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> To my understanding, Yahoo doesn't provide data such that it can be
> retrieved historically, on an as of date basis.
Yes it does, though not the depth of information you're looking
for. You can get price (OHLC, volume, split-adjusted close) at
http://finance.yahoo.com/q/hp?<params>
...where <params> includes:
s=symbol
a=startmonth
b=startdate
c=startyear
d=endmonth
e=enddate
f=endyear
Months are numbered from 0 to 11. So for example:
http://finance.yahoo.com/q/hp?s=IBM&a=00&b=23&c=1992&d=01&e=24&f=1992
returns data from 1/23/92 through 2/24/92.
Yahoo returns it in reverse order, which is a pain, but you can
copy it from the webpage and reverse it in Excel.
Or you can download a CSV file directly with a similar URL (which
you can find on the history page displayed by the above URL):
http://ichart.yahoo.com/table.csv?s=IBM&a=00&b=23&c=1992&d=01&e=24&f=1992&ignore=.csv
Gary
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