Yahoo Finance Historical Prices

Yahoo Finance Historical Prices

Usage

Examples:

market-data download YahooFinanceHistoricalPrices symbols.txt

market-data download YahooFinanceHistoricalPrices symbols\uk-symbols.txt /config=configs\uk.config

market-data reparse  YahooFinanceHistoricalPrices 20160224

Example of symbols.txt:

^GSPC
^VIX
SPY
YHOO

More ticker examples: BHP, BLT.L, BHP.AX, ^FCHI, BNP.PA, ^GDAXI, EOAN.DE, ABX.TO.

Use http://finance.yahoo.com/ to find tickers. See also a complete list of Yahoo Finance exchanges.

Important Notes about Dates and Dividends

By default, the start date of the period for the first load is December 31, 2013.

You may configure this start date using the YahooFinanceHistoricalPricesStartDate setting in the application configuration file.

The provider saves data for the last trade dates in the cache\YahooHistoricalPricesLastData.csv file, and uses the latest dates as the start dates for next downloads.

If saved and loaded values of AdjClose are different, the provider reloads data for the entire period and adds the symbol to the cache\YahooHistoricalPricesDividendsOrSplits.txt file.

Accordingly, you may use the cache\YahooHistoricalPricesDividendsOrSplits.txt file as a symbol file for the YahooFinanceDividends mode.

Data Source

Yahoo Finance Website.

Examples:

http://real-chart.finance.yahoo.com/table.csv?s=YHOO&g=d&ignore=.csv

http://real-chart.finance.yahoo.com/table.csv?s=^VIX&g=d&ignore=.csv

Output Files

FileDescription
csv\YahooHistoricalPrices.csvParsed data in CSV format.
You may delete this file after loading data into databases.
zip\YahooHistoricalPrices.zip
of YahooHistoricalPrices-yyyymmdd.csv
The complete archive of parsed data by trade dates.
Keep this file to reload data into databases at any time.
zip\YahooOptions-yyyymmdd.zip
of <symbol>.csv
Archives by trade dates of parsed data by symbols.
It is for archive purposes only. You may delete these files.
downloads\YahooHistoricalPrices-yyyymmdd.zip
of <symbol>.csv
Archives by trade dates of downloaded data by symbols.
You may delete these files if the data have been parsed correctly.
Otherwise, keep these files to reparse them with a new version of Market Data Downloader.
cache\YahooHistoricalPricesLastData.csvThe file contains latest trade data records. See comments above.
You may delete the file to reload data for entire periods.
cache\YahooHistoricalPricesDividendsOrSplits.txtThe file contains tickers that have different Close and AdjClose values.
You may use this file as a symbol file for the YahooFinanceDividends mode.
Delete this file after loading dividends.

CSV Fields

The RunningSplitK, OpenK, HighK, LowK and CloseK fields are calculated internally using Close and AdjClose values to have comparable data.

Please check the calculation results before use.

Source FieldsCalculated Fields
Symbol 
DateRunningSplitK
OpenOpenK
HighHighK
LowLowK
CloseCloseK
AdjClose 
Volume