Yahoo Historical Data - Did they change the URL recently?

Hi, I've been using Yahoo Finance for 9 years for their adjusted price historical data and it's worked flawlessly. Reading this thread, it is appearing the run is over. I manipulate this data in excel, and am not an experienced computer programmer. Now I need to find an alternative. A few other message board threads have referenced "Marketxls". Has anyone had experience with that? Are there any other alternatives to get dividend and split adjusted historical data for us stocks and mutual funds? Thanks!!
 
ET180 said:
I noticed that too...to be honest, I was kinda surprised that Yahoo allowed free pulling of data for as long as they have. I was pulling about 480-900 tickers every night and they received no compensation for that bandwidth. I was kind and only pulled the last day or two in an effort to conserve bandwidth as much as possible, but I suspect most people did not do that and just pulled the entire history for whatever stocks they were tracking. There might be a way to pull the same data with Google Finance, but I ended up modifying my puller to pull from IB a few weeks back as I was pretty sure this would happen eventually. I have basically everything that I need now except for next earnings date. I haven't figured out an automated way to pull that.
More...

That's not a lot of bandwidth. An average Yahoo Finance website seems to be over 3-4 Mb, so unless you downloaded the whole history of the symbols, it's just 100 Mb, if that. I've done all regulated US stocks daily, so that's a little less than 5000 symbols with 2 years of data - and that comes to just 180Mb.
 
for R quantmod users, I have not verified any data integrity issues yet (as mentioned by others), but joshuaulrich has posted a working solution and how to upload at github .
Date range worked fine (e.g. SPY back to 1993). Visually looks fine.
 
Last edited:
I wanted to use other data providers but unfortunately only Yahoo and Google offer the data for the stock market that I am trading. I tried moving to Google but they detected me as a robot after a few continuous queries (I scan for about a thousand stocks at a time). It looks like now I have to scrape instead.
 
carrer said:
I wanted to use other data providers but unfortunately only Yahoo and Google offer the data for the stock market that I am trading. I tried moving to Google but they detected me as a robot after a few continuous queries (I scan for about a thousand stocks at a time). It looks like now I have to scrape instead.
More...

Yea - this hit me too. I usually download about 5-6k stocks from Yahoo and have been doing this for over 9 years - guess I'll have to find a new way of doing this. Sucks cause the whole thing worked well including dividend adjustments :(
 
Not many broker offer an API in multiple languages without additional charges. That's one advantage of IB.

There used to be a project called OpenTick with the goal of distributing historical stock data for free. However, it ended before I started following stocks.
 
You can get data from the cme on quandl but they are the individual contracts not back adjusted futures for nasdaq 100 and sp500 futures.
 
Last edited:
You must log in or register to reply here.
Back
Top