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Since Yahoo has decided to yank their API for the foreseeable future, I'm attempting to switch to Google finance. I'm having trouble downloading a .csv file for GSPC (S&P 500), despite there clearly being a website and table set up for it. The website is here:

https://www.google.com/finance/historical?q=INDEXSP:.INX

Theoretically, I should be able to add "&output=csv" to it, and it should download it as a .csv:

https://www.google.com/finance/historical?q=INDEXSP:.INX&output=csv

No dice. Does anyone know what is going on here? Thanks in advance.

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    $\begingroup$ If you use R, the developer of the Quantmod package has a test version on github which works with the new Yahoo API. github.com/joshuaulrich/quantmod/issues/157 One change in the data: the Adjusted Close column now only modifies raw prices based on splits, not dividends. To get prices adjusted for splits and dividends, you can use the adjustOHLC function from the Quantmod package. $\endgroup$ – WaltS May 19 '17 at 21:16
  • $\begingroup$ I would suggest you go with Quandl instead of Google. They have good data, and a way nicer API than Google. $\endgroup$ – Juan Ignacio Gil Oct 18 '17 at 8:31
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You can't download the S&P data from Google finance like you can with stock or ETF data.

If you navigate to https://www.google.com/finance/historical?q=NYSEARCA%3ASPY&ei=L-keWcHYIdGSmgHtu5rYDw you will notice the link to download to a .csv on the right. If you add &output=csv to the above URL it will download the SPY data to a .csv

Compare this to https://www.google.com/finance/historical?q=INDEXSP%3A.INX&ei=D-keWcn2JIeEmAGJ14qwCA This link for S&P 500 Index data does not have the link on the right to download to .csv. You would have to scrape it out which is never ideal.

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    $\begingroup$ The lawyers for Standard & Poor's corporation may have objected to "their" data being downloaded for free. $\endgroup$ – noob2 May 19 '17 at 16:58
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Don't bother with Yahoo data - it's skewed. I used the backdoor approach and am able to download data without a problem. But quite a few of the data files had inaccurate stock data - it's as though their algorithm to adjust for splits has biasing over time. Google is 100% accurate but it's limited to 16 years of data - at least the link that I use.

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