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Not sure, if this has already been asked or if I'm just overlooking a simple switch (such as for dividends or splits or something), so I'd like to ask for help:

I'm very aware of the fact that there can be occasional errors in historical data downloaded from Yahoo (or any other of the free data providers, for that matter). But I just noticed that the downloaded CSV file contains different data than that very same data, when displayed on screen. As an illustration, please check:

http://finance.yahoo.com/quote/AIR.DE/history?period1=1194994800&period2=1200265200&interval=1d&filter=history&frequency=1d

which displays historical data for the Airbus group (from Nov 14, 2007 to Jan 14, 2008). And then please download the CSV file that supposedly should contain that very same data (the link on top of the page gives this link):

http://chart.finance.yahoo.com/table.csv?s=AIR.DE&a=10&b=14&c=2007&d=0&e=14&f=2008&g=d&ignore=.csv

Note that from Nov 28, 2007, onwards the data in the downloaded CSV seems to be completely wrong. Has anyone else experienced this? Am I doing anything wrong?

Any help would be much appreciated.

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That's quite odd, I have no explanation, so I'd suggest look at different source of the data. Bloomberg if you got access to it, or Finance Google. FG shows same data and the CSV looks alright - same data as the online table.

Maybe contact yahoo finance that there's a glitch, I never came across something like that.

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  • $\begingroup$ Thanks for your quick reply. I'm relieved to hear that I'm not just too dumb to get the Yahoo API right. :) I only noticed this by accident, as there were a few sudden jumps in the return data, no matter, if I used the adjusted data or the unadjusted values. I'll look into Google, thanks for checking that. Do you have any experience, as to which of these data providers is generally known to have more accurate data? (Actually, before today, I thought it was Yahoo.) $\endgroup$ – Marcus C. Aug 14 '16 at 18:00
  • $\begingroup$ Dont worry you're not dumb at all. Dumb person wouldn't notice and carry on with the work....I have had access to Bloomberg terminal past 2 years, and that's really reliable. Before I used yahoo.com as well, had some problems with the data (sometimes strangely missing) so I switched to Google. Also when downloading data in R with quantmod, yahoo often didnt work, but google did, at least for me :) But of course there can be mistakes in finance.google as well! You always need to be cautious and check if the data make sense or not! So well done on that. $\endgroup$ – Jan Sila Aug 14 '16 at 18:05
  • $\begingroup$ Btw welcome to Quant SE! If it solved your quesiton, please accept the answer :) $\endgroup$ – Jan Sila Aug 15 '16 at 0:25

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