be hard to find. They even built in their plugin for Amibroker historical index constituents which is something I haven’t seen elsewhere.
 
If the *prices* are right, I'd point this to being the Greenwich Mean Time price versus the (local) calendar day price -- which, as long as it's consistent, is no problem at all. I am reminded of the differences as today is New Year's Eve -- with the opportunity to 'share' in Midnight, 24x, around the world....
 
You won't get live data though from Premiumdata/Norgate. The best they offer is snapshots which is every hour updated and 20 minute delayed.
However, very very good data, super reliable supplier, excellent customer support which you should seldom require. They offer phone support to help set up if reqd from my experience.
 
Yahoo finance historical data is sometimes buggy and inaccurate; you have to edit the files and make some changes or write code to make those changes or at least to locate them. Example of days where the high is same as close, open and low. Or a drop/increase in price of more than 20% in a day, you have to check if it's correct or not (I had to do all this stuff myself), etc...
 
That's what happens to more free resources. You can try to look for data from other free sources such as IEXtrading.com, though they have the downside of their data being unclean. I wish you specified the exact set of data that you were obtaining from yahoo, I could have offered you other alternatives that you can access data, for example, algoseek.com they offer high quality institutional intraday data sets that goes back to 2007 at very pocket friendly prices. They offer data on stocks, indexes, options, ETFs just to name a few.
 
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