- VangelisModerator05/18/2017 at 7:33 amPost count: 119
At the moment (18/5/2017) we are not able to get pricing data from Yahoo servers. The Yahoo server gives back the message “Will be right back” since Monday.
We are working on this problem and will probably add a second data provider in the future for the case Yahoo does not work.
We apologize for the inconvenience!
- PeterV05/20/2017 at 5:54 amPost count: 0
Incredible but Yahoo has retired its widely used ichart service.
See here: https://yahoo.uservoice.com/forums/382977-finance/suggestions/19310356-https-ichart-finance-yahoo-com-table-csv-s-spy-a?page=1&per_page=20.
For a long time there were three ways to get EOD data out of Yahoo:
1. Scrape from the a stocks’ HistoricalData HTML page which is still possible
2. Press the download button on a stocks’ HistoricalData page which is still possible
3. Use the ichart API, which has been stopped.
These three methods resulted in different data sets. The first used to be great a long time ago but gradually contained more and more artifacts (non-corrected splits and no dividends added in the adjusted close column. You would assume that 2 and 3 would give identical csv files but that was not the case, neither were 1 and 2 identical.
In fact, only the third method was top-class. I used this to download hundreds of stock, ETF and mutual fund symbols each day and only seldom found discrepancies with other reliable data sources (like those on seekingalpha). I checked on a regular basis that this API method gave total returns, so dividends were injected in the curve and that was the case until they closed it down three days ago.
To see how bad the first two methods are, just got to symbol SPXL, that had a split on 1 May 2017 and see on the screen and in the downloaded file that the data has not been corrected.
Yahoo/Verizon have no intention to re-institute the service, unlike the message they are now displaying. This is the end of a highly respected and heavily used Yahoo service that cannot be replaced easily by any free source that I know of.
- PeterV05/22/2017 at 5:53 amPost count: 0
Just got the Tiingo API integrated with my code. This is a very young company so we have to see if it is stable enough as yet and if they have the server capacity to cope when millions will join. But their data quality is excellent. The JSON is more informative than the former Yahoo CSV and is in correspondence with data from SeekingAlpha for about 100 random US stock and ETF symbols that I have checked so far. The number of decimals in their corrected prices is much higher than the usual 2 from other sources. One limitation is a smaller coverage than Yahoo ichart. In particular I am missing European exchanges, stocks and ETFs. But I’ve got everything going again thanks to your link.
- VangelisModerator05/22/2017 at 1:37 pmPost count: 119
We are working towards an updated version of QT with an alternative data source by end of the week (Friday 5/26/2017).
Thank you for your patience.
- Gordon CooperParticipant05/23/2017 at 11:29 amPost count: 12
- VangelisModerator05/23/2017 at 12:20 pmPost count: 119
Frank tried Goodle finance first. The data is unreliable even for liquid ETFs like “TLT”. You get horizontal lines because of no data updates for days. Quandl is another obvious choice but their premium service is @50/month.
Yahoo continues its service so you can get data. The problem is that Yahoo, without notice, changed the API AND transitioned to unadjusted data. We need to take dividends into account so unadjusted data will not work for either reporting or ranking. We are now looking into Tiingo.com which is a fairly new service.
This has been a big problem for a lot of people and self directed investors:
Reading the forum you can see there is a wide open space for a data provider to enter get data from the exchanges and adjust it for a small fee ($5-$7/month). I hope someone jumps in. We would support them 🙂
- BL Smith06/02/2017 at 7:30 pmPost count: 0
From what I remember for Google data a few years ago, it was not split adjusted data.
- VangelisModerator05/24/2017 at 2:01 pmPost count: 119
We have updated Quanttrader to version 3.16S. Please go to the update forum or download from the link below:
Version 316S changes:
– This version switches to a new financial data provider after the Yahoo finance servers stopped to work for over a week.
The download time for all symbols is still quite slow (about 10 min), but we will make it faster next week.
Make sure you delete all old csv files if you install this version in a existing folder.
When you start QT with one of your QuantTrader.ini files, then a popup window will tell you that some symbols have not been found.
Pls. check then all symbold and then delete them.
These symbols are non US symbols and are not used for our strategies. At the moment we can only download US symbols.
– New feature: QuantTrader now does an automatic version update if QT finds a newer version on our server.
- mitchParticipant05/31/2017 at 8:55 amPost count: 7
I appreciate your efforts to find a FREE data service to replace yahoo.
However,for those of us with paid data subscriptions, it would be VERY nice to have a plugin for our feeds.
I personally subscribe to Norgate (https://www.premiumdata.net), but would be open to paying for another reasonable data provider.
DATA is the LIFEBLOOD of the program and I am becoming very concerned with the reliability of FREE data sources.
I’d rather have the option to pay for reliable inputs.
- VangelisModerator05/31/2017 at 12:47 pmPost count: 119
Thanks for the feedback. As a former (and current) Amiboker user I am aware of Norgate. Actually it was the first option we tried when Yahoo dropped the ball. The problem is that the data is not adjusted for dividends, which makes things a bit more complicated for us. Nevertheless, I do believe we need a option where a subscriber can import their own data (whether it’s from Norgate or another csv source) to QT so I will fwd the request to the team.
- mitchParticipant06/10/2017 at 12:53 pmPost count: 7
As a former (and current) Amiboker user I am aware of Norgate. Actually it was the first option we tried when Yahoo dropped the ball. The problem is that the data is not adjusted for dividends
I forgot to mention Norgate provides dividend adjusted data in their “beta testing program” for a new platform called Norgate Data Updater (NDU) they plan on releasing commercially “somewhere around the middle of the year.”
Obviously we’re getting much closer to that time frame.
Here’s part of an email they sent subscribers at the beginning of 2017….
The commercial release of our new data updating platform is planned for mid-2017, and as such we are now ending the alpha testing program for PDU and moving into the beta testing phase with the next version of the platform, “NDU”.
An overview of the beta testing program, along with instructions on how to formally request participation (should you wish to be involved), can be found here: http://www.norgatedata.com/beta-testing-program
You may wish to check it out.
Thanks again for everything you’re doing!
- Gordon CooperParticipant06/01/2017 at 11:34 amPost count: 12
Any timeframe on getting mutual fund data to update?
Also, should Interactive Brokers and Barchart.com be considered as potential data suppliers?
- Rishi_at_TiingoParticipant06/07/2017 at 4:23 pmPost count: 2
Thank you for the wonderful shout-out and blog post.
WRT to Mutual Funds, I’m on it. Got contracts with 2 vendors and negotiating with a 3rd. Once that happens, expect a whole nother level of service and data integrity (a blog post will come out with launch). Alongside this, expect the entire US market to be covered. By the end of the new upcoming data release, expect coverage of about 41,000 tickers in the US alone. Once that stabilizes, I will expand globally.
Just bear with me as I’m getting all the contracts in gear and scaling this operation up. There’s been a flood of new users. Thank you again!
- VangelisModerator06/07/2017 at 6:52 pmPost count: 119
Welcome, thanks for posting and for providing a solution in troubled times 🙂
We look forward to the new release!
- Rishi_at_TiingoParticipant06/10/2017 at 1:42 pmPost count: 2
Thank you Vangelis, right now I’m loading in an additional 20k+ OTC stocks and am gearing up for the Mutual Fund release.
Could we talk offline about collaborating? I’m looking to launch a massive data release for a marginal cost of $7/mo – to help maintain the data, bandwidth, and add additional sources. Let me know! Rishi@tiingo.com
Getting back to it!
- Ivan FisherParticipant06/21/2017 at 12:42 amPost count: 38
I’m a bit out of the loop as recently as I havent been using QT, but I just installed V3.22S and tried to enter non USA tickers, QT seems to go off to Google finance for these but doesn’t return any data even though I’m using the google ticker format ASX:xxx ( Australia).
Can somebody advise where are we at as far as non USA tickers since the Yahoo service was changed ?
- Charlie MooreParticipant07/11/2017 at 3:25 pmPost count: 7
I was trying to use the Intraday prices option but I can’t seem to see the prices updating. I was wondering if it has to do with the data provider. I have selected Use End Of Day Data and Intraday Prices, with Tiingo as the Historical Data Provider.
With these 2 selections, I Show Stock Data for SPY. I was expecting to see intraday prices show up here.
Am I using this correctly?
- Charlie MooreParticipant07/14/2017 at 1:11 pmPost count: 7
OK, I must be doing something wrong if you are seeing updated prices. It is now 1pm ET on 7/14/2017 and I have waited 20 min since starting and I only see prices for 7/13/2017. As before, here are the steps I go through:
2. Select ‘Use End of Day Data and Intraday Prices’, Tiingo as the Historical Data Provider, click Start.
3. Because this was the first time today starting QT, there was historical data to update from the FTP server. I selected to update the historical data.
4. Once QT starts, I wait 15 min.
5. In the backtest window, I select BRS strategy.
6. Set Show Stock Data to SPY.
7. Click Show.
The window that pops up only has data up to 7/13/2017, which shows as the first line.
I am running version 4.01S. Let me know if there is more info I can provide. Thanks for your help.
_Update: YAHOO servers not responding when QT tries to download data Vangelis 2017-05-20T16:22:32+00:00