13 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 ...
mementum's user avatar
  • 628
11 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.
Allen Maxwell's user avatar
10 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.
amdopt's user avatar
  • 4,338
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 ...
Richard at NorgateData's user avatar
8 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 ...
Shile Wen's user avatar
  • 101
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 ...
Richard at NorgateData's user avatar
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&...
Brian from QuantRocket's user avatar
5 votes

Using ISIN to identify stock at yahoo finance

Using their search endpoint seams to work ok. ...
InvestingSnippets's user avatar
4 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 ...
user2723329's user avatar
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 ...
Andrew's user avatar
  • 609
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’ ...
AKdemy's user avatar
  • 8,739
4 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 ...
user15745325's user avatar
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 (...
Pleb's user avatar
  • 4,276
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.
river_rat's user avatar
  • 980
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 ...
phdstudent's user avatar
  • 8,306
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=...
KIC's user avatar
  • 131
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 ...
Allen Maxwell's user avatar
3 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:...
nbbo2's user avatar
  • 11.3k
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: ...
JOHN's user avatar
  • 423
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 = ...
JFugger_jr's user avatar
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 ...
Dave Harris's user avatar
  • 4,299
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/...
siegel's user avatar
  • 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 ...
Brian from QuantRocket's user avatar
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 ...
Jerry's user avatar
  • 21
2 votes
Accepted

Is the historical volume data from Yahoo-Finance adjusted for splits?

I believe the volumes are normally adjusted. Here is the yahoo data around Dec 23 2015 when Nike did a 2:1 split: Dec 30, 2015 64.36 64.40 63.17 63.25 61.49 5,817,900 Dec 29, 2015 ...
userid is i's user avatar
2 votes

Why is Yahoo finance's historical prices so high

Prices (and potentially volumes) have been adjusted for historical corporate actions. For example, if there was a 10:1 split in the past, then todays share is equivalent to 1/10th of a share before ...
Kiwiakos's user avatar
  • 4,337
2 votes

Does Adjusted Closing Price take account the Expense Ratio?

You don't have to back out the expense ratio manually. The expenses are deducted from the ETF NAV and baked into the price of the ETFs. From the link below: You won't find them on your account ...
amdopt's user avatar
  • 4,338
2 votes

Financial Statement Analysis

Choose John Deere. Some firms provide minimal disclosures, other firms are very good at making investors aware of every detail. Deere provides excellent and complete disclosures, well beyond what the ...
Dave Harris's user avatar
  • 4,299
1 vote

Financial Statement Analysis

I will try to provide a complete answer, although valuation can get way too far. So let's stick to the essentials. Balance Sheet Cash & Cash Equivalents: Cash in bank and short-term securities, ...
alexbougias's user avatar
  • 1,416
1 vote

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

The FX market opens every Monday at 7am Wellington NZ time when the Kiwi value date rolls. It closes at 5pm NYK time. So you can only get weekly closing price data. Also, there's no difference in ...
rupweb's user avatar
  • 1,156

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