Yahoo Historical Data - Did they change the URL recently?

Basket of about 520 stocks and a few indexes to download.

Manual is impractical.

I've got a partial solution through another source running now. Sayonara yahoo. Useless dinosaur.
 
etfloyd said:
Here is the stucture using MSFT as an example (stick https: in front)
//finance.yahoo.com/quote/MSFT/history?period1=1463461200&period2=1494910800&interval=1d&filter=history&frequency=1d

The URI is correct, however you wont get any data but an error message, not authorized.

You need the matching crumb in the URI and the matching HTTP cookie has to be present. I'll try to save the cookie file and make a test using wget.

This is so annoying, but was to be expected after the takeover.
More...
The data is there, I am using Microsoft MSFT as an example. Here is the URL.
https://finance.yahoo.com/quote/MSF...10800&interval=1d&filter=history&frequency=1d

The OHLC data is inside the html. Use "view source" on your browser and you will see the JSON objects containing the OHLC Daily data. You won't need to mess with cookies if you use the above URL format. I don't use wget, I have my own custom HTML downloader made in C#.Net. I don't have any problem getting the HTML with the data in it. You can then use whatever automated methods you were using before after you rewrite the date formatting and URL String. It looks like you will also need to use need to round some floating point numbers up. The way Yahoo stores the OHLC numbers will take some conversion. This is too much damn work, no point in investing anymore time with Yahoo.
 
Last edited:
1. Yahoo made a change recently in the past month or two that required using the "https" prefix on the URL, when it had previously been working with just "http" for several years.
2. In the past couple days, Yahoo made yet another change (that several others have posted about in this thread already) which is completely changing how you can get the data (totally different URL and different format -- that others have already posted about here.)
 
etfloyd said:
Here is the stucture using MSFT as an example (stick https: in front)
//finance.yahoo.com/quote/MSFT/history?period1=1463461200&period2=1494910800&interval=1d&filter=history&frequency=1d

The URI is correct, however you wont get any data but an error message, not authorized.

You need the matching crumb in the URI and the matching HTTP cookie has to be present. I'll try to save the cookie file and make a test using wget.

This is so annoying, but was to be expected after the takeover.
More...

Any tips on how to automate getting the cookie and crumb? I'm working in java to download csv files but this level of scraping is beyond my abilities.
 
Rationalize said:
Sayonara yahoo. Useless dinosaur.
More...

The self-destruction of Y Finance is simply staggering. Not only for downloading data. I have stopped using them even in manual fashion, as every "improvement" was apparently implemented with total disregard to usability.

There used to be a time when they were the go-to site for discussions on single stocks, with their message boards. Of course most content there was rubbish, especially for the household names. But sometimes, for smaller stocks, there was serious discussion among rational investors. I gave them 100s of pageviews daily back then, and they must have made a good bundle on display ads.

They all destroyed that with their urge to "improve" on their message boards.

And they continued with that process for the rest of the site.

Bottom line under Mayer's watch:
-- destroy your core business
-- throw 1 bln out the window to buy some kid's blogging software (tumblr)
-- get lucky with appreciation of inherited assets (BABA)
-----> earn 10s of millions for yourself

/rant

I now go to marketwatch for news and G Finance for quick stock price lookup
 
I also use the ichart.finance.yahoo.com/table but I only use it to get a list of dates where the market is open. Does anyone know of a simple and easy link that I can use to download a text file containing a list of dates where the markets are trading? (Excluding holidays and such)
 
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