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Yahoo historical data - broken

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grimer
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Yahoo historical data - broken

#162733

Postby grimer » August 28th, 2018, 10:26 pm

Hi,

I use a 'multiple stock price downloader' to maintain my Unit Price spreadsheets:

http://investexcel.net/multiple-stock-quote-downloader-for-excel

I noticed that the Yahoo data is incorrect. For example, the IT AAM

Yahoo
Date Price
10/08/2018 72.3736
13/08/2018 72.2757
14/08/2018 72.3949
15/08/2018 72.058
16/08/2018 72.969
17/08/2018 72.8627
20/08/2018 72.8178
21/08/2018 72.8685
22/08/2018 73.0695
23/08/2018 73.2657
24/08/2018 67

Investors Chronicle / FT.com
Date Price
10/08/2018 67
13/08/2018 68.5
14/08/2018 68.5
15/08/2018 69
16/08/2018 69
17/08/2018 67
20/08/2018 67
21/08/2018 67
22/08/2018 67
23/08/2018 67
24/08/2018 67


I manually downloaded the relevant data from the IC website and my unit prices were quite different.

(You may have to click the 'download original image' button to see the two graphs displayed correctly)

Yahoo data
https://s22.postimg.cc/xwcywl5v5/unit_price_yahoo.jpg

FT data
https://s22.postimg.cc/xjlkqh0gx/unit_price_ft.jpg

The spreadsheet I've linked to is unlocked and the person that created it says that he's happy for people to use and modify the code.

Would anybody be able to help me update the spreadsheet macro to use an alternative data source?

pochisoldi
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Re: Yahoo historical data - broken

#162754

Postby pochisoldi » August 29th, 2018, 1:03 am

Whenever I've been faced with a "duff data from my automatic feed source" scenario, the first reaction is to manually go to the horse's mouth and see what the fund provider's website says. (Or put another way, go to that awkward to access. but 100% accurate manual data source and do a compare)

However looking at the data you've posted, the Investors Chronicle/FT.com feed looks duff - insufficient decimal places, and the last 7 entries all the same all point to a data source which was poor until 14th August, then broken thereafter.

PochiSoldi

grimer
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Re: Yahoo historical data - broken

#163029

Postby grimer » August 29th, 2018, 10:34 pm

I think it is the Yahoo data. There is some difference between the FT and financialcontent.com, but yahoo is way out.

If you look as Herald Investment Trust:

FT.com
30/07/2018 1315
31/07/2018 1305
01/08/2018 1310
02/08/2018 1300
03/08/2018 1310
06/08/2018 1330
07/08/2018 1340
08/08/2018 1345
09/08/2018 1330
10/08/2018 1330
15/08/2018 1300
16/08/2018 1310
17/08/2018 1310
20/08/2018 1315
21/08/2018 1315
23/08/2018 1330
24/08/2018 1335

http://markets.financialcontent.com/stocks/quote/historical?Range=12&Symbol=BXE%3AHRI-L&Month=8&Year=2018
30/07/2018 1310
31/07/2018 1305
01/08/2018 1305
02/08/2018 1300
03/08/2018 1320
06/08/2018 1330
07/08/2018 1335
08/08/2018 1335
09/08/2018 1330
10/08/2018 1325
15/08/2018 1305
16/08/2018 1310
17/08/2018 1310
20/08/2018 1325
21/08/2018 1330
23/08/2018 1330
24/08/2018 1325

yahoo (quoted in £ not pence)
30/07/2018 15.1748
31/07/2018 15.0132
01/08/2018 15.0003
02/08/2018 14.9879
03/08/2018 15.1997
06/08/2018 15.129
07/08/2018 15.2153
08/08/2018 15.3168
09/08/2018 15.352
10/08/2018 15.4007
15/08/2018 15.3576
16/08/2018 15.3744
17/08/2018 15.2934
20/08/2018 15.3627
21/08/2018 15.3531
23/08/2018 15.4512
24/08/2018 13.35

It seems that everything except the latest price is incorrect. This appears to be the case for all Investment trust quotes - 'normal shares' don't seem to be generally affected, but there are some days where the quotes appear to be wrong across the board - e.g. 16/07/2018

This screenshot shows the difference in share price between the FT and Yahoo - i.e. the FT price minus the yahoo price. As you can see, there is an almost exact match for most days, but the 16/07/18 is way out for loads of shares.

https://s22.postimg.cc/s7yv0htwh/ITsmismatch.jpg

FoolishRix
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Re: Yahoo historical data - broken

#163949

Postby FoolishRix » September 3rd, 2018, 3:38 pm

It affects many Investment Trusts and also quite a few iShare ETFs.
Perhaps if lots of people tell the Association of Investment Companies (I'm not approved to post a link) and iShares (I'm still not approved to post a link) as well as Yahoo then something might get done about it.

kiloran
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Re: Yahoo historical data - broken

#163950

Postby kiloran » September 3rd, 2018, 3:44 pm

FoolishRix wrote:It affects many Investment Trusts and also quite a few iShare ETFs.
Perhaps if lots of people tell the Association of Investment Companies (I'm not approved to post a link) and iShares (I'm still not approved to post a link) as well as Yahoo then something might get done about it.

You can try reporting it here: https://forums.yahoo.net/t5/Finance/ct-p/fin

However I think we have found from experience that a response from Yahoo is very unlikely.

--kiloran

FoolishRix
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Re: Yahoo historical data - broken

#164220

Postby FoolishRix » September 4th, 2018, 4:36 pm

I told Yahoo (via a different link) and got the following response in about 42 hours

Thanks for contacting us regarding the historical data for multiple stocks on Yahoo Finance. I'll get this over to our Finance engineering team so they can further investigate this issue.
If you have additional questions or concerns, please feel free to contact us again.
Regards,
Lance
Yahoo Customer Care


As this also affects iShares and X-tracker (as well as several ITs) I've let them know as well, with a suggestion that they put some pressure on Yahoo (I figured they probably carry a bit more weight than me).

Bhoddhisatva
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Re: Yahoo historical data - broken

#171046

Postby Bhoddhisatva » October 3rd, 2018, 11:59 am

I've often found Yahoo stock data/info to be either late, erroneous or just missing!

If you use an iPhone or iPad for instance and use the new "upgraded" Stocks app you will find things have got worse IMHO compared to the previous app - both run on Yahoo data but the app has been changed and not for the best IMHO.

- The data has daft and strange omissions - BP.L is shown with no yield despite paying dividends for years!
- The new app shuffles "yield" off the front page of each stock "panel" and so you have to swipe left to reveal it over to the right - nothing else there 0 just Yield! Daft!
- One used to be able to turn the device horizontal to reveal a longer period of SP to look at - instead of up to 2 years, this would show 5 or 10 or longer. Now one has to swipe sideways across the Yr Range at the top to reveal ...

I could go on but lastly, good luck anyone trying to report these errors/omissions/feedbacks to Yahoo ... I found NO simple web form or email address but had to post on two user forum sites before finally getting an acknowledgement ... I am told now a "finance specialist" is looking into the BP.L missing yield for instance ...

Why do "technology" companies make it so difficult even impossible to interact usefully with them ... unless one tweets publicly for embarrass them or emails the CEO!!!! (Recommend ceoemail.com for that!)

FoolishRix
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Re: Yahoo historical data - broken

#172607

Postby FoolishRix » October 9th, 2018, 4:53 pm

Update:
************************************************************************************
GBX/Pence isn’t considered a standard currency in the Morningstar database, so for any product trading in GBX/Pence, they convert the currency to GBP/Pound Sterling, and then flag the investment with a “pence” attribute to tell external solutions to make the change themselves. So if they are getting historic data in one magnitude but the day to day values in another that is what causes the spike. ...the values are exactly 100x different.

They do not currently have a way to send the data in pence so their only option is for Yahoo to do the conversion on their side until they can support pence. They have no idea when Yahoo is likely to make the change.

************************************************************************************
Yahoo's personal finance editor is on Twitter (@lisascherzer) if you fancy giving her some encouragement to make the change.

jaizan
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Re: Yahoo historical data - broken

#175114

Postby jaizan » October 19th, 2018, 10:39 pm

Bhoddhisatva wrote:I've often found Yahoo stock data/info to be either late, erroneous or just missing!


I have also found Yahoo historical stock data to be totally incorrect, without even getting to any fancy download tool.

For example, AAS. They show the closing price as above £12 for many days in July & August.
Since it is my largest holding I know that is not true & google have the correct stock price graph which has not even reached £11 this year.

If anyone does know of free (or near free) easily downloadable historical & reliable data going back minimum 10 years, preferably 20~30, please advise.

Bhoddhisatva
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Re: Yahoo historical data - broken

#178919

Postby Bhoddhisatva » November 8th, 2018, 8:10 am

Well blow me down!!! A response and a result from Yahoo!

I tried tweeting to Liza Scherzer (suggested above) but despite her alledged role of "Personal Finance Editor" she is more interested in tweeting about random things, Trump etc and not responding to financial matters and errors in their data.

But using CEOemail.com I emailed the CEO of Yahoo UK and Yahoo US pointing out the perception that there were errors, delays and omissions and quoting the BP.L one (where no dividend/yield was given - it showed "N/A" on the iOS app) and I got a response this morning and they claim it's now been fixed:

"Hello Mr X,
Your email about Yahoo Finance data errors made its way to me and allow me to respond.
On the BP.L issue we source dividend data from Morningstar and they had an error in their data feed which caused a mapping error in our database. We have now fixed the issue.

On the second issue, it would be very helpful if you could provide examples that we can troubleshoot. In general I will say that Yahoo Finance shows the exchange closing price with the delay that is stated in our data disclaimer here: https://help.yahoo.com/kb/finance-for-w ... sions=true
In the US where we source real-time pricing from Nasdaq, we show the Nasdaq last sale at 4pm EST and update the closing price with the consolidated close at 4:15pm EST. However it is not uncommon for closing prices to be updated after hours due to exchange corrections, as-of trades and other reversals.
Lastly, you can get help or provide feedback by navigating to the following links on the bottom right hand side of our site:"


(Can't seem to paste the image but there are apparently "Help" and "Suggestions" links on the bottom roght hand site of their site - not sure that's true of the app versions though.

I will reply thanking him, and I would be grateful for any examples of Yahoo errors so we can feed them back to him (a Guillaume Gossault - at Oath - the owners - not sure I should post his email address here - please advise!)


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