Yahoo Historical Data - Did they change the URL recently?

It looks like Yahoo is making adjustments to their maladjusted prices.
This was a recent sample for XRX a few days ago:

[...]
Date Open High Low Close AdjClose Volume
20/06/17 28,73 28,88 28,31 28,33 28,09 2443700
19/06/17 28,72 28,99 28,54 28,79 28,54 3163700
16/06/17 27,88 28,84 27,84 28,50 28,25 7246700
15/06/17 27,43 28,14 27,18 27,79 27,55 3518800
14/06/17 28,04 28,16 27,44 6,93 27,48 1520900
13/06/17 28,28 28,44 28,00 7,01 27,80 960800
12/06/17 27,76 28,60 27,76 7,06 28,00 1608300
09/06/17 27,72 28,16 27,60 6,94 27,52 1333400
08/06/17 28,16 28,16 27,80 7,00 27,76 1584700
07/06/17 28,00 28,20 27,60 7,04 27,92 2134200
[...]

Today:

[...]
Date Open High Low Close AdjClose Volume
20/06/17 28,73 28,88 28,31 28,09 28,33 2443700
19/06/17 28,72 28,99 28,54 28,54 28,79 3163700
16/06/17 27,88 28,84 27,84 28,25 28,50 7246700
15/06/17 27,43 28,14 27,18 27,55 27,79 3518800
14/06/17 28,04 28,16 27,44 27,48 27,72 1520900
13/06/17 28,28 28,44 28,00 27,80 28,04 960800
12/06/17 27,76 28,60 27,76 28,00 28,24 1608300
09/06/17 27,72 28,16 27,60 27,52 27,76 1333400
08/06/17 28,16 28,16 27,80 27,76 28,00 1584700
07/06/17 28,00 28,20 27,60 27,92 28,16 2134200
[...]

Seems like OHL and AdjClose are now adjusted for splits and dividends.
The adjusted close is within the limits of high/low, back to 1977.
The unadjusted close is adjusted for splits but not for dividends, apparently.

Obviously everything is very different from other sources such as Quandl.
This is the oldest sample for XRX from Quandl:

[...]
Date Open High Low AdjClose Volume
13/07/87 25,11 25,27 24,82 24,86 3407850
10/07/87 25,31 25,35 25,11 25,31 2076750
09/07/87 25,31 25,48 25,19 25,35 1269900
08/07/87 25,48 25,56 25,27 25,31 1838250
07/07/87 25,35 25,56 25,35 25,48 889200
06/07/87 25,73 25,73 25,35 25,4 1252800

From Yahoo:

[...]
Date Open High Low Close AdjClose Volume
13/07/87 33,32 33,54 32,94 32,99 1724300
10/07/87 33,60 33,65 33,32 33,60 1050800
09/07/87 33,60 33,82 33,43 33,65 642500
08/07/87 33,82 33,93 33,54 33,60 930100
07/07/87 33,65 33,93 33,65 33,82 449900
06/07/87 34,15 34,15 33,65 33,71 633900

All of this just for XRX, still too early to draw conclusions, but nonetheless encouraging.
 
It looks like Yahoo is back to normal after the Verizon takeover. The downloader that I use, HSQuote, had to be modified in order to handle Yahoo's new format. Other downloaders that I know of also had to be modified. Since Verizon took over it appears that problems posted on Yahoo's help forum actually get addressed. I might mention that during the problem period I tried Google and the data was OK but the speed was much slower than Yahoo.
 
cruisecontrol said:
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.
More...
 
cruisecontrol said:
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.
More...

In addition to the data suppliers that you list, there is a new "kid" on the block that might be worth looking into:

https://www.tiingo.com/
 
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Reactions: d08
SumZero said:
Anyone has the MLDownloader ? Not sure if it is of any use yet.
More...

I used MLDownloader for a long time and they provided adjustments as needed when something changed at Yahoo. Then that stopped although it is still for sale but without support I would not go down that road.
 
I have it but I didn't use it often. When yahoo changed things I tested and confirmed that it was not working.
I was wondering if now would become good again, changing any url or something like that.
 
just21 said:
Latest version of Amiquote from http://amibroker.com/products.html will download free eod, historical eod and intraday data from tiingo, google, stooq, quandl and finam as well as yahoo. So I guess you could maintain multiple databases on your PC.
More...

I use several programs the accept Metastock format. The problem with AmiQuote is that it does not convert and store Metastock data. AmiBroker will accept Metastock but one has to either use a downloader that saves data in Metastock format or write and run a program that will convert AmiQuote data. When one needs Metastock format it is much easier to use a downloader that automatically stores data in that format.
 
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