mvport

[Dario Maimone Ansaldo Patti]

Dear All,

I am looking at the mvport package. I am just wondering whether it allows the download of stocks only or whether it is possible to download other assets as well.

For instance I typed:

returnsyh AAPL "GC=F" "CL=F" "UCG.MI", fm(1) fd(1) fy(1990) lm(04) ld(30) ly(2015) frequency(d) price(adjclose)

where CG=F and CL=F are the ticker for gold and crude oil respectively.

The software renders:

Yahoo does not have the ticker GC=F or could not be reached
Please make sure you are online and/or redefine your range
Yahoo does not have the ticker CL=F or could not be reached
Please make sure you are online and/or redefine your range


Could you please clarify me the point?

Best regards

Dario

[Alberto Dorantes]

Hi Dario. Up to now, Yahoo Finance does not allow to download historical prices for non-stock instruments such as futures or commodities. The returnsyh command donwloads historical data for any ticker with historical data in Yahoo. Up to now, I know that stocks and market indexes have historical data.
By the way, Yahoo Finance changed the web link to download data, so the returnsyh.ado command has to be updated. You can check the following statalist entry to check this out:
http://www.statalist.org/forums/foru...-data-download
Best regards... Alberto

[Dario Maimone Ansaldo Patti]

Dear Alberto,

sorry for my late reply. Thanks a lot for your answer. I have also amended the ado file following your instructions in the post you mentioned.

best regards
dario

[Alberto Dorantes]

Dario: unfortunately, Yahoo Finance just decided to stop its API service that has been working for many years. Now the only way to download finance data from Yahoo Finance is through its web page. I'm sorry that the returnsyh command is not working due to this situation. I found this entry by a Yahoo employee about this:
https://forums.yahoo.net/t5/Yahoo-Fi...p/250503#M3064
The other commands of mvport work ok with any dataset.
Best regards... Alberto

[Dario Maimone Ansaldo Patti]

Dear Alberto, indeed it worked very well until a couple of days ago. Yesterday I tried to use it it again and in fact it does not work anymore. It is really a pity, as it was very useful...Thank you very much for your help and suggestions,

best regards

dario

[Alberto Dorantes]

Dario, if you are interested on an alternative command to returnsyh, let me know. I just finished writing the command returnsql, which pulls online financial data from any database of the Quandl.com web repository. Ths summer I plan to submit to ssc a new version of the mvport package including this command.
If you or anybody is interested in the first version of this command, send me an email to [email protected].
Regards... Alberto

[Dario Maimone Ansaldo Patti]

Alberto Dorantes Dear Alberto, I hope you are doing well. Any news regarding the usage of returnsyh to download data from Yahoo finance. It seems that it is still impossible to download date. In your last post you mentioned a new command, returnsql, which allows to get data from quandl. Could you please let me know when this command will be available? Thanks in advance. Dario

[Alberto Dorantes]

Hi Dario. I wrote the getsymbols command, that is a new version of the returnsyh command. Just install it from ssc:

ssc install getsymbols

It has the same syntax than returnsyh, but now getsymbols can download data not only from Yahoo, but also from Quandl, Google Finance and Alpha Vantage.

[Dario Maimone Ansaldo Patti]

That is fantastic Alberto. Thank you so much!

[Dario Maimone Ansaldo Patti]

Alberto Dorantes Hi Alberto, sorry to bother you again, Just a quick question, Is it possible to download data for physical currencies from Alpha Vantage using getsymbols? I have tried this, but it seems to me that from that this is not possible. Am I right?

Thanks a lot

Dario