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Thread Subject:
Problem with DATAFEED & Yahoo!

Subject: Problem with DATAFEED & Yahoo!

From: Heady

Date: 8 Mar, 2014 01:05:17

Message: 1 of 4

When I look at VTI using the Yahoo! webpage, the data looks fine. But, when I try to use the DATAFEED toolbox to download it, there is a huge price dislocation on June 18th.


>> Connect = yahoo; ClosePrice = fetch(Connect,'VTI','Close','Jun 1 2008','Jun 30 2008')
ClosePrice =

   1.0e+05 *

    7.3359 0.0006
    7.3359 0.0006
    7.3358 0.0006
    7.3358 0.0007
    7.3358 0.0007
    7.3358 0.0007
    7.3358 0.0007
    7.3358 0.0007
    7.3358 0.0007
    7.3358 0.0014
    7.3358 0.0014
    7.3357 0.0014
    7.3357 0.0013
    7.3357 0.0013
    7.3357 0.0014
    7.3357 0.0014
    7.3357 0.0014
    7.3356 0.0014
    7.3356 0.0014
    7.3356 0.0014
    7.3356 0.0014

Subject: Problem with DATAFEED & Yahoo!

From: Phil Goddard

Date: 8 Mar, 2014 02:45:09

Message: 2 of 4


Looking at
http://finance.yahoo.com/q/hp?s=VTI&a=05&b=1&c=2008&d=05&e=30&f=2008&g=d
the Datafeed toolbox is returning the correct Close data.

There was a 2 for 1 stock split that is represented in the retrieved price.

Phil.

Subject: Problem with DATAFEED & Yahoo!

From: Michael

Date: 8 Mar, 2014 14:14:07

Message: 3 of 4

> There was a 2 for 1 stock split that is represented in the retrieved price.

Thank you. This is the Vanguard Total Stock Market ETF. Would you know how I could use the DATAFEED toolbox to get data adjusted for splits? Or, how to know when to adjust the price history. Clearly, this presents a huge problem.

Subject: Problem with DATAFEED & Yahoo!

From: Michael

Date: 8 Mar, 2014 14:21:07

Message: 4 of 4

I see it. I need the 'Adj Close' not the 'Close.' Thanks.

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