Yahoo EOD data delayed
Author: MarkStaunton
Creation Date: 2/25/2010 3:36 AM
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MarkStaunton

#1
Hi,

I am trying to download EOD data for the Australian stock exchange using the yahoo data provider. The most recent data downloaded is 2 days old (2/23/10). The EOD data is available on the yahoo finance website. Why is there this delay when using the yahoo data provider?
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Eugene

#2
Please contact Yahoo. We're no data vendors, and the Y! provider only downloads what's available at their servers.

P.S. Out of curiosity: wasn't that your question? Currency Dataset
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Eugene

#3
I just verified that it downloads the quotes up to 2/23/2010 as you say e.g. Telstra, and it's not our fault:
QUOTE:
Date Open High Low Close Volume Adj Close*
23-Feb-10 2.98 3.01 2.97 3.00 70,664,100 3.00


Here's a simple procedure from the Wealth-Lab Wiki FAQ to check whether a Y! symbol has historical data or not or is it up to date:

(scroll down to) Is it possible to get the futures data from Yahoo?
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MarkStaunton

#4
Thanks Eugene.
I see historical quotes are only up to date to the 2/23 on yahoo website.
http://finance.yahoo.com/q/hp?s=TLS.AX
Is there any documentation available on building a custom adapter. That way I could make use of the last quote? eg. using:
http://download.finance.yahoo.com/d/quotes.csv?s=TLS.ax&f=sl1c1d1

Yeah that was my post. Havent actually been using wealth lab if u were implying I had a cracked version or something. Was just one of my concerns when I trialed WL x86. Metastock subscription coming to an end so been looking at maybe changing products- plus wanted to give the x64 version a go. Up to date data is a must so any suggestions would be appreciated.

Anyway I guess your post answers the question as to why no currency data is available (as no historical quotes). However it doesnt explain why I can download data for AUD=X through the yahoo data provider (as this also has no historical quotes)
http://finance.yahoo.com/q?s=AUDUSD%3DX
http://finance.yahoo.com/q?s=AUD%3DX
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Eugene

#5
QUOTE:
Is there any documentation available on building a custom adapter. That way I could make use of the last quote? eg. using:

API documentation is coming soon, but here are some good news: no need in it. The Y! provider already can return partial bar data. Now that the Y! servers are updated with the 02/24/2010 data for TLS.AX, enabling "Always return data with partial bar" in the Data Manager's Yahoo tab will show the bar of today's incomplete session, which can be made Streaming (RT for Yahoo premium subscribers, delayed for free).
QUOTE:
However it doesnt explain why I can download data for AUD=X through the yahoo data provider (as this also has no historical quotes)

To be precise, you can't download the AUDUSD=X data through the Yahoo provider: you'll get a "(404) Not found" error when creating a DataSet and "No data available" for an on demand request. I agree it doesn't explain why you still can get the AUD=X data despite the symbol's not marked as downloadable on the Y! site, but again, the Y! provider only returns a response from the Y! server farm.
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MarkStaunton

#6
Thanks. Partial bar setting is perfect.
I look forward to reading the API documentation.