Yahoo Data Quality

JJL3142

Active member
174 0
I want to find out how accurate/clean the yahoo historical (EOD) downloads are compared to reality

Thanks
 

FetteredChinos

Veteren member
3,897 40
For US indices, its pretty shonky. dont try to devise a strategy using yahoo data, it is too much of a waste of time.

FTSE is a lot better, not too sure about individual stocks though.

these guys are pretty accurate though..

http://www.downloadquotes.com/en/


(free, but you have to register)


these guys have reasonably accurate EOD, not so sure about all the intrady stuff, but it is free :)

http://www.fin-rus.com/analysis/export/_eng_/default.asp


hope this helps

FC
 

gbr128

Junior member
37 0
I compared a month's Vodafone data between Bloomberg and myTrack once. The only thing they had in common was the closing price.

I also check the LSE pages for the end-of-day figures on a couple of occassions and found myTrack to disagree with those too.

I can only imagine Yahoo is at best as good as myTrack.

Shame as I was hoping to start using Yahoo for US stock prices in the hope they might be able to get those right.
 

theknifemac

Well-known member
340 0
gbr128

Did you ever look at US data ? I have a feeling that both Yahoo and MyTrack are better for the US and poor for the UK.

Mac
 

gbr128

Junior member
37 0
Not yet. If things go as planned then I expect I'll be comparing them in a couple of weeks as I'm hoping to start up a US-based system and would be very happy to get free data.

Will let you know.
 

adrianallen99

Established member
630 4
After reading this I checked out yahoo in a little more detail and found that there intraday charts are pretty poor.
 

bracke

Experienced member
1,286 12
adrianallen99

Can you give a little more detail please. I use yahoo to check the dow & ftse levels throuhout the day and they appear to be correct.


Regards

bracke
 

1kyle

Junior member
27 1
I use citifeed Prestel for the UK -- I compared it with the EOD stuff available from Yahoo (FTSE 100 shares)

Slight variations --- for EOD trading only the difference doesn't seem too much at all and running both sets of data into OMNITRADER yields similar trading stretgies.

I tried this out as I also wanted US EOD without having to pay anything for the data feed. I have a program which converts data to metastock (run once initially to get a basic file with the codes and names in) and then use quotelf to download the data in metastock which omintrader can read.

For example I create a CSV file via EXCEL from Yahoo with just the EPIC symbol and name in it.

For example

BSY.L, British Sky Broadcasting
etc etc

Convert this to a metastock file with a date starting at 1 Jan 2000

I use program C2MS (convert to metastock) -- http://www.trading-tools.com


Then add this file to my download program

run the download to create the history data from 1 Jan 2000 (the next time it runs it will start from the last down loaded date e.g 16 Apr 2004) so doesnt' take much time.

Then this metastock data can be read into any TA charting / analytical trading program that uses metastock or ASCII.

Unless you are trading intraday the data seems sufficiently accurate to build trading strategies on.
 
 
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