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Historical Price Spikes and Rollercoasters

Questions about updating prices or transactions in Fund Manager

Postby matteopeo » Sun Jul 09, 2017 12:39 am

Hi, I am having troubles with some investments having odd price spikes when downloading historical prices and others showing very large intervals daily.
That unfortunately spoils all the value-cost and similar graphs for any portfolio involved..

Attached are two examples, one with a spike, the other with large daily intervals...

The spike is nothing more than the normal price, but x100. I read about the pence/pound issue, and followed the instructions to avoid it. I do not understand why it happens only for one date, in fact.

Eur Ex UK spike.jpg
Spike Single Data
Eur Ex UK spike.jpg (196.66 KiB) Viewed 1455 times


The intervals seem more random, but always fairly regular, at +/- 12...

EM RollCoast.jpg
Interval Rollercoaster
EM RollCoast.jpg (240.89 KiB) Viewed 1455 times


It happens with ETFs, quoted on the LSE.

I use Yahoo Historical for data retrieve. Symbols, in these two examples (they are not alone) are: UC59.L (spike) and VFEM.L (intervals)

Any idea on how to correct this / why it happens?

Many thanks,

Matteo
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Postby Mark » Sun Jul 09, 2017 9:11 am

Hi Matteo,

This looks like a problem with the data from Yahoo. The way to debug this is look at the recorded prices in Fund Manager, and compare to what you see using your web browser and going to the quote server. For example, if you go here:

https://finance.yahoo.com/quote/VFEM.L/history?p=VFEM.L

You can see the "Close" price seems to be bouncing between 42 and 54 recently on Yahoo. I am not sure why the data is messed up on Yahoo. Hopefully they will resolve it soon, or you might need to try and find a different quote server to use for ETFs on the LSE.
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
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Postby matteopeo » Sun Jul 09, 2017 1:40 pm

Hi Mark,

Thanks for the speedy and exhaustive reply.

It seems indeed that Yahoo is getting quite a few random data, at least for ETFs (both current and historical). I switched all my symbols to WSJ servers and all prices of ETFs, current and historical, are back on track...

Cheers,

Matteo
matteopeo
 
Posts: 18
Joined: Sun Jul 09, 2017 12:07 am


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