Using R, even if you copy the exact link with crumb, e.g.
https://query1.finance.yahoo.com/v7/finance/download/MSFT?period1=1463461200&period2=1494910800&interval=1d&events=history&crumb=XBOjLoYE5PS
or, at R cmd line,
SPY <- read.csv("
https://query1.finance.yahoo.com/v7...&interval=1d&events=history&crumb=XBOjLoYE5PS")
*Full command is truncated here, just mouse over and read bottom of browser.
Yahoo server, still returns,
https:// URLs are not supported by the default method: using "wininet"
Error in file(file, "rt") : cannot open the connection
In addition: Warning message:
In file(file, "rt") : cannot open: HTTP status was '401 Unauthorized'
even though the popup downloader is available.
I said it earlier and this is just my opinion. If you want to still use yahoo for OHLC data (I personally will not) then the solution is to data scrape the html. The OHLC is there,
no need to mess around with cookies. After you jump over that hurdle you then face the issue of possible floating point errors due to how they save the OHLC now. As d08 said, you also face data accuracy issues for ex. dividend adjustments..ect..ect...
The data was once in descending date order. Now I think you would need to do a date sort to get the data right. I don't think the JSON has the dates ascending or descending. It might actually be jumbled. I would need to take a closer look but the investment in time is not worth it with yahoo. They might change their minds next week and come up with new URI structures....waste of time IMHO
{"date":1494855000,"open":68.13999938964844,"high":68.4800033569336,"low":67.56999969482422,"close":68.43000030517578,"volume":31530300,"unadjclose":68.43000030517578},{"date":1494595800,"open":68.61000061035156,"high":68.61000061035156,"low":68.04000091552734,"close":68.37999725341797,"volume":18714100,"unadjclose":68.37999725341797},{"date":1494509400,"open":68.36000061035156,"high":68.7300033569336,"low":68.12000274658203,"close":68.45999908447266,"volume":28789400,"unadjclose":68.45999908447266},{"date":1494423000,"open":68.98999786376953,"high":69.55999755859375,"low":68.91999816894531,"close":69.30999755859375,"volume":17977800,"unadjclose":69.30999755859375},{"date":1494336600,"open":68.86000061035156,"high":69.27999877929688,"low":68.68000030517578,"close":69.04000091552734,"volume":22858400,"unadjclose":69.04000091552734},{"date":1494250200,"open":68.97000122070312,"high":69.05000305175781,"low":68.41999816894531,"close":68.94000244140625,"volume":18566100,"unadjclose":68.94000244140625},{"date":1493991000,"open":68.9000015258789,"high":69.02999877929688,"low":68.48999786376953,"close":69,"volume":19128800,"unadjclose":69},{"date":1493904600,"open":69.02999877929688,"high":69.08000183105469,"low":68.63999938964844,"close":68.80999755859375,"volume":21749400,"unadjclose":68.80999755859375},{"date":1493818200,"open":69.37999725341797,"high":69.37999725341797,"low":68.70999908447266,"close":69.08000183105469,"volume":28928000,"unadjclose":69.08000183105469},{"date":1493731800,"open":69.70999908447266,"high":69.70999908447266,"low":69.12999725341797,"close":69.30000305175781,"volume":23906100,"unadjclose":69.30000305175781},{"date":1493645400,"open":68.68000030517578,"high":69.55000305175781,"low":68.5,"close":69.41000366210938,"volume":31954400,"unadjclose":69.41000366210938},{"date":1493386200,"open":68.91000366210938,"high":69.13999938964844,"low":67.69000244140625,"close":68.45999908447266,"volume":39548800,"unadjclose":68.45999908447266},{"date":1493299800,"open":68.1500015258789,"high":68.37999725341797,"low":67.58000183105469,"close":68.2699966430664,"volume":34971000,"unadjclose":68.2699966430664},{"date":1493213400,"open":68.08000183105469,"high":68.30999755859375,"low":67.62000274658203,"close":67.83000183105469,"volume":26190800,"unadjclose":67.83000183105469},{"date":1493127000,"open":67.9000015258789,"high":68.04000091552734,"low":67.5999984741211,"close":67.91999816894531,"volume":30242700,"unadjclose":67.91999816894531},{"date":1493040600,"open":67.4800033569336,"high":67.66000366210938,"low":67.0999984741211,"close":67.52999877929688,"volume":29770000,"unadjclose":67.52999877929688},{"date":1492781400,"open":65.66999816894531,"high":66.69999694824219,"low":65.44999694824219,"close":66.4000015258789,"volume":32522600,"unadjclose":66.4000015258789},{"date":1492695000,"open":65.45999908447266,"high":65.75,"low":65.13999938964844,"close":65.5,"volume":22299500,"unadjclose":65.5},{"date":1492608600,"open":65.6500015258789,"high":65.75,"low":64.88999938964844,"close":65.04000091552734,"volume":26992800,"unadjclose":65.04000091552734},{"date":1492522200,"open":65.33000183105469,"high":65.70999908447266,"low":65.16000366210938,"close":65.38999938964844,"volume":15155600,"unadjclose":65.38999938964844},{"date":1492435800,"open":65.04000091552734,"high":65.48999786376953,"low":65.01000213623047,"close":65.4800033569336,"volume":16689300,"unadjclose":65.4800033569336},{"date":1492090200,"open":65.29000091552734,"high":65.86000061035156,"low":64.94999694824219,"close":64.94999694824219,"volume":17896500,"unadjclose":64.94999694824219},
