Yahoo Finance

Pena400 said:
Just to chime in, I am using a a small script to download end-of-day data from Yahoo finance. Very reliable until last week.

If I call the script on a symbol and then call it again (same symbol), I will end up with different results. An example this weekend was the data for Friday (2-14) would be missing from some calls, but show for others. Again same stock symbol.

However if I go directly to the yahoo finance page and click historical data and then download the csv table, the results are consistent every time.

I am thinking Yahoo might be checking the referrer or even using a cookie.
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yes. same exact problem. with a help from fellow TWSAPI board i was able to finally solve it. problem is in cache. i cleared cache on ALL browsers i use and things now back to normal(more or less,cause requests still stuck sometimes and take unusually long time,but at least they are now accurate). yahoo CS is very responsive,but unfortunately unable to help(i did send them solution,for future reference)
 
Bob111 said:
yes. same exact problem. with a help from fellow TWSAPI board i was able to finally solve it. problem is in cache. i cleared cache on ALL browsers i use and things now back to normal(more or less,cause requests still stuck sometimes and take unusually long time,but at least they are now accurate). yahoo CS is very responsive,but unfortunately unable to help(i did send them solution,for future reference)
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I suspected it might be a caching problem. However, after I switched from libcurl to using a simple call to file_get_contents under php, I still had the on/off missing date for last Friday. From the docs, file_get_contents does not use any cache mechanism. I would consider ISP caching a long shot.

I am going to try using WireShark to look at the actual http packets for the request.
 
Pena400 said:
Just to chime in, I am using a a small script to download end-of-day data from Yahoo finance. Very reliable until last week.

If I call the script on a symbol and then call it again (same symbol), I will end up with different results. An example this weekend was the data for Friday (2-14) would be missing from some calls, but show for others. Again same stock symbol.

However if I go directly to the yahoo finance page and click historical data and then download the csv table, the results are consistent every time.

I am thinking Yahoo might be checking the referrer or even using a cookie.
More...

Had the same issue, solution was to re-download said symbol (number of times if needed).

Other observation is to be careful when to download the data as the dividend/split adjusted close field will be adjusted separately hours after the latest day is added, so you might have the unadjusted close in the "adjusted close" field if you update too early.

Sadly, the csv source has other issues. I had different results each time a certain symbol was queried and since it was an issue with the adjusted close field (again), there wasn't an easy way to detect it.
 
Can't even download csv file manually from historical prices page - source file could not be read is error message.

Always felt they would axe it at some point - hope this is a tech error or somesuch not a cessation of data provision - Hyperserver allowed me to screen 4000 symbols at no cost - was too good to be true forever.
 
d08 said:
How did it 'went to s**t' exactly? What's the exact issue?
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when i place request for EOD quotes-the prices(or date of last trade) in returned query are incorrect. not many(like 10 out of 2000),but enough for me to be skeptical about current yahoo's data quality. i don't want ANY uncertainty. that's why i'm using multiple sources
 
jtrader33 said:
You find anywhere that adjusts for splits/divs the same way as Yahoo?
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i don't need\not looking for this data. as i said above-all i need is accurate EOD close price for current day for stocks traded on US exchanges(from multiple sources for a cross reference). that's all.
 
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