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PSS Developers Forum -> how to download history data
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2009-08-07 07:43:42
1 of 8
#1389
Hi, I am trying to calculate weekly stochastic values and for this reason need to download several weeks of data. So, I do ticker.downloadHistoryData for a history range and capture event in onHistoryUpdate. So far so god. But I see discrepancy in data at least for some symbols. Like, for example, PLD shows differences in data, starting at 61st day, for TUP, starting at day 42.

Looks like there is a fundamental issue that I am missing in my assumtions. Is there a limitation on a number of history data which could be downloaded at one time? is there a teimeout limitation? Can download be interrupted by some application event and corrupt data?

BTW, i tried at least to servers: yahoo and TD and got similar results with both.
Posted by: serbogus
2009-08-08 10:28:52
2 of 8
#1393
in reply to #1389
Differences as compared to what data? Keep in mind that we're just reporting the data we're getting from the data source. Which data are you using? Are you using intraday or historical data? Intraday data in particular will be limited by the data sources, so you would not, for example, be able to get more than 60 days of intraday data.
Posted by: Anatoly
2009-08-09 10:07:01
3 of 8
#1394
in reply to #1393
Hi, it is dayly history data, not the intraday data:

Here is an example:
yahoo history page reports data for PLD on may 4, 2009 as
4-May-09 8.76 9.36 8.66 9.24 22,790,600 9.07
Data loaded from the yahoo server in pld.txt file are (same as I get from getHistoryData):
05/04/2009 00:00 9.07 9.19 8.50 22790600 8.60 0.00 0.00

So, the data do not match the data from Yahoo (and ameritrade too);

More over I tried to download data to the spreadsheet from Yahoo (do you use this method for downloading from yahoo?), it is still correct.
Posted by: serbogus
2009-08-09 10:35:54
4 of 8
#1395
in reply to #1394
Do you have your updates set to allow price updates after hours?
Posted by: Anatoly
2009-08-09 10:39:42
5 of 8
#1396
in reply to #1395
Actually the reason for the difference is that PSM adjusts the open/high/close values based on the adjusted value reported by Yahoo, in this case which was due to a dividend. Yahoo's open/high/low data, you will notice, is not adjusted even though they reported the adjusted price. If the data is not adjusted, then the adjusted price can actually fall outside the high/low range for the day.
Posted by: Anatoly
2009-08-09 13:48:07
6 of 8
#1397
in reply to #1396
Is it possible to turn off the adjustment?
Posted by: serbogus
2009-08-09 13:53:42
7 of 8
#1398
in reply to #1397
I knew you were going to ask that. No, there is no option for that right now.
Posted by: Anatoly
2009-08-09 14:03:27
8 of 8
#1399
in reply to #1398
Please add it as a feature request for preferences.
Thanks.
Posted by: serbogus