yahoo finance - adjusted price data incorrect?

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Gene S
Posts: 24
Joined: Mon Jul 27, 2015 12:27 pm

Re: yahoo finance - adjusted price data incorrect?

Post by Gene S » Wed Jun 07, 2017 5:07 pm

I think Yahoo shut down the adjusted price today to fix some errors in the way they were displaying prices. When Yahoo started to show the adjusted price this morning, they did not quite get it right. The open, high, low, close, adj price, and volume were shown correctly for EFTs like iShare's SPY, but not for mutual funds like Vanguard's VWESX or Delaware's DHOAX. For mutual funds, the open, high, and low were equal to the adjusted price, where before they were equal to the close price. During the brief time when the adjusted prices were shown, I was able to compare my Excel worksheet that calculates adjusted price from dividends and compare it with Yahoo's adjusted price. They were the same.

johnohh
Posts: 19
Joined: Wed Dec 25, 2013 7:01 pm

Re: yahoo finance - adjusted price data incorrect?

Post by johnohh » Sat Jun 10, 2017 5:10 pm

June 10th, 2017
yahoo once again has correct adjusted closing prices (checked spy, bnd, nly, vfinx)

datamonkee
Posts: 59
Joined: Wed Sep 07, 2011 10:40 pm

Re: yahoo finance - adjusted price data incorrect?

Post by datamonkee » Wed Jun 14, 2017 7:27 am

I just downloaded price data. it appears that the adjusted prices have been corrected. I have not performed a price verification yet using a spreadsheet yet, but so far things look back to normal.

Martin
Posts: 78
Joined: Tue Mar 03, 2015 6:34 pm

Re: yahoo finance - adjusted price data incorrect?

Post by Martin » Wed Jun 14, 2017 5:32 pm

You now need to use a cookie to access historical price data with Yahoo. See this thread
https://stackoverflow.com/questions/440 ... 9#44050039

And go to this site for the solution

http://www.xlautomation.com.au/free-spr ... ce-extract

I now have two of three analysis program revised. What a pain. This does not impact the daily price quotes as far as I know.

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FIREchief
Posts: 1414
Joined: Fri Aug 19, 2016 6:40 pm

Re: yahoo finance - adjusted price data incorrect?

Post by FIREchief » Wed Jun 14, 2017 10:56 pm

I thought I was just missing something. Yahoo had me scratching my head several times over this.
I am not a lawyer, accountant or financial advisor. Any advice or suggestions that I may provide shall be considered for entertainment purposes only.

MA2017
Posts: 1
Joined: Tue Jun 27, 2017 1:06 pm

Re: yahoo finance - adjusted price data incorrect?

Post by MA2017 » Wed Jun 28, 2017 10:20 pm

For the last 2 days the Candlestick Chart for SPY has some problems. Almost all of the Days show in Red even during the uptrend. The color -- Green vs. Red -- depends on whether the Close Price is above or below the Open Price. While it's possible for some "up" days to have a Close Price below the Open Price (i.e. Open Price for the Day was significantly higher than the Prior Day's Close, and then closed lower than Open Price but still above Prior Day's Close), it didn't occur for over 95% of the Days during the 1-Yr range. Somehow Yahoo's data for SPY has Close Price less than Open Price for most of the Days. This error is easily verified by using other sources for Data and Candlestick Charts. How does someone notify Yahoo Finance programmers about this problem?

zeugmite
Posts: 900
Joined: Tue Jul 22, 2008 11:48 pm

Re: yahoo finance - adjusted price data incorrect?

Post by zeugmite » Sun Jul 09, 2017 5:08 pm

What is going on with Yahoo Finance? It has not been reporting mutual fund prices since July 3 and the one for June 30 is null. It looks like the last free place to get historical data is gone. Are there any other options? You might be able to scrape it from the NASDAQ site, but not sure how sustainable it is and would rather not spend time on this kind of stuff.

pascalwager
Posts: 906
Joined: Mon Oct 31, 2011 8:36 pm

Re: yahoo finance - adjusted price data incorrect?

Post by pascalwager » Tue Jul 11, 2017 10:50 am

I use the Yahoo Finance historical prices on a quarterly basis, to "rebalance" my portfolio, and, yes, it looks like things have broken down. For one thing, the open, close, highs, lows are all the same values, but I don't need them. The Adj. Close price is what I need and the the latest dividends don't appear in the data column (e.g., VTSAX June 20 dividend not shown).

pascalwager
Posts: 906
Joined: Mon Oct 31, 2011 8:36 pm

Re: yahoo finance - adjusted price data incorrect?

Post by pascalwager » Wed Jul 12, 2017 12:07 pm

Looks like the dividends are posting again and with adj close prices (Yahoo Finance), at least for the four Vanguard total market funds.

nexchap
Posts: 3
Joined: Sun Mar 09, 2014 11:43 am

Re: yahoo finance - adjusted price data incorrect?

Post by nexchap » Wed Jul 12, 2017 2:59 pm

There's a new error, at least as of today. "Close" and "Adj Close" are correct when displayed in a browser. But if you use the "Download Data" button, or have a program that uses the url "https://query1.finance.yahoo.com/v7/finance/download/...." the data returned by Yahoo swaps the two columns.

As an example, VTIAX closed on June 16 at $28.13. Yahoo shows this correctly in a browser. But if you hit the "download data" link, and open the CSV file, the "Close" column shows $27.83, while "Adj Close" shows the $28.13: they've swapped the "Close" and "Adj Close" column.

Until Yahoo fixes this, any program that pulls this data is going to give funny results....

Gene S
Posts: 24
Joined: Mon Jul 27, 2015 12:27 pm

Re: yahoo finance - adjusted price data incorrect?

Post by Gene S » Thu Jul 13, 2017 10:36 am

nexchap wrote:There's a new error, at least as of today. "Close" and "Adj Close" are correct when displayed in a browser. But if you use the "Download Data" button, or have a program that uses the url "https://query1.finance.yahoo.com/v7/finance/download/...." the data returned by Yahoo swaps the two columns.
The bad part is that the adjusted close prices are labeled as "close" and the close prices are labeled as "adjusted close". So, you are being given false data from Yahoo Finance. Thanks for pointing this out. This seems deliberate and not like a simple programming error. Why in the world would Yahoo Finance switch the columns in the first place?

nexchap
Posts: 3
Joined: Sun Mar 09, 2014 11:43 am

Re: yahoo finance - adjusted price data incorrect?

Post by nexchap » Thu Jul 13, 2017 11:19 am

I checked over on the Yahoo Finance boards, and its been reported over there. The reply from the Admin, posted yesterday, is "In regards to the existing historical data our engineering team is working on a refresh of all tickers. We do not have an ETA at this time, but hope to have all the data refreshed soon. Thank you."

My assumption is that they're in and out of their files a lot these days as they try to clean everything up, and someone accidentally introduced another bug.

GLState
Posts: 89
Joined: Wed Feb 15, 2017 10:38 am

Re: yahoo finance - adjusted price data incorrect?

Post by GLState » Thu Jul 13, 2017 11:38 am

It looks likes Yahoo is currently adjusting OHLCV for splits. Adj Close is adjusted for splits and dividends. I'm looking at IBM data to arrive at this conclusion. In 1962, IBM stock was around the $400 or $500 range if I remember correctly. From a .csv file downloaded today

Date Open High Low Close Adj Close* Volume
Jan 03, 1962 7.63 7.69 7.63 7.69 2.24 288,000
Jan 02, 1962 7.71 7.71 7.63 7.63 2.22 387,200
*Close price adjusted for dividends and splits.

Note: the * on the note says "close price adjusted..." but the * is on Adj Close in the header.

Also, I've noticed that Yahoo has filled in some of the missing data in VXUS. Progress is being made, but its taking a long time.

GLState
Posts: 89
Joined: Wed Feb 15, 2017 10:38 am

Re: yahoo finance - adjusted price data incorrect?

Post by GLState » Fri Oct 06, 2017 7:41 pm

For R users, a new version of quantmod (0.4-11) has been released. Yahoo has been slowly improving their data and with this release of quantmod, R with yahoo data seems to be back to normal. My preliminary testing seems OK.

Alpha Vantage is an additional option for data. Just register on their site for an api key.

http://blog.fosstrading.com/2017/10/get ... ntage.html

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