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I have been comparing the historical stock data I am getting from Google Finance and Yahoo Finance. I am only getting six datapoints per day (date, open, high, low, close, volume). I have downloaded data from the Swedish stock exchange (Large Cap stocks).

Somehow I always end up with a little bit fewer set of datapoints (i.e. less dates) from Google. Do you know what the reason for this is?

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There is a similar question (not fully duplicate), but still -- the answer may provide a sufficient information.

In short, the reasons for discrepancies is usually:

  • initial data sources (historical parts)
  • the way data are collected (pure end-of-day or tick data)
  • the way adjustments and corporate actions are handled
  • the way post-trade corrections are handled

Since the data sources for both sites are mix of different feeds, all kind of errors may occur.

Yahoo sources: https://help.yahoo.com/kb/finance/SLN2310.html?impressions=true

Google sources: http://www.google.com/intl/en/googlefinance/disclaimer/

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  • $\begingroup$ Yahoo and google finance data are free. Just like any product "you get what you pay for" applies to financial data too. If you want a more curated data source you would need to pay $$$ for a more established data vendor. $\endgroup$ – Swagato Acharjee Mar 9 '17 at 19:26
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In my opinion, all this sites with free data may have problems,you need to compare them. But if it is the same amount, just check the Adjusted Price, maybe yahoo has not adjusted the closing price.

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