Yahoo Data Update [didn't] work

mrsic

#1

10/29/2013 3:43 AM

Hello everybody,

does anyone know why the data update today(yahoo) doesn't work till know?

thanks
Damir

Whenever this happens, be the first to know by following my suggestion in reply #2:

No Yahoo Data today?

And yes, it happens occasionally - because Yahoo! is a free data feed with no guarantees:

Yahoo! Data Updates Intermittent

Fortunately, there's no shortage of alternative data providers.

Cone

#3

10/29/2013 4:28 AM

It works.. only until 25 October. Yahoo! just hasn't updated their database for downloads. This happens occasionally, 1 or 2 times per year, and the condition can sometimes can last a week or more.

Now that MSN isn't supporting downloads, I don't think we have another integrated provider that performs dividend adjustments. Nonetheless, there are several other free providers that you can use; I'd recommend using the Morningstar Provider.

ReneW

#4

10/29/2013 6:19 AM

I recognized the following strange behaviour:

1 Machine loaded the correct Yahoo Data from October 28 (with some minor exceptions for ETFs, Indices)

1 Machine at a different location did only load October 25 data and absolutely no way to get newer Yahoo data.

Is this behaviour Yahoo server dependent or IP address dependent ?

Very strange.

Eugene

#5

10/29/2013 6:30 AM

You are hitting a different server from their server farm. Some have the actual data, some doesn't. It happens.

Cone

#6

10/29/2013 8:48 AM

This is just a side note, but using dividend-adjusted data is often problematic for live trading because since it changes the historic data, it can result in creating a position that was not signaled at the time, and vice-versa, removing a signal for a position that you entered. That said, unusually large dividends may need to be adjusted because of the effect they have on a backtest signals or profit.

Anyway, if you need adjusted data, you can add this routine to your script to use with the Morningstar Provider, for example:

CODE:
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Size:

Color:

This is just a side note, but using dividend-adjusted data is often problematic for live trading because since it changes the historic data, it can result in creating a position that was not signaled at the time, and vice-versa, removing  a signal for a position that you entered.  That said, unusually large dividends may need to be adjusted because of the effect they have on a backtest signals or profit.

Anyway, if you need adjusted data, you can add this routine to your script to use with the Morningstar Provider, for example:

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		public void AdjustForDividends(string dividendItem)
		{
			string item = dividendItem;
			IList<FundamentalItem> fList = FundamentalDataItems(item);	
			
			DataSeries divAdj = new DataSeries(Bars, "Dividend Adjustment Series");
			divAdj += 1;	// initialize to unity
			
			int n = Bars.Count - 1;			
			for (int i = fList.Count - 1; i >= 0 ; i--)
			{
				FundamentalItem fi = fList[i];
				n = fi.Bar - 1;
				if (n <= 0) break;
				
				double adj = 1 - fi.Value / Close[n];				
				do
				{
					divAdj[n] *= adj;
					n--;
				} while (n > -1);			
			}
			
			for (int bar = 0; bar < Bars.Count; bar++)
			{
				Open[bar]   *= divAdj[bar];
				High[bar]   *= divAdj[bar];
				Low[bar]    *= divAdj[bar];
				Close[bar]  *= divAdj[bar];
				Volume[bar] /= divAdj[bar];
			}
	
		}
		
		protected override void Execute() 
		{				
			AdjustForDividends("[ms] dividend");		// Morningstar Dividend Item
			
			/* your trading logic here */
		}
	}
}
[/code]

Cone

#7

10/30/2013 2:03 AM

The Yahoo! feed appears to be working today again.

mrsic

#8

10/30/2013 1:40 PM

Thanks for the quick answers.
Morningstar was fine.

Damir

kbellare

#9

12/5/2013 12:57 PM

I'm having issues updating Yahoo Data today for US ETFs - "Updating Security Names for 109 symbols...Error updating Security Names. The operation has timed out"

Is there a Daily data provider other than Yahoo that provides partial bar updates for US stocks/ETFs (and supports dividend and stock split adjustments) so that i can run Strategy Monitor before Close of market and place orders?

Kiran

Eugene

#10

12/5/2013 1:12 PM

1 - Temporary glitch at Yahoo! or a connectivity issue on your end. Failure updating company names shouldn't affect data updates.

2 - Maybe there is a provider that satisfies all of your criteria at once, but probably not among the available extensions.

Cone

#11

12/5/2013 5:02 PM

If you need to do a partial update of a lot daily bars fast, TC2000 is a good choice. I haven't used it in years, but I recall that it updated 7000 - 8000 symbols in about 30 seconds. Hopefully the Telechart adapter extension still works with it (Note: 32-bit only!)