getsymbols.ado

[Allan Gregory]

I have written numerous programs over the years downloading Yahoo stock data and suddenly today, I got error message 631 which refers to a firewall. I have done nothing in regards to the firewall. It might be at Yahoo end b ut not sure.,
Also, I tried the option with google (finance) and ran into similar problems

Anyone else with this?

[William Lisowski]

The following worked successfully for me just now (code stolen from an earlier post)

import delimit "https://query1.finance.yahoo.com/v7/finance/download/%5EVIX?period1=1262304000&period2=1618531200&interval=1d&events=history&includeAdjustedClose=true" ,clear

Please have a look at the Statalist FAQ for advice on effectively posing your questions and sharing Stata output. It would be helpful if you were to run the commands that get the error message and then copy those commands and their output from the Results window and pasted time into a new reply here using code delimiters [CODE] and [/CODE] to surround the pasted output. Then we could do a better job of trying to reproduce your experience.

[Scott Merryman]

It appears that URLs in -getsymbols- have changed. If you change line 16 from

local urlyahoo = "https://l1-query.finance.yahoo.com/v7/finance/chart/"

to

local urlyahoo = "https://query1.finance.yahoo.com/v7/finance/chart/"

Afterwards, downloading from yahoo appears to work. I don't know what changes are necessary Google.

. getsymbols WMT, fy(2014) fm(3) fd(2) ly(2015) lm(6) ld(30)  price(adjclose) keepall yahoo clear
The data is being pulled from Yahoo.com ; the variables of this dataset are:
     open high low close adjclose volume
Period returns were calculated using the variable: adjclose and only this variable was kept; if you want to keep all variables use the option keepall
Symbol WMT was downloaded
336 periods of 1 symbol(s) from Yahoo were downloaded.
Number of observations with valid prices for all symbols: 336  out of  336

[Allan Gregory]

Thanks Scott, that was quite helpful

[Alberto Dorantes]

Thanks Scott! I received some emails about this problems with getsymbols. Thanks for finding a solution! I will update the getsymbols command

[Alberto Dorantes]

getsymbols 1.1 is up at ssc.

You can now install the new version of getsymbols from ssc:

ssc install getsymbols

If you had a previous installation of getsymbols, type:

ssc install getsymbols, replace

This will fix the problem with Yahoo Finance