Yahoo Historical Data - Did they change the URL recently?

d08 said:
"Dividends have also been div and split adjusted", what does that mean?
The new Close values are unadjusted but all other fields are split adjusted, the adjusted close being the relevant field. This is why the Close can appear higher. There are no dividend adjustments that I can find. Do you have symbol examples?
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For example, NKE 2000-03-16 dividend was $0.0075 per share. 1987-09-04 dividend is $0.0006 per share. These numbers seem too small, like they were split adjusted as well.
 
meteoraln said:
For example, NKE 2000-03-16 dividend was $0.0075 per share. 1987-09-04 dividend is $0.0006 per share. These numbers seem too small, like they were split adjusted as well.
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That's true, I misspoke earlier, the splits are sometimes valid, especially on earlier data. Take a look at BLL, NGG this month.
 
I was using yahoo for my US stocks system so I needed an alternative. Here's a summary of my research into cheap US stocks EOD data:

eoddata.com
  • Platinum plan $44.95/mo (37.5/mo for 1 year)
  • "20 years" history
  • adjusted for splits but not dividends
  • no delisted stocks
  • web API or software downloader
csidata.com
  • $33.25/mo (23.75/mo for 1 year)
  • 5 year history
  • $25/year for history > 5 years
  • $50 startup cost
  • adjusted for splits but not dividends
  • no delisted stocks
  • FTP based download available
metastock.com
  • $24.95/mo (20/mo for 1 year)
  • ??? history length
  • adjusted for splits but not dividends
  • no delisted stocks
  • downloader software required?
premiumdata.net
  • $27.23/mo for 6 mo, 24.75/mo for 1 year
  • ??? default history length
  • $75 for history back to 1985 (current stocks)
  • $232 for history back to 1985 (delisted stocks)
  • adjusted for splits but not dividends
  • downloader software required
  • data format is opaque, but someone reverse engineered it here: https://github.com/akapur/RNorgate
quandl.com "End of Day US Stock Prices"
  • $50/mo (37.5/mo for 1 year)
  • history to 1996
  • full dividend and split information
  • no delisted stocks
  • web API for downloads

Currently I am going with quandl because they were the only one that seems to have dividend info which happens to be important for me. Would be interested to hear if people have found other solutions.
 
I'm using quandl now, and finding it to be more useful than yahoo, because of the the split and divided info. (basket / portfolio trading, long short, snp500 universe).
 
I was importing daily data of SPY from IB and got strange results. I then went directly to IB and pulled a chart. Something is wrong there (and even worse in April 2006 with a spike to 9500.00)
 

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For anybody that has migrated to MetaStock's solution, is there a way to access their EOD pricing data vis a vis a data query in excel or is the only way to get to their data through their software downloader? What about for Quandl, any way to actually get the data into excel just by using a data query in excel or does it require an intermediate step?
 
I am admittedly pretty novice when it comes to these things, but I suppose if there was a way to have excel first find out what the cookie/crumb is and then use the URL to scrape data like in the past it should work. I am just not sure what type of web query you could put into excel to get that crumb info... any ideas? May be the way to crack this problem here...
 
duffel said:
Amibroker uses Amiquote to import historical data from Yahoo. According to Amibroker, they already have a working update of Amiquote that can download data from Yahoo. It must mean that Yahoo still has a working database. The question is how to access it?

http://www.amibroker.com/kb/2017/05/17/amiquote-yahoo-historical-stopped-working/
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What do you mean by "a working database"? It's not a database, they're just CSV files generated by your URL queries.
You can go to Yahoo's page, click Historical data and then Download data, this is where AmiQuote's queries are sent. There's no magic involved.
 
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