Raleigh-Durham Trading and Investing Stock/Future/Option/FX Message Board Trading Discussions › Yahoo Quote Download Is Inconsistent

Yahoo Quote Download Is Inconsistent

Joe M.
usacoder
Raleigh, NC
Post #: 8
For anyone using Yahoo to get historical data I found something that may be of interest to you. When downloading data using the ICHART link SOMETIMES the adjusted close number does not include a stock split while SOMETIMES it does. So if you are using Yahoo to retrieve stock data be sure that the #'s are correct.

Below is a message I sent to Yahoo concerning this issue. The sent message's age is coming up to be a month old and still no response from Yahoo support.

Finally, can anyone suggest an alternative site to download historical data?

message to yahoo support:
-----

The Yahoo ICHART function produces inconsistent data. Just recently data containing the adjusted stock closing number does not always include the stock split data. Below is partial output from a request for data on ETF symbol "DRN"; using the url http://ichart.finance...­ . As you can see the last column on each line, which is the adjusted close (close with splits and dividends applied), does not produce the same results; in this case when DRN had a split on 4/1/2013. In iteration #22 and #24 the value is 97.59 while in iteration #23 it is 48.79.

Following the iteration output is the Java program that produced the output.



iteration: 22
2013-04-03,49.62,49.71,48.41,48.89,304­700,48.89
2013-04-02,48.81,49.88,48.81,49.30,219­000,49.30
2013-04-01,96.95,97.59,95.14,97.59,464­200,97.59
2013-03-28,96.31,97.00,95.00,96.70,170­800,96.70
2013-03-27,94.88,95.77,93.73,95.64,958­00,95.64
2013-03-26,93.93,95.45,93.93,95.35,315­000,95.35

iteration: 23
2013-04-03,49.62,49.71,48.41,48.89,304­700,48.89
2013-04-02,48.81,49.88,48.81,49.30,219­000,49.30
2013-04-01,96.95,97.59,95.14,97.59,464­200,48.79
2013-03-28,96.31,97.00,95.00,96.70,170­800,48.35
2013-03-27,94.88,95.77,93.73,95.64,958­00,47.82
2013-03-26,93.93,95.45,93.93,95.35,315­000,47.67

iteration: 24
2013-04-03,49.62,49.71,48.41,48.89,304­700,48.89
2013-04-02,48.81,49.88,48.81,49.30,219­000,49.30
2013-04-01,96.95,97.59,95.14,97.59,464­200,97.59
2013-03-28,96.31,97.00,95.00,96.70,170­800,96.70
2013-03-27,94.88,95.77,93.73,95.64,958­00,95.64
2013-03-26,93.93,95.45,93.93,95.35,315­000,95.35
--------------------------------------­-----------------

import java.io.BufferedReader;
import java.io.InputStream;
import java.io.InputStreamReader;
import java.net.URL;
import java.util.Calendar;
public class TestYahooGet {
public static void main(String[] args) throws Exception {
Calendar c = Calendar.getInstance();
String startDate = "&d=" + c.get(Calendar.MONTH) + "&e="
+ (c.get(Calendar.DAY_OF_MONTH) + 1) + "&f="
+ c.get(Calendar.YEAR);
int daysCount = -45;
c.add(Calendar.DAY_OF_MONTH, daysCount);
String stopDate = "&a=" + c.get(Calendar.MONTH) + "&b="
+ c.get(Calendar.DAY_OF_MONTH) + "&c=" + c.get(Calendar.YEAR);
for (int ix = 0; ix < 25; ix++) {
System.out.println("iteration: " + ix);
URL url = new URL(
"http://ichart.finance...­
+ stopDate + startDate );
url.openConnection();
InputStream inputstream = url.openStream();
BufferedReader br = new BufferedReader(new InputStreamReader(
inputstream));
String sr;
boolean startOutput = false;
while ((sr = br.readLine()) != null) {
if (sr.startsWith("2013-04-03"))
startOutput = true;
if (startOutput)
System.out.println(sr);
}
System.out.println();
}
}
}
--------------------------------------­-----------------

Don B.
DonBrady
Group Organizer
Cary, NC
Post #: 1,085
I myself do not usually trade stocks but here are a couple of related links I found in case they help:

http://quant.stackexc...­
http://quant.stackexc...­
Prakash G.
user 10093921
Raleigh, NC
Post #: 114
The issue was discussed here in detail, about 2 years back.

http://www.meetup.com...­
http://www.meetup.com...­

yes free Yahoo data is unreliable. and so is other free data. (I guess most of them are from the same vendor ,Commodity Systems, Inc. (CSI)?). What I mean by unreliable is, 90% of time or more, yahoo free data is good. The bugs are also get fixed, but very late. also new events (splits etc) happens and it messes up it again.

I have used http://www.premiumdat...­
they are not free, but best bang for the buck.

Good luck,
Prakash
Prakash G.
user 10093921
Raleigh, NC
Post #: 115
Joe,

btw, In past, I have used premium services of yahoo finance for 1 year. but I could never get response to email from yahoo support. there is no phone support either. No chat support. just email and it only gets automated system response. Even I tried via some personal connections at Yahoo, and still nobody responded. :-(
-Prakash
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