On The Lookout For Better Data

[Revised: Originally this post was about sourcing data from Quandl's premium QuoteMedia EOD service ($$$). Due to the migration to Tiingo's as preferred data supplier for the Strategy Signals the contents have become obsolete. This entry is now solely maintained as anchor for the contributions in the comment section below.]

Yahoo Finance API Ceased Working

Unfortunately this week the Yahoo Finance team changed the functionality of their financial data service. Apart from modifying the construction of the download link, the order and contents of the supported data fields have been altered too. As of writing support of total return data has been suspended.

Regretfully, as a result both the Excel VBA spreadsheets and the Google Sheets on the Strategy Signals page have stopped functioning. Until further notice I have no other choice but to discontinue these services from the blog.

Thank you for your understanding and please share your thoughts in the comment section below on fixes or alternative download sources.

For more information see the Yahoo Help Community.