Yahoo Historical Data - Did they change the URL recently?

colion said:
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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http://www.trading-tools.com/convert2metastock-converts-ascii-files-metastock-format an extra step I concede.
 
just21 said:
http://www.trading-tools.com/convert2metastock-converts-ascii-files-metastock-format an extra step I concede.
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As noted above with respect to MLDownloader I'm not sure that trading-tools is alive and well even though it appears that they will take your order. However, programs like HSQuote do what AmiQuote does plus convert automatically to Metastock. I have not tried it but it should not be too difficult to write a conversion program in AmiBroker to do the conversion and store the data in the proper folder on the disk. Although requested several times in the past, TJ does not want to make the simple conversion addition to AmiQuote. So, for roughly the same price one can get a program that does the job.
 
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Not at the right computer now but off the top of my head Yahoo, Google, Oanda, Medved, etc. I've only used Yahoo and Google for the past many years. There is also a "source" in the Plus version that can be modified for any website but don't have Plus so have not used it.
 
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inCom said:
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.
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They just reversed the values in Close and Adjusted Close fields, clueless as to why, probably incompetence.
Only the Close field is adjusted, rest doesn't seem to be adjusted for anything (even the Adjusted Close).
 
Hi,

For anybody using Telemet for historical stock quote data, is there a way to access their data via a Microsoft Query (e.g. Dataà From Other Sourcesà From Microsoft Query) and if so does anybody able to provider the information on driver type and how to connect to the database?

I am currently doing a trial run with them and if I can get this to work considering signing up for a membership. Some other useful features included in their service that may make it worth it.
 
d08 said:
They just reversed the values in Close and Adjusted Close fields, clueless as to why, probably incompetence.
Only the Close field is adjusted, rest doesn't seem to be adjusted for anything (even the Adjusted Close).
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Well, you are right in that they replaced the Close with AdjClose, but the new AdjClose is not the same as the old Close. The quotes seems to be (or could be) adjusted for splits and dividends now, but only for a certain period going back in time.

The Close is not adjusted:

[...]
Date Open High Low Close AdjClose Volume
07/01/77 25,03294 25,14273 24,48397 6,82375 24,92315 143200
06/01/77 25,08784 25,36232 24,86825 6,853809 25,03294 168700
05/01/77 25,25253 25,6368 24,92315 6,868836 25,08784 191000
04/01/77 25,58191 25,6917 25,19763 6,913929 25,25253 143200
03/01/77 25,52701 25,80149 25,52701 7,004109 25,58191 169800
[...]

If nothing else, the quotes look pretty much self-consistent now. For example the Open and Close are almost always within the high/low boundaries for most symbols. But different sources give completely different numbers overall.

For example, this is a recent sample of XRX from Quandl, allegedly adjusted:

XRX,09/06/2017,27.66,28.1,27.54,27.7,1332878
XRX,12/06/2017,27.7,28.54,27.7,28.18,1608300
XRX,13/06/2017,28.22,28.38,27.94,27.98,958192
XRX,14/06/2017,27.98,28.08,27.38,27.66,1520918
XRX,15/06/2017,27.37,28.08,27.12,27.73,3439830
XRX,16/06/2017,27.82,28.78,27.78,28.44,7196084
XRX,19/06/2017,28.66,28.93,28.48,28.73,3161082
XRX,20/06/2017,28.67,28.82,28.25,28.27,2442766
XRX,21/06/2017,28.23,28.27,27.71,27.82,2152005
XRX,22/06/2017,27.89,27.97,27.7,27.91,2208391
XRX,23/06/2017,27.94,28.42,27.85,28.38,4035911
XRX,26/06/2017,28.46,29.24,28.46,29.13,5372156
XRX,27/06/2017,29.13,29.34,28.88,28.92,3972327
XRX,28/06/2017,29.01,29.46,28.96,29.29,3300774
XRX,29/06/2017,29.32,29.36,28.88,29.12,3783566
XRX,30/06/2017,29.27,29.34,28.72,28.73,2818863
XRX,03/07/2017,28.78,29.23,28.68,28.85,1511483
XRX,05/07/2017,28.9,29,28.34,28.45,2939727
XRX,06/07/2017,28.24,28.46,28.05,28.35,3067750
XRX,07/07/2017,28.41,28.91,28.41,28.78,3142489
XRX,10/07/2017,28.8,28.97,28.7,28.88,2339977

They are already quite different from Yahoo even in recent days. So which one is right? I suspect that if you were to compare 10 different sources you would get as many different results.
 
inCom said:
The Close is not adjusted:

[...]
Date Open High Low Close AdjClose Volume
07/01/77 25,03294 25,14273 24,48397 6,82375 24,92315 143200
06/01/77 25,08784 25,36232 24,86825 6,853809 25,03294 168700
05/01/77 25,25253 25,6368 24,92315 6,868836 25,08784 191000
04/01/77 25,58191 25,6917 25,19763 6,913929 25,25253 143200
03/01/77 25,52701 25,80149 25,52701 7,004109 25,58191 169800
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I believe the only column adjusted here is the Close, so it's actually everything else that's unadjusted. But they've changed, fixed, bugfixed and fixed again so many times that I'm not sure the data is trustworthy going back that far.
On a positive note, their feedback section people reply very fast and fix things fast as well which is commendable.
 
The bumps at the splits are clearly visible in the Close, even in recent days, so it appears to be unadjusted as of now. Maybe you are looking at data a few days ago, before the last bugfix.
That is not to say things couldn't change or worsen at any time, or that Yahoo is working well, far from it.
But then I wonder how trustworthy is data from other sources, if everyone gives different numbers. For me, I would be happy to see that Yahoo data are "good enough" for the systems I use.
 
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