fetch yahoo problems for volume data

Wu — Tue, 29 Jul 2008 20:05:30 -0400

When fetching volume/size data from yahoo double entries
occur.

******************** No 1 ******************************
Try following examples for NASDAQ stocks:

x = fetch(yahoo,'ADBE',{'Bid_Size'});

You see TWO entries instead of ONE!!! Only the first one
makes sense.

******************** No 2 ******************************

ticker=
{'ATVI';'ADBE';'AKAM';'ALTR';'AMZN';'AMGN';'AMLN';'APOL';'AA
PL';'AMAT'};
x = fetch(yahoo,ticker,{'Bid_Size'});

You see, everything is mixed up. No chance for selecting
the right data points. Sometimes there are TWO entries and
sometimes just (correctly) ONE entry.

******************** No 3 ******************************
Try this one:

x = fetch(yahoo,ticker,
{'Ask_Size';'Bid_Size';'Last_Trade_Size'});

... it becomes worse...

******************** No 4 ******************************
...even worse:

x = fetch(yahoo,ticker,
{'Ask';'Bid';'Last';'Ask_Size';'Bid_Size';'Last_Trade_Size'}
);

******************** No 5 ******************************
You might try it with all NASDAQ100

ticker=
{'ATVI';'ADBE';'AKAM';'ALTR';'AMZN';'AMGN';'AMLN';'APOL';'AA
PL';'AMAT';'ADSK';'BEAS';'BBBY';'BIIB';'BRCM';'CHRW';'CDNS';
'CELG';'CEPH';'CHKP';'CKFR';'CTAS';'CSCO';'CTXS';'CTSH';'CMC
SA';'COST';'DELL';'XRAY';'DISCA';'EBAY';'DISH';'ERTS';'ERIC'
;'EXPE';'EXPD';'ESRX';'FAST';'FISV';'FLEX';'FWLT';'GRMN';'GE
NZ';'GILD';'GOOG';'HSIC';'IACI';'INFY';'INTC';'INTU';'ISRG';
'JOYG';'JNPR';'KLAC';'LRCX';'LAMR';'LEAP';'LVLT';'LBTYA';'LI
NTA';'LLTC';'LOGI';'MRVL';'MCHP';'MSFT';'MICC';'MNST';'NTAP'
;'NIHD';'NVDA';'ORCL';'PCAR';'PDCO';'PTEN';'PAYX';'PETM';'QC
OM';'RIMM';'ROST';'RYAAY';'SNDK';'SHLD';'SEPR';'SIAL';'SIRI'
;'SPLS';'SBUX';'JAVAD';'SYMC';'TLAB';'TEVA';'UAUA';'VRSN';'V
RTX';'VMED';'WFMI';'WYNN';'XLNX';'XMSR';'YHOO'};

x = fetch(yahoo,ticker,
{'Ask';'Bid';'Last';'Ask_Size';'Bid_Size';'Last_Trade_Size'}
);

And now you might try to delete all data with NaNs

y(:,1)=x.Ask;y(:,2)=x.Bid;y(:,3)=x.Last;y(:,4)=x.Ask_Size;y
(:,5)=x.Bid_Size;y(:,6)=x.Last_Trade_Size;

y(any(isnan(y),2),:) = [];

... but it will not work...

**************************************************
If you fetch 'Ask_Size' , 'Bid_Size' or 'Last_Trade_Size'
seperatly, then only the first field have a valid entry -
everything else is junk data.

Where is the bug in @yahoo/fetch.m ???

Re: fetch yahoo problems for volume data

AMK — Tue, 29 Jul 2008 20:59:07 -0400

Did you see this? I'm not familiar with your app but a Google search turned this up.

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=5049&objectType=File

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fetch yahoo problems for volume data

Re: fetch yahoo problems for volume data