Jim, I agree at least lately, yahoo data has been very problematic. At least ETF data. I began noticing it about a week ago. Checking ETF price data from WSJ "Trading Basket" for the day's 10 best performers. They didn't agree with yahoo. In addition there was probelm with historical download did not agree with the yahoo current download. There could be as many as 5 of top 10 wrong. The explanation I got from yahoo customer service was that they were aware of the problem and could do nothing other than point it out to their data provider "CSI".
This morning's WSJ shows SJF in the top ten with a closing price of 77.30, Friday. Yahoo historical shows 75.39, up 3.9%, and yahoo current shows correct 77.30, up 6.6% ! Here is the entire response from yahoo finance ____________________________________________ Hello David, Thank you for writing to Yahoo! Finance. I understand your concern regarding the inconsistencies between the data from the Historical pages and the Yahoo! Summary page. I assure you I'm always glad to be of help. Please be informed that US and Canadian historical price and volume data are sourced by Yahoo! from CSI. If you need to know the correct data or would like to request for correction, we suggest that you contact CSI Customer Service at: [EMAIL PROTECTED] I understand that this is very time consuming on your end but this is the best recommendation we can provide you. Rest assured that we will follow up your correction request to them. We thank you for your patience and understanding on this matter. I hope this information has helped. If you have any more questions or need further assistance, feel free to write to us again. We really value and appreciate your continued support of Yahoo! Finance. ----- Original Message ----- From: jim_trades_stocks To: [email protected] Sent: Saturday, August 04, 2007 7:26 AM Subject: [amibroker] Why Yahoo free data sucks Take a look at this: S&P close on Friday Aug 3rd was 1433, 17 points below the 200 day sma. A technical trader would consider this bearish, a breakdown, a possible change of trend. http://finance.yahoo.com/q?s=%5EGSPC On the historical quotes page (used by many free downloaders) the close is at 1450, smack dab on the 200 day sma. A technical trader might consider this as an entry point looking for a bounce off the 200 day sma. http://finance.yahoo.com/q/hp?s=%5EGSPC Makes 20-30 bucks a month for "clean data" worth every dollar.
