Yahoo disabled the ability to download historical stock prices into Excel in May 2017.
Here is a link to a VBA compatible downloader for Yahoo Finance data from SignalSolver. They even re-arranged the columns to match with the old arrangement so it will neatly fit into your old excel data sheet layout.
http://www.signalsolver.com/download-historic-stock-price-data-excel/#SimpleSpreadsheet
The Yahoo data is still not very good. See this:
http://www.amibroker.com/kb/2017/06/30/wrong-close-price-in-yahoo-data/
Also, I had someone complain today about the new function I wrote for my EXCEL add-in, because some stocks weren’t passing through data in July yet (e.g. MTL and GFI, as well as 38 others). But when I look at the data now, 7/1 and 7/3 are there, but the 6/30 data fields all have null values. So they must be having trouble getting data loaded on those 40 (and probably other) tickers. At one point, I know a lot of ETFs had null values in their history.
With my add-in, I decided to pull the data out of the web page instead of doing the cookie and crumb method. It’s all in the source code of the web page, but in JSON format. It makes the web page huge. Up to several megabytes. The cookie and crumb methods also usually are set up to try up to 5 times to get the data, because they can get errors. I implemented one into my add-in and still have gotten errors with 5 tries.
When I run into days with all null values, I have my add-in carry forward the last close for that day’s O/H/L/C and set the volume to zero.
Also, last time I looked, the dividend adjustments on weekly and monthly data were done correct. They were accumulating the data weekly and monthly and then applying the dividend adjustment at the end of the period. That means a month-end close could be adjusted for a dividend that occurred earlier in the month. Yuck!
And take a look at the 1-for-10 stock split they applied to RNN in early May. LOL.
I have no doubt more changes with me coming…
Just a quick FYI:
Someone posed the question on SE on whether Yahoo! Finance data was still any good given the changes.
The response is basically “no”. It’s somewhat saddening to see such a great resource fall into disrepair.
Hi All,
What are people who want historical data doing?
I guess I am not “doing” anything that is a permanent solution—or even a complete solution. Recently, I signed up for XLQ for a trial period: as Dan and others have recommended (see above post by danparquette).
Using this yesterday for a small amount of data–to get the historical opening price–I had 3 data points that seemed to be in error from Yahoo and a couple additional data points that were technically correct but did not manage a split in my preferred manner for this data.
Comparing Google data to the Yahoo with XLQ and looking into the discrepancies helped. And Excel could, of course, be made to highlight the discrepancies. I am not sure that I will sign up for XLQ after the trial period.
Better ideas? Thanks.
-Jim
Quandl has lots of data and a standardized interface with a API for Excel and Python. Most of their data is free, but they make money by selling premium data.
Randy Harmelink (rharmelink) maintains a free Excel add-in that scrapes data from many sites.
Jim,
I’ve compiled a pretty exhaustive list of tools here: http://the-world-is.com/blog/resources/general-investor-resources/
Personally, I have historically used XLQ and the SMF Excel Add-in to good effect. I would probably search Quandl first now – it has expanded its offerings to numerous premium data sets which are ostensibly higher quality than free ones.
As an aside, XLQ used to default to Yahoo! Finance as a data source. If that’s what you want to avoid, then you might want to check the program’s preferences. It might have changed though.
//dpa
You need to add barchart.com to a number of your categories.
I’ve been using it for a lot of my data lately. They even have the greeks for option chains. However, option quotes are only updated hourly, and are even delayed when updated. But the screener has a lot of fields and they can be exported, although the output view is limited to about 12 fields and exports are limited to 1000 tickers. Also, the free membership only gets 10 downloads per day.
One thing I do like about the Yahoo updates is that they’ve moved a lot of data to JSON files. That makes the data easier to retrieve than scraping it off of a web page. So far, I’ve identified dozens of JSON files, with thousands of fields for mutual funds and thousands more for stocks. And BarChart uses a lot of JSON files as well, so I’m using some of the same tools to retrieve that data.
One historical quotes source I saw on the AmiBroker board is STOOQ.com. Looks good, but I’m so tired of comparing data, I can’t vouch for its accuracy. sigh
I tried to get GuruFocus to do dividend adjustments on their historical quotes, but they weren’t interested. Or at least the customer service rep I got didn’t seem to care about the issue.
Thanks guys!!! Great ideas and cool stuff (i.e., programming, spreadsheets, web sites). Really cool!!! -Jim
EDIT: Again. Great stuff.
Some of what I want to do is pretty simple. Example, compare my fill price to the opening price: a measure of slippage.
I am sure you have already thought of this but this measure of slippage can be done pretty easily with just P123. And P123 probably has the best data.
I just start a new sim with buy rule: Portfolio (“Port I am looking at”) and sell rule Portfolio (“Port I am looking at”) = false
Just set to opening price, run and download transactions and download your edited port transactions. Copy and paste onto the same spreadsheet. There will be some sorting required to get the port and the sim transactions to line up: e.g. sort the tickers in alphabetical order then sort the dates.
And your will probably have to do some manual sorting too. E.g., delete some dividend transactions. But at least when you are done you will know the data is correct or at least consistent with regards to handling of splits.
Again, you have probably though of this but just trying to contribute after getting great input. And regardless, I will definitely be looking into Quandl, Randy’s spreadsheet and maybe keeping XLQ.
BTW, I know Randy now. But in general is to okay to download a spreadsheet, with a macro, from the web created by someone that has an avatar which is a skull with dollar signs? 
Probably a ridiculous question but I’m not an IT person (probably pretty obvious that I am not).
Not that I have anything against skulls or dollar signs. I own (or was given) one and want more of the other myself. Indeed, considering that the dollar signs are in the eye sockets, it should be required on any advertising done by those in my profession (like the warning on cigarettes). HaHa!
Again, much appreciated.
-Jim
I just want to add that I tried to delete part of the above post but could not at 24 hours. I tried because it could, perhaps, be misunderstood (I am not a very clear writer).
To be more clear: I very much appreciate what Randy is doing and his comments. As an aside: I wish I could program like that. And I think his logo/avatar is cool. I am sorry if anything I said about this could taken as negative. Obviously, I did intend to take a light poke at those in my profession who are excessively motivated by monetary considerations and I have no desire to edit that for clarity.
-Jim
I will look more into BarChart.com so I can so add to the resources section of my site.
Also, can you please link me to this mystical VBA spreadsheet which pulls data that you built?
Thx.
//dpa
No offense was taken. To tell the truth, I had never looked at it that way. 
I did choose a different icon for the website. It fits my sometimes used moniker of OgreZed. Less scary, I hope?
Which? I mentioned a variety of items?
PS: A new entry on the historical quotes (and TA) side – API Documentation | Alpha Vantage