Yahoo Finance

ChadZ · Post by **ChadZ** » Sun May 28, 2017 12:48 am

Patrik, could you elaborate?

I'd like to make sure I'm not missing something because I did not see a big difference between Yahoo and Google's adjusted prices. Yahoo of course provides unadjusted prices while Google does not, but when comparing Yahoo's adjusted prices to Google's, it seemed to me that both adjusted for splits and not dividends, although the dividend amounts themselves were split adjusted for both. My memory is fuzzy regarding Yahoo's volume data, but I vaguely recall that from icharts at least it was not corrected for splits while Google's is. I think that was the extent of the differences I noticed, or am I missing something?

eeng · Post by **eeng** » Mon May 29, 2017 9:54 pm

A few hours ago quantmod package on CRAN was updated to adapt to the new Yahoo service, seems to work OK but I got some missing values warnings:

https://cran.r-project.org/web/packages/quantmod/index.html

The fix for python-datareader seems to be stuck because of some failing tests:

https://github.com/pydata/pandas-datareader/pull/331

Now looking further, I can only see the Yahoo service going away, they didn't sell the company yet and they are already changing the API and removing dividend adjustments, I fully expect it to go black when they finally sell the company.

I tried using Google Finance but can see many missing symbols that were present on yahoo. I am thinking of trying Quandl, anyone has any color on it?

Patrik · Post by **Patrik** » Tue May 30, 2017 12:16 pm

@ChadZ: I wouldn't bet my life on my memory being 100% accurate, and I don't know if anything has changed for the "new" yfinance API. From memory yfinance via icharts was providing split adjusted volume, split adjusted dividends, prices adjusted for both splits and dividends (and unadjusted data), while google finance produces only split adjusted prices (not dividends) and split adjusted volume.

ChadZ · Post by **ChadZ** » Thu Jun 01, 2017 5:00 am

@Patrik Just checked my code and see signs that I remembered wrong and you are right about ichart's volume being split adjusted. Aside from that we recall the same. Good to know I'm on the same page, as a mistake would really mess things up, thanks.

Harrymon12 · Post by **Harrymon12** » Tue Jul 04, 2017 4:45 am

Yahoo finance API is not available anymore. I have moved to MarketXLS after this change, much more reliable data.