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                                                   Problem downloading Dow indices

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dare2
2012-09-08 19:21:50


I am able to download all indices with the Historical Stock Market Data item in the Download Manager, except ^DJI, ^DJT, ^DJU, and ^DJA. I get a message that
tell me Yahoo has no data available. What might be wrong?

Thanks,
Darrell Allen



Juliettpapa
2012-09-08 20:02:00

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I have the same problem. :-(



dare2
2012-09-08 20:22:41

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In that case maybe it is something we are not doing wrong.


QuantShare
2012-09-08 23:40:32

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Best Answer
Yahoo no longer provide EOD data for Dow Jones Indices


SystemTrade
2012-09-11 18:54:04

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Looks like Yahoo has changed symbols - Please try DJIA instead of ^DJI - at least that gave me the same quotes as before.
But after looking into it, I have general doubts on the ^DJI and DJIA quotes.

This is what I had in the historical quotes database for ^DJI, downloaded when the downloader was still working for ^DJI, for April 30, 2012: (COHLV sequence)
30.04.2012 00:00:00;13213,63;13228,39;13271,9;13132,8;2147483647;0

Same information was downloaded today using DJIA
30.04.2012 00:00:00;13213,63;13228,39;13271,9;13132,8;2147483647;0

But when you call the information from Yahoo's homepage
http://finance.yahoo.com/q/hp?s=^DJI&a=03&b=30&c=2012&d=03&e=30&f=2012&g=d
you will get (OHLCV sequence)
Apr 30, 2012 13,228.31 13,228.76 13,176.01 13,213.63 1,278,700 13,213.63

O and C are (nearly) the same, but H, L and Volume are quite different.

Suggestions welcome !



QuantShare
2012-09-11 19:39:04

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I am not sure why the H and L are different but what I can tell you is that you should use the new version of the Yahoo downloader. Volume are stored in an (int) type and the largest value that this type can handle is "2147483647". The new version fixes this issue.

Also, it looks like Yahoo has divided volume values by 1000.




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