By getting LSE stock data from Google Finance, this downloader fixes the problem caused by downloading EOD data from Yahoo, which will give the adjusted prices of the stocks, whereas LSE stocks are not listed in adjusted prices. So that's good.
The problem is that Quantshare appears to be creating, out of thin air, historic stock price data for UK national and bank holidays when the LSE is closed (for example, on Dec. 25 & 26). The prices quantshare shows for these dates are typically far below the stocks actual traded price, and the volume "traded" on these dates is always zero.
These false data cause all technical indicators, especially ones that reflect price variances, to be off, and sometimes wildly so.
I can manually delete all these data points from the data, but it is tedious and time consuming. I'd greatly appreciate a fix for this, or guidance about how to fix this myself.
Thanks for your reply. I don't know where the source of the problem is. It may be QuantShare, or it may be something in the data. I'm not entirely sure how I would know the difference. I can show you what's going on though.
I'll use an example to illustrate the problem. Here's price data from Google Finance for the stock SSE.L for the dates May 22-26, 2015:
Open High Low Close Volume
May 26, 2015 1,675.00 1,675.00 1,642.00 1,645.00 1,623,208
May 22, 2015 1,662.00 1,672.00 1,656.15 1,666.00 1,310,832
Monday, May 25 2015 was a bank holiday in the UK, the LSE was closed, hence there is no data for that date.
Here's the data QuantShare uses to chart the price movement for SSE.L, which I downloaded from Google Finance using the aforementioned downloader and accessed using the database editor (note the column heading changes):
Close Open High Low Volume
22/05/2015 1666 1662 1672 1656.15 1310832
25/05/2015 1601.124 1601.124 1601.124 1601.124 0
26/05/2015 1645 1675 1675 1642 1623208
So you see, for whatever reason, QuantShare shows price action for this stock on May 25, even though the LSE was closed that day, and even though Google Finance EOD historical data doesn't have any data for that date.
As I said before, this happens for every LSE listed stock for all UK Bank and national holidays. So for example, there will be the same problem on Dec. 25 and 26, and Jan. 1, among other dates.
I have no idea why this is happening, and I wouldn't have any idea what to debug, if indeed there is a bug in the downloader, or how to go about doing it. That's why I've come to you for a fix, which I would greatly appreciate since not having accurate price data has a seriously negative impact on the utility I get from this software.
By the way, when I choose to "Update Downloader", then click on parser, then hit the next button a few times to get a sample input and output, I get the following for the same stock and dates mentioned:
So the sample data correctly show no data point for 25 May 15. Again, I have no idea why the sample data looks fine, but when I then access it either through the graphical interface or via the database editor, it then shows fake price data for dates when the LSE is closed for holidays. Is this a bug in the downloader, or is there some kind of back end to the data from google finance that I'm not aware of?
Then that data (on 25-May) was certainly downloaded previously using another item.
Before running the downloader, check "Remove old data" (in the Download Manager) to make sure previously saved data for any requested symbol is deleted first.
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