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Re: Yahoo has changed their protocol [Re: jcl] #465978
05/19/17 07:55
05/19/17 07:55
Joined: Jan 2017
Posts: 64
J
Jeff1228 Offline
Junior Member
Jeff1228  Offline
Junior Member
J

Joined: Jan 2017
Posts: 64
So the Quandl is the only possible way to do this by subscribing it?

Re: Yahoo has changed their protocol [Re: jcl] #465979
05/19/17 08:26
05/19/17 08:26
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Not for stocks, but for ETFs. But we'll try to find an alternative solution.

Here's a modified Google download script that does not crash anymore when an asset is not found:
Code:
void main()
{
	int N = assetList("AssetsZ8");
	while(--N >= 0) 
	{
		string URL = strf("https://www.google.com/finance/historical?q=%s&startdate=01-Jan-2000&output=csv",Assets[N]);
		string Content = http_transfer(URL,0);
		if(!Content) continue;
		file_write("History\\history.csv",Content,0);
		dataNew(1,0,7);
		if(!dataParse(1,"%d-%b-%y,f3,f1,f2,f4,f6","History\\history.csv"))
			continue;
		printf(" %s",Assets[N]);
		dataSave(1,strf("History\\%s.t6",Assets[N]));
	}
}


Re: Yahoo has changed their protocol [Re: jcl] #465997
05/19/17 10:50
05/19/17 10:50
Joined: Jul 2016
Posts: 51
H
hatten Offline
Junior Member
hatten  Offline
Junior Member
H

Joined: Jul 2016
Posts: 51
While the google download script now indeed no longer causes a crash, there is a large discrepancy in the test results of the Z8 system with the google data. The drawdown is more substantial (The previous test was made with the 1.58.0 beta version, whose result I fortunately still had in the log directory), AR was about 18% with leverage 2 and now it is down to 13%. Is googles data adjusted for dividends, splits etc.?

Re: Yahoo has changed their protocol [Re: hatten] #465998
05/19/17 12:30
05/19/17 12:30
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Only for splits. AFAIK dividends are not included. This affects the result substantially. Also the Google data has a lot more outliers and gaps than the Yahoo data. So this is only a temporary solution.

We will implement a final solution in the next Zorro update.

Re: Yahoo has changed their protocol [Re: jcl] #466008
05/19/17 19:39
05/19/17 19:39
Joined: Jul 2016
Posts: 51
H
hatten Offline
Junior Member
hatten  Offline
Junior Member
H

Joined: Jul 2016
Posts: 51
If I read their webpage correctly eoddata delivers historical end-of-the-day data for a very affordable one time payment.

Moreover it says:
"If you purchase access to 5 years historical end of day quote data then you can download all 5 years and in 3 years time there will be 8 years for you to download. Once you have purchased access, you can download your historical end of day data as many times as you like. If your PC ever crashes and you loose your data simply download it again."

So as time progress you get also access to new data.

Re: Yahoo has changed their protocol [Re: hatten] #466011
05/20/17 00:58
05/20/17 00:58
Joined: Apr 2014
Posts: 482
Sydney, Australia
B
boatman Offline
Senior Member
boatman  Offline
Senior Member
B

Joined: Apr 2014
Posts: 482
Sydney, Australia
For anyone using the quantmod library in R, Joshua Ulrich (the package's author) released a workaround that you can get by updating quantmod to the development version. In R, do either:

remotes::install_github("joshuaulrich/quantmod", ref="157_yahoo_502")
or
devtools::install_github("joshuaulrich/quantmod", ref="157_yahoo_502")

More info on the GitHub page:
https://github.com/joshuaulrich/quantmod/issues/157

This works for me. I was able to successfully use quantmod::getSymbols() to query the Yahoo API.

Re: Yahoo has changed their protocol [Re: boatman] #466015
05/20/17 19:52
05/20/17 19:52
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
I search for a Yahoo API substitute also for another reason than Zorro and I stumbled upon a site, I don't know really what to think of it. alphavantage.co offers free (you can apply a free API key) intraday, daily, weekly and monthly prices for US stock, ETFs etc. Their history e.g. of TLT goes back to 2002, of SPY back to 2001. The output format is JSON but this is to handle I guess. I did not verify the quality of their prices so far.
They declare their aim as "democratizing access to institution-grade financial analytics" but they have no address or company name on their site and even the domain name alphavantage.co is registered by an agent it seems. The IP address 216.239.36.21 of their server belongs to a Google net block. As said, I don't know how reputable they are.

Re: Yahoo has changed their protocol [Re: Sphin] #466049
05/23/17 03:29
05/23/17 03:29
Joined: Jan 2017
Posts: 64
J
Jeff1228 Offline
Junior Member
Jeff1228  Offline
Junior Member
J

Joined: Jan 2017
Posts: 64
Still no solution?

Re: Yahoo has changed their protocol [Re: Jeff1228] #466097
05/24/17 18:13
05/24/17 18:13
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Also an elegant solution by Ed0906. Following are code snippets of his approach. It works for now, the question is how long ...

Re: Yahoo has changed their protocol [Re: Sphin] #466107
05/25/17 08:18
05/25/17 08:18
Joined: Jan 2017
Posts: 64
J
Jeff1228 Offline
Junior Member
Jeff1228  Offline
Junior Member
J

Joined: Jan 2017
Posts: 64
Thank you for the info, seems there are some solutions out there. Unfortunately I am not a programmer, hope Zorro will catch up.

Jeff

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