12 votes
Accepted

Is Yahoo! Finance data good or bad now?

What has changed The API is gone. The new downloads need 1st to parse the Yahoo Finance page to find a hidden crumb and use it as the key for data retrieval over a 2nd URL. The adjusted close is ...
  • 618
12 votes

How does Yahoo finance calculate Beta?

From Yahoo! Finance Help The Beta used is Beta of Equity. Beta is the monthly price change of a particular company relative to the monthly price change of the S&P500. The time period for Beta ...
9 votes
Accepted

where can I get a list of all yahoo finance stocks symbols

BATS has a nice downloadable file: http://batstrading.com/market_data/listed_symbols/ There's a CS and XML. They have 7,000 stocks in that list. Good stocks, not OTC.
9 votes
Accepted

Is Yahoo finance volume written in shares per day or $ value per day?

For a stock market-listed security, volume typically represents the number of shares traded. The amount of money involved is called turnover or dollar volume. A further complication to this relates ...
  • 1,252
8 votes
Accepted

Yahoo Calendar - What does TAS mean?

It stands for Transfer Agent System. This type of earnings announcement is not announced via a press release. The transfer agent directly communicates the earnings to all shareholders of record.
  • 3,880
8 votes
Accepted

YFinance incoherent daily and hourly values

When you sample stock market data, you really need to understand what source(s) and rules are being used, and any adjustments applied to the data. Different rules might also exist for different ...
  • 1,252
6 votes

where can I get a list of all yahoo finance stocks symbols

For American stocks: if you are using Python 3, you can first, from a terminal, do pip install get-all-tickers then ...
6 votes
Accepted

How do I get a list of yahoo tickers for NYSE

https://github.com/Benny-/Yahoo-ticker-symbol-downloader It gets its data from https://finance.yahoo.com/lookup/. Please note: it is not possible to get all the symbols due to limitations set by ...
6 votes
Accepted

Does Yahoo/Google no longer support web-scraping of FOREX data?

Yahoo has changed their site structure. The new download URLs look like this: https://query1.finance.yahoo.com/v7/finance/download/MSFT?period1=1463461200&period2=1494910800&interval=1d&...
5 votes

How does Yahoo finance calculate Beta?

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 ...
  • 51
4 votes

Historical Daily NAV for Closed End Funds

On the website interface, you can get a CEF's NAV by circumfixing X-...-X (prefix & suffix) to the ticker. For example, the NAV time series ticker corresponding to the PDI price series is XPDIX. ...
4 votes
Accepted

Aren't Technical Indicators calculated on Adjusted Close Price?

As can be seen from this example from Yahoo!Finance this should not happen (click on "+ The adjusted close"): https://help.yahoo.com/kb/finance/SLN2311.html?impressions=true Another more complete ...
  • 27k
4 votes
Accepted

Trying to replicate the Beta of Yahoo in R but am getting an answer that is way off

You need returns for 36 months, in particular data from 37 months. Yahoo also uses unadjusted closing prices for the reference index as far as i know. The data from 8/1/2015 got to be an error, I ...
  • 569
4 votes

Yahoo finance forex prices

You can directly look up the data providers on the yahoo website: the source for fx rates is ICE Data Services. With regards to ICE, you can look these details up on their website. IC Markets’ ...
  • 4,952
4 votes
Accepted

Yahoo Finance: Different prices depending on the interval?

It seems to be a bug on Yahoo Finance: If we take a look at alternative sites such as Bloomberg and State Street they both report a NAV of 28.22 USD as of 1st of April, for the ETF with ticker SWRD.L (...
  • 3,903
4 votes

How are currency exchange rates on yahoo finance computed?

According to the finance data disclaimer (https://help.yahoo.com/kb/exchanges-data-providers-yahoo-finance-sln2310.html) the source for fx rates is the ICE data service.
  • 840
4 votes
Accepted

Why are there missing prices for 1981-04-17?

According to the following link the stock exchanges were closed on 1981/04/17 due to Good Friday, a major Christian holiday whose date varies from year to year but is generally in March or April. http:...
  • 9,647
3 votes

Fama and French data: Replicating research

Your best shot is really to get WRDS. If you get access you can replicate their research in few minutes (there is SAS code out there). It's unlikely that you will be given the data for free. That ...
  • 6,923
3 votes

where can I get a list of all yahoo finance stocks symbols

I have found this tool: https://github.com/Benny-/Yahoo-ticker-symbol-downloader It uses the search api https://finance.yahoo.com/_finance_doubledown/api/resource/searchassist;searchTerm=s6s?device=...
  • 131
3 votes

where can I get a list of all yahoo finance stocks symbols

You can get a list of tickers for free using Finnhub's API. You just need to request a free API key. Check out the following documentation: https://finnhub.io/docs/api#stock-symbols ...
  • 31
3 votes
Accepted

Yahoo data meaning of "close" and "adjusted close"

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 ...
3 votes

How does Yahoo finance calculate Beta?

Beta calculation varies quite a bit as you've already noted. Using monthly or weekly closing prices is fairly common though; I don't know of anyone who uses daily prices. Yahoo gets its data from ...
  • 129
3 votes

How does yahoo calculate Growth Estimates

5 year forward estimates comes from Refinitiv IBES (Institutional Broker Estimate System). It will be the mean estimate from all the analyst that cover the stock that report into IBES. It’s used ...
2 votes

Yahoo YQL missing industry "Industrial Metals & Minerals"

Yes there is no data for 133. If you want to know which sectors have data try this ...
  • 891
2 votes

Yahoo finance: download adjusted close prices of different stocks in one file

Take a look at pandas-datareader. you will need to use python and write something like this: ...
  • 413
2 votes

pandas pull 500 stocks through data reader

You can download all the company names and values and a lot of other stuff from the Nasdaq or NYSE via http://www.nasdaq.com/screening/company-list.aspx in .csv , then you can process that with df = ...
2 votes
Accepted

Close prices discrepancy between binary.com, google, yahoo and wsj?

My actual area of research is equity securities, however, I was once called upon to evaluate an algorithm for fx trading as part of a due diligence. FX isn't centrally traded. There isn't a single ...
  • 4,123
2 votes

Does Yahoo/Google no longer support web-scraping of FOREX data?

They are trying to make this more difficult. In matlab, you can bypass it by pretending to be a chrome user using weboptions, and pretending to access from Chrome: https://www.mathworks.com/help/...
  • 249
2 votes

Close and Adjusted Close in Interactive Brokers API and Yahoo Finance

On the page you link: TRADES data is adjusted for splits, but not dividends ADJUSTED_LAST data is adjusted for splits and dividends. Requires TWS 967+. So to get adjusted close, request ...
2 votes

Is Yahoo! Finance data good or bad now?

No. I’m watching the management of a penny stock manipulate its share price by announcing a reverse stock split and yahoo hasn’t adjusted its prices going on a week and a half. The algorithms thinks ...
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