15 Messages
Digest #4030
Messages
Tue May 23, 2017 8:10 pm (PDT) . Posted by:
eadamy
I've been running some heavy duty tests on the latest beta and have found it to be quite solid. I will say that I have manually previewed all of the data I am fetching and that I'm limiting Y downloads to those symbols which have just the 06/29/16 null data and am discerning no change from the old Y in my historical modeling results.
Symbols like SHY, which launched on 07/22.2002, are not only severely truncated but filled with null data. There is no way to deal with this short of using another data source after reporting it to Y and hoping they will get around to fix it. (My report on SHY is ranked 1447th so I've not got a lot of hope for a quick fix.) My download controller now uses a symbol table to determine whether to download history from Y or QuoteMedia @ Quandl and that whole process is working decently. As I've remarked earlier, I've found the QuoteMedia dividend records to be of very poor quality so the QM close adjusted data is less than professional quality. I strongly prefer the Y data where I can use it.
I did run into one glitch due to the Y changes. Y has added intraday quotes to the datastream for the current trading day for stocks; however there is no intraday history for Open End Funds. This affects the number of active array elements when date syncing quote data across multiple symbols. My original design relied upon having completed trading days for all symbols and then fetching a separate real-time quote if I wanted current day data. I ended up removing the current trading day from the historical dataset so all of my datasets have the same number of trading days.
Thank you for all your hard work.
Earl Adamy
Symbols like SHY, which launched on 07/22.2002, are not only severely truncated but filled with null data. There is no way to deal with this short of using another data source after reporting it to Y and hoping they will get around to fix it. (My report on SHY is ranked 1447th so I've not got a lot of hope for a quick fix.) My download controller now uses a symbol table to determine whether to download history from Y or QuoteMedia @ Quandl and that whole process is working decently. As I've remarked earlier, I've found the QuoteMedia dividend records to be of very poor quality so the QM close adjusted data is less than professional quality. I strongly prefer the Y data where I can use it.
I did run into one glitch due to the Y changes. Y has added intraday quotes to the datastream for the current trading day for stocks; however there is no intraday history for Open End Funds. This affects the number of active array elements when date syncing quote data across multiple symbols. My original design relied upon having completed trading days for all symbols and then fetching a separate real-time quote if I wanted current day data. I ended up removing the current trading day from the historical dataset so all of my datasets have the same number of trading days.
Thank you for all your hard work.
Earl Adamy
Wed May 24, 2017 12:22 am (PDT) . Posted by:
msimmsx
re: " I'm limiting Y downloads to those symbols which have just the 06/29/16 null data and am discerning no change from the old Y in my historical modeling results. "
Why is 06/29/16 so significant as a determiner of valid historical quotes ?
Why is 06/29/16 so significant as a determiner of valid historical quotes ?
Wed May 24, 2017 12:34 am (PDT) . Posted by:
msimmsx
This is great news Randy. In light of dealing with JSON, I was just curious as to the performance of the new Yahoo getHistory function relative to the old one ?
Wed May 24, 2017 3:50 am (PDT) . Posted by:
lexstar
Yeah, I can see that the monthly data is not corrected for dividends. Ahhh, shucks!
Anyway we can get the adjusted data? Maybe in the near future?
Anyway we can get the adjusted data? Maybe in the near future?
Wed May 24, 2017 4:13 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
It just appeared to be a common date that a lot of ETFs and indexes had
"null" values.
On Wed, May 24, 2017 at 12:22 AM, marksimms@
... wrote:
>
> re: " I'm limiting Y downloads to those symbols which have just the
> 06/29/16 null data and am discerning no change from the old Y in my
> historical modeling results. "
>
> Why is 06/29/16 so significant as a determiner of valid historical quotes ?
>
>
"null" values.
On Wed, May 24, 2017 at 12:22 AM, marksimms@
... wrote:
>
> re: " I'm limiting Y downloads to those symbols which have just the
> 06/29/16 null data and am discerning no change from the old Y in my
> historical modeling results. "
>
> Why is 06/29/16 so significant as a determiner of valid historical quotes ?
>
>
Wed May 24, 2017 4:16 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
It is taking noticeably longer. Maybe a second or so longer. Also more
spotty. I've had many requests take 2 or 3 seconds to complete, although
the average seems about a second.
On Wed, May 24, 2017 at 12:34 AM, marksimms@
... wrote:
>
> This is great news Randy. In light of dealing with JSON, I was just
> curious as to the performance of the new Yahoo getHistory function relative
> to the old one ?
>
>
spotty. I've had many requests take 2 or 3 seconds to complete, although
the average seems about a second.
On Wed, May 24, 2017 at 12:34 AM, marksimms@
... wrote:
>
> This is great news Randy. In light of dealing with JSON, I was just
> curious as to the performance of the new Yahoo getHistory function relative
> to the old one ?
>
>
Wed May 24, 2017 4:17 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
Uncertain at this time.
On Wed, May 24, 2017 at 3:50 AM, lexstar@
...wrote:
>
> Yeah, I can see that the monthly data is not corrected for dividends.
> Ahhh, shucks!
>
> Anyway we can get the adjusted data? Maybe in the near future?
>
>
On Wed, May 24, 2017 at 3:50 AM, lexstar@
...wrote:
>
> Yeah, I can see that the monthly data is not corrected for dividends.
> Ahhh, shucks!
>
> Anyway we can get the adjusted data? Maybe in the near future?
>
>
Wed May 24, 2017 11:36 am (PDT) . Posted by:
eadamy
I examined a number of ETFs I use and found that 06/29/16 was frequently filled with null values.
Earl Adamy
Earl Adamy
Wed May 24, 2017 3:53 am (PDT) . Posted by:
stumpy_chris
I never moved my location which is weird.
How do I run the smfFix macro (and I'll see if this fixes my problem.
Thanks.
How do I run the smfFix macro (and I'll see if this fixes my problem.
Thanks.
Wed May 24, 2017 4:11 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
Easiest way is to do a right mouse click, select the "SMF" menu, then the
"FIx Links" option.
On Wed, May 24, 2017 at 3:53 AM, cschwartz@
...
wrote:
>
> I never moved my location which is weird.
>
> How do I run the smfFix macro (and I'll see if this fixes my problem.
>
>
>
"FIx Links" option.
On Wed, May 24, 2017 at 3:53 AM, cschwartz@
...
wrote:
>
> I never moved my location which is weird.
>
> How do I run the smfFix macro (and I'll see if this fixes my problem.
>
>
>
Wed May 24, 2017 11:21 am (PDT) . Posted by:
stumpy_chris
I don't see an option for SMF menu. Right click the cell in excel??
Wed May 24, 2017 10:17 am (PDT) . Posted by:
slnkmt@att.net
Posted this on the google group, but I read that the Yahoo forum is more active. Please feel free to delete it if it is not appropriate.
I have been using this fantastic add-in for almost 3 years, and really appreciate the time and effort you put into this project. Thank you for making my life easier.
Now, that said, the one index that I cannot get on here is the Dow Jones US Real Estate index, and from the research I have done on this discussion pages, I learned that Dow Jones does not allow Yahoo to give historical data.
So I went and found the official website allows you to download all the historical data in an excel file (the website: https://us.spindices.com/ indices/equity/dow-jones-us- real-estate-index https://us.spindices.com/indices/equity/dow-jones-us-real-estate-index; the link for the excel file: https://us.spindices.com/ idsexport/file.xls? hostIdentifier=48190c8c-42c4- 46af-8d1a-0cd5db894797& selectedModule= PerformanceGraphView& selectedSubModule=Graph& yearFlag=oneYearFlag&indexId= 91882099 https://us.spindices.com/idsexport/file.xls?hostIdentifier=48190c8c-42c4-46af-8d1a-0cd5db894797&selectedModule=PerformanceGraphView&selectedSubModule=Graph&yearFlag=oneYearFlag&indexId=91882099). Is there a way to pull data off of this excel file and for it to update automatically, like the getPrice function does for most other indices?
I am not entirely sure how smf pull the data off the yahoo, so I might be asking the impossible. I really would appreciate any assistance you could give.
Thank you,
Matt
I have been using this fantastic add-in for almost 3 years, and really appreciate the time and effort you put into this project. Thank you for making my life easier.
Now, that said, the one index that I cannot get on here is the Dow Jones US Real Estate index, and from the research I have done on this discussion pages, I learned that Dow Jones does not allow Yahoo to give historical data.
So I went and found the official website allows you to download all the historical data in an excel file (the website: https://us.spindices.com/ indices/equity/dow-jones-us- real-estate-index https://us.spindices.com/indices/equity/dow-jones-us-real-estate-index; the link for the excel file: https://us.spindices.com/ idsexport/file.xls? hostIdentifier=48190c8c-42c4- 46af-8d1a-0cd5db894797& selectedModule= PerformanceGraphView& selectedSubModule=Graph& yearFlag=oneYearFlag&indexId= 91882099 https://us.spindices.com/idsexport/file.xls?hostIdentifier=48190c8c-42c4-46af-8d1a-0cd5db894797&selectedModule=PerformanceGraphView&selectedSubModule=Graph&yearFlag=oneYearFlag&indexId=91882099). Is there a way to pull data off of this excel file and for it to update automatically, like the getPrice function does for most other indices?
I am not entirely sure how smf pull the data off the yahoo, so I might be asking the impossible. I really would appreciate any assistance you could give.
Thank you,
Matt
Wed May 24, 2017 10:46 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
Normally, I would suggest just doing a direct reference to the workbook
(not needing the add-in). For example, something like:
='
http://us.spindices.com/documents/additional-material/[sp-500-eps-est.xlsx]ESTIMATES&PEs'!$A$2
Unfortunately, that doesn't work with the URL of the workbook you want to
use. So I think you'd have to write your own VBA routine to open the
workbook. Or, if you save the workbook locally, you could then refer to it
directly, as in:
='C:\Users\Randy\AppData\Local\Temp\[PerformanceGraphExport.xls]Performance
Graph'!$A$7:$C$23
On Wed, May 24, 2017 at 9:52 AM, slnkmt@
...wrote:
> Posted this on the google group, but I read that the Yahoo forum is more
> active. Please feel free to delete it if it is not appropriate.
>
>
> I have been using this fantastic add-in for almost 3 years, and really
> appreciate the time and effort you put into this project. Thank you for
> making my life easier.
>
> Now, that said, the one index that I cannot get on here is the Dow Jones
> US Real Estate index, and from the research I have done on this discussion
> pages, I learned that Dow Jones does not allow Yahoo to give historical
> data.
>
> So I went and found the official website allows you to download all the
> historical data in an excel file (the website: https://us.spindices.com/
> indices/equity/dow-jones-us- real-estate-index
> <https://us.spindices.com/indices/equity/dow-jones-us-real-estate-index>;
> the link for the excel file: https://us.spindices.com/
> idsexport/file.xls? hostIdentifier=48190c8c-42c4- 46af-8d1a-0cd5db894797&
> selectedModule= PerformanceGraphView& selectedSubModule=Graph&
> yearFlag=oneYearFlag&indexId= 91882099
> <https://us.spindices.com/idsexport/file.xls?hostIdentifier=48190c8c-42c4-46af-8d1a-0cd5db894797&selectedModule=PerformanceGraphView&selectedSubModule=Graph&yearFlag=oneYearFlag&indexId=91882099>).
> Is there a way to pull data off of this excel file and for it to update
> automatically, like the getPrice function does for most other indices?
>
> I am not entirely sure how smf pull the data off the yahoo, so I might be
> asking the impossible. I really would appreciate any assistance you could
> give.
>
>
>
(not needing the add-in). For example, something like:
='
http://us.spindices.com/documents/additional-material/[sp-500-eps-est.xlsx]ESTIMATES&PEs'!$A$2
Unfortunately, that doesn't work with the URL of the workbook you want to
use. So I think you'd have to write your own VBA routine to open the
workbook. Or, if you save the workbook locally, you could then refer to it
directly, as in:
='C:\Users\Randy\AppData\Local\Temp\[PerformanceGraphExport.xls]Performance
Graph'!$A$7:$C$23
On Wed, May 24, 2017 at 9:52 AM, slnkmt@
...wrote:
> Posted this on the google group, but I read that the Yahoo forum is more
> active. Please feel free to delete it if it is not appropriate.
>
>
> I have been using this fantastic add-in for almost 3 years, and really
> appreciate the time and effort you put into this project. Thank you for
> making my life easier.
>
> Now, that said, the one index that I cannot get on here is the Dow Jones
> US Real Estate index, and from the research I have done on this discussion
> pages, I learned that Dow Jones does not allow Yahoo to give historical
> data.
>
> So I went and found the official website allows you to download all the
> historical data in an excel file (the website: https://us.spindices.com/
> indices/equity/dow-jones-us- real-estate-index
> <https://us.spindices.com/indices/equity/dow-jones-us-real-estate-index>;
> the link for the excel file: https://us.spindices.com/
> idsexport/file.xls? hostIdentifier=48190c8c-42c4- 46af-8d1a-0cd5db894797&
> selectedModule= PerformanceGraphView& selectedSubModule=Graph&
> yearFlag=oneYearFlag&indexId= 91882099
> <https://us.spindices.com/idsexport/file.xls?hostIdentifier=48190c8c-42c4-46af-8d1a-0cd5db894797&selectedModule=PerformanceGraphView&selectedSubModule=Graph&yearFlag=oneYearFlag&indexId=91882099>).
> Is there a way to pull data off of this excel file and for it to update
> automatically, like the getPrice function does for most other indices?
>
> I am not entirely sure how smf pull the data off the yahoo, so I might be
> asking the impossible. I really would appreciate any assistance you could
> give.
>
>
>
Wed May 24, 2017 10:23 am (PDT) . Posted by:
"Eric Stats" ehstats
Does the updated addin for smfPricesByDates still return adjusted prices
for dividends and distributions? Thanks, Eric
On Fri, May 19, 2017 at 11:37 AM, Randy Harmelink rharmelink@gmail.com
[smf_addin] <smf_addin@yahoogroups.com> wrote:
>
>
> See:
>
> https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/32112
> https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/32114
>
> On Fri, May 19, 2017 at 7:44 AM, Eric Stats ericstats@gmail.com
> [smf_addin] <smf_addin@yahoogroups.com> wrote:
>
>>
>> Randy, when you say it will just used the new function, what new function
>> is that and is it available. You may have already explained this in
>> another chain, but I've looked and I'm not seeing it; however, there are
>> many emails and it is confusing for a novice like me. Thanks, Eric.
>>
>>
>
>
--
Eric Stats, CFA
801-552-6631
for dividends and distributions? Thanks, Eric
On Fri, May 19, 2017 at 11:37 AM, Randy Harmelink rharmelink@gmail.com
[smf_addin] <smf_addin@yahoogroups.com> wrote:
>
>
> See:
>
> https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/32112
> https://groups.yahoo.com/neo/groups/smf_addin/conversations/messages/32114
>
> On Fri, May 19, 2017 at 7:44 AM, Eric Stats ericstats@gmail.com
> [smf_addin] <smf_addin@yahoogroups.com> wrote:
>
>>
>> Randy, when you say it will just used the new function, what new function
>> is that and is it available. You may have already explained this in
>> another chain, but I've looked and I'm not seeing it; however, there are
>> many emails and it is confusing for a novice like me. Thanks, Eric.
>>
>>
>
>
--
Eric Stats, CFA
801-552-6631
Wed May 24, 2017 10:49 am (PDT) . Posted by:
"Randy Harmelink" rharmelink
Yes. With the split adjustments made by Yahoo and the dividend/distribution
adjustments made by smfGetYahooHistory(), based on the Yahoo dividend
payments they have.
On Wed, May 24, 2017 at 10:23 AM, Eric Stats ericstats@
...wrote:
>
> Does the updated addin for smfPricesByDates still return adjusted prices
> for dividends and distributions? Thanks, Eric
>
> On Fri, May 19, 2017 at 11:37 AM, Randy Harmelink rharmelink@gmail.com
> [smf_addin] <smf_addin@yahoogroups.com> wrote:
>
>>
>>
>> See:
>>
>> https://groups.yahoo.com/neo/groups/smf_addin/conversations/
>> messages/32112
>> https://groups.yahoo.com/neo/groups/smf_addin/conversations/
>> messages/32114
>>
>> On Fri, May 19, 2017 at 7:44 AM, Eric Stats ericstats@gmail.com
>> [smf_addin] <smf_addin@yahoogroups.com> wrote:
>>
>>>
>>> Randy, when you say it will just used the new function, what new
>>> function is that and is it available. You may have already explained this
>>> in another chain, but I've looked and I'm not seeing it; however, there are
>>> many emails and it is confusing for a novice like me. Thanks, Eric.
>>>
>>>
adjustments made by smfGetYahooHistory(), based on the Yahoo dividend
payments they have.
On Wed, May 24, 2017 at 10:23 AM, Eric Stats ericstats@
...wrote:
>
> Does the updated addin for smfPricesByDates still return adjusted prices
> for dividends and distributions? Thanks, Eric
>
> On Fri, May 19, 2017 at 11:37 AM, Randy Harmelink rharmelink@gmail.com
> [smf_addin] <smf_addin@yahoogroups.com> wrote:
>
>>
>>
>> See:
>>
>> https://groups.yahoo.com/neo/groups/smf_addin/conversations/
>> messages/32112
>> https://groups.yahoo.com/neo/groups/smf_addin/conversations/
>> messages/32114
>>
>> On Fri, May 19, 2017 at 7:44 AM, Eric Stats ericstats@gmail.com
>> [smf_addin] <smf_addin@yahoogroups.com> wrote:
>>
>>>
>>> Randy, when you say it will just used the new function, what new
>>> function is that and is it available. You may have already explained this
>>> in another chain, but I've looked and I'm not seeing it; however, there are
>>> many emails and it is confusing for a novice like me. Thanks, Eric.
>>>
>>>
For the Add-in, Documentation, Templates, Tips and FAQs, visit http://ogres-crypt.com/SMF
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