How to verify if EOD data is available for download at Google Finance

AmiQuote downloader allows to get free quotes from a number of sources included Google Finance. AmiQuote works like a specialized web-browser, so the quotations can be downloaded if they are accessible at the website of that particular data-vendor. In case of Google Finance downloads, not every symbol that is present on their site is available for historical download.

Google Finance page does NOT allow downloading historical data for non-US (international) symbols and some indices.

If you have trouble downloading particular symbol (you are getting errors in AmiQuote), chances are that Google Finance does not allow downloading data for this symbol. To verify that we need to look for Download to spreadsheet link on Google Finance page as instructed below:

  1. Visit http://finance.google.com/
  2. Use Search field to find the symbol we need, e.g. MSFT
  3. Go to Historical Prices section and look for Export: Download to spreadsheet

Historial Prices

If Export: Download to spreadsheet is present, it means that historical data are available for download. If the link is NOT present – it means no data for download. As you can see in the picture below, the link is present for US stocks like MSFT:

Historial Prices

But Download to spreadsheet link is missing for SP500 and PLC (Traded on London Exchange) – as you can see using these two links:
Historical Prices page for SP500 (no download link)
Historical Prices page for TESCO, PLC (no download link)

AmiQuote and free data from Yahoo

There are a couple of things you need to know about Yahoo Finance pages that AmiQuote uses to download “historical” and “current” quotes.

Current quotes are quotes for current day (or previous day if there is no trading session today). For example MSFT current quote page is here:
http://finance.yahoo.com/q?s=MSFT
AmiQuote uses rather “download data” link which is: http://download.finance.yahoo.com/d/quotes.csv?s=MSFT&f=sl1d1t1c1ohgv&e=.csv
But it is not relevant because both show same current quote.

Now there is a second source. Historical quotes are downloaded from Historical Prices page. For example MSFT historical page is here: http://finance.yahoo.com/q/hp?s=MSFT (again AmiQuote uses rather plain text link: http://ichart.finance.yahoo.com/table.csv?s=MSFT&d=7&e=4&f=2007&g=d&a=2&b=13&c=1986&ignore=.csv )

Why using two sources? That’s simple: current mode gives data during trading session, while historical is only updated many hours after markets close so both compliment each other. Current mode is also much faster as it downloads as many as 200 symbols at once, while historical must download one by one. So recommended usage is to use Yahoo Current mode everyday, and Yahoo Historical once a week.
Of course you may use historical everyday as well if you have time and fast internet connection.

It is important to understand that AmiQuote is just the downloader (like Internet Explorer) and it does nothing except downloading the data, so if you belive that there is a bad quote – it is not AmiQuote, but rather Yahoo problem. To verify always go to relevant page (see links above) and check the quote on Yahoo Finance site directly.

It may happen that quotes on Yahoo Current page and Yahoo Historical pages differ. It is so because Yahoo gets them from different data vendors. If this happens the only solution is to report data error to Yahoo.

There are however 2 things you need to know about importing of data:

  1. AmiBroker by default imports split and dividend adjusted data (“Adj. Close” on Yahoo Historical page). For more information on how data are adjusted see Yahoo Help page at: http://help.yahoo.com/l/us/yahoo/finance/quotes/quote-12.html

  2. AmiBroker by default imports volume in HUNDREDS of shares (so if volume is 183,200 shares, the volume chart will show 1832). NOTE: This will NO LONGER apply in AmiBroker 5.30.

These things are adjustable, so if you don’t like them, you can change them.
The import process of historical quotes is controlled using aqh.format file that you will find inside “Formats” subfolder. By default it looks as follows (you can open it with Windows Notepad).

# AmiQuote historical quotes download format (.AQH extension)
$FORMAT Date_DMY,Open,High,Low,Close,Volume,AdjClose
$SKIPLINES 0
$BREAKONERR 0
$SEPARATOR ,
$DEBUG 1
$AUTOADD 1
$CONT 1
$GROUP 254
$VOLFACTOR 0.01

Lines marked with bold mark important areas.

$FORMAT line controls the import format. AdjClose field says that AmiBroker should use adjusted price. If you don’t want adjusted prices simply replace $FORMAT line with:

$FORMAT Date_DMY,Open,High,Low,Close,Volume
(note no AdjClose field)

$VOLFACTOR line controls the volume multiplier. If you want volume to be expressed in single shares instead of hundreds of shares replace $VOLFACTOR line with:

$VOLFACTOR 1

The same $VOLFACTOR change should be applied to aqd.format file that is responsible for importing data in Yahoo CURRENT mode (if you are using it).

How to use your LiveCharts account with AmiQuote ?

UPDATE April 2, 2008: We received the following information from eSignal:
” It wasn’t our intention to have this product be made compatible with 3rd party software[…] The new version of LiveCharts uses a different method of exporting data and it will no longer work with AmiQuote starting the week of April 14th, 2008.”

This effectivelly means that the instructions below will become obsolete April 14th, 2008.

You can use your Livecharts ($9.95/month) subscription to feed AmiQuote with real time data from Lycos. However, there is one extra step involved in order to make it work.
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