No Yahoo Data today?
Author: hasenhas
Creation Date: 4/18/2013 2:11 AM
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hasenhas

#1
There are no Yahoo EOD Dato today. Does anybody know, what is going on? Im not sure but I think there are also no Data from bloomberg. Is this a problem in Wealth Lab or is it the data provider? Thanks
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Eugene

#2
No Yahoo data today even on their own website. It is presumably a problem with their data vendor. Should it happen again, please consider visiting their website to double check and contacting their support.

There's no shortage of backup data providers though. All other providers that I tried (BBFree, Google, MSN, Morningstar, Quotemedia) do have the data for 4/17. Not to mention the paid vendor IQFeed.
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hasenhas

#3
Thank you Eugene. This is correct. I now updated the Bloomberg Data. Everything OK!
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Cone

#4
It seems to be an issue with U.S. equities only. Non-U.S. stocks and indices are updating.

Note that if you use the Y! Provider's option to back-adjust for dividends, your backtest results will almost certainly be different than with just about any other provider that does not have this option.
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traindl

#5
Hi cone,

do you know which provider does also back-adjust for dividends instead of yahoo ?
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Eugene

#6
MSN.
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Cone

#7
It´s not too intuitive to find the MSN Provider Settings for the dividend adjustment. If you haven´t already set it, you have start creating a new MSN DataSet and then click "Provider Settings" in the lower left of the first wizard page. After you check the box for Dividend Adjustment, you can Cancel from creating a new DataSet.

That said, Eugene, where does the MSN dividend data come from? I don't see in the Fundamentals list provided by MSN Moneycentral. Further, I don't detect that adjustments are being applied.
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Eugene

#8
QUOTE:
It´s not too intuitive to find the MSN Provider Settings for the dividend adjustment.


Sure, but being one of the first data providers ever created, probably MSN couldn't use a Data Manager tab for configuration: AFAIR, this feature was introduced later. Since MSN data has never been in high demand, making this more intuitive wasn't ever considered.

QUOTE:
That said, Eugene, where does the MSN dividend data come from?


The Yahoo! and MSN providers were designed to request split/dividend data behind the scenes when downloading the historical data for a symbol. For example, this is why the "YahooFundamentalProvider" folder is never empty even if there's no "Yahoo fundamental provider" in the Data Manager.

QUOTE:
Further, I don't detect that adjustments are being applied.


I ought to agree with you. Investigation shows that MSN has changed the fundamental data download URL, that's why applying adjustments have been broken for quite some time.

Last year I fixed the full-fledged MSN fundamental provider, but a defect in the static provider (that also downloads splits/dividends) has come unnoticed due to low user interest.
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Eugene

#9
QUOTE:
Investigation shows that MSN has changed the fundamental data download URL, that's why applying adjustments have been broken for quite some time.


Update: Splits and dividends in MSN static provider will be working again, starting from an upcoming build. Issue has been fixed (locally).
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