yahoo historical data quality
You have to go through their help pages: http://help.yahoo.com/l/us/yahoo/finance/basics/fin-01.html It is not always easy and not immediate, but you can usually get them to change something.
Andy Zhu wrote:
Hi,
Encountered problem with historical price, missing data from
yahoo/finance. Here is an example: ticker = 'ATML', dates =
c('2000-08-28', '2000-08-29') (Mon and Tue). Yahoo doesn't show data for
these two dates so Quantmod simply doesn't pick them up with Yahoo.
However, when I check with Google/finance, it does show up data for these
2 dates. How do you guys handle these missing data in a systematical way?
do you have any information of how to communicate with Yahoo person?
Thanks.
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