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Hi Perry,
Monday, November 21, 2005, 2:25:11 PM, you wrote:
PL> Tom,
PL> I automatically downloaded yahoo data on Friday without any trouble.
PL> Perry Lentine
There are two types of Yahoo data: current day, and historical. The
data sets, particularly volume on some indices for the US market, do
not always agree, either. (For example, "volume" for the ^GSPC in
the current day set is often so large as to break the 32-bit limit,
and cause negative numbers when imported. Volume for the same symbol
on the historical data never does this. I thought at first a few
digits were simply discarded, but one can easily see that this is not
the case, as the most significant digits vary wildly.)
The current day data is available fairly soon after the close. (I get
it before the Tokyo open, which means before 7 PM EST -- before 8 PM
EDT in the summer.) The historical data is usually later, and
sometimes, for some unknown reason, very late. Like days late.
Sometimes it shows up. Sometimes, it never shows up. Sometimes an
obviously bad tick gets fixed 2 or 3 months after the fact. Sometimes
it never gets corrected. It's free, however. You can write them a
note. But you can't really complain to them.
I use the historical setting for ^DJI, ^GSPC, and a few others,
because of the aforementioned 32-bit problem when it comes to volume.
I have been unable to get historical for those symbols and a few
other indices from Friday the 18th yet, either. I get current day on
all symbols early, then go back for the historical later and
overwrite. I have current day for the 18th on all the indices I
track, but not for the historical. As I say, usually this gets
fixed, but it can take days or weeks. And sometimes it becomes a
black hole.
Yuki
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