Hot answers tagged

4

I've used various data sources (including Yahoo) and their data is sometimes wrong. You can write code for sniffing out the errors. For all providers I've had to add "cleaners" to look for errors and make adjustments. If you use Google Finance etc you'll have random errors too. If you're making a private database then the adjustments need to be tracked in a ...


4

Yahoo Finance calculates beta from monthly prices over a time of three years. The S&P500 is used as the benchmark You need 37 monthly prices (so you can get 36 returns) on the first trading day of each month. The final price should be on the first trading day of the previous month. The first price should be on the first trading day of the month 36 ...


3

Yahoo Finance current quote API still does not work for SS stocks as of Feb 2016. I ended up scraping data from the UI: Login to Yahoo Finance Create view (in my case v3) with fields you'll need http://finance.yahoo.com/quotes/view/new?symbols=000001.SS&from_view_id=v3 Construct URL with your comma separated symbols (200 max) and new view version, ...


2

You might be interested in this link: https://www.dukascopy.com/swiss/english/marketwatch/historical/ It's not as good as Reuters or Bloomberg data, but it's free.


2

Option #1 - If you need historical data you can use one of the links from other answers http://eareview.net/tick-data/download-free-tick-data Training set of tick-by-tick data? Option #2 - Also, historical data can be exported from Metatrader or Ninjatrader : https://www.mql5.com/en/articles/27 (OHLC bars only) ...


1

You need the "adjusted high". However, Yahoo Finance does not provide that: https://help.yahoo.com/kb/SLN2311.html However you can adjust manually. From the Normal Close and the Adjusted Close just compute the adjustment factor and then manually adjust the High.


1

Oanda also offers tick data for free provide you have an account with them and maintain a balance in excess of $1,000 (academic exceptions are possible). The data can be downloaded from https://fxtrade.oanda.com/trade-forex/fxtrade/historical-data It appears that you need to log in to see the relevant restrictions but I have included them here for people ...


1

Intraday data on FX markets are not publicly available. I can only recommend a paid source where you may eventually ask for a student trial: http://thomsonreuters.com/en/products-services/financial/quantitative-research-and-trading/tick-history.html



Only top voted, non community-wiki answers of a minimum length are eligible