Data provider alternatives with dividend-adjusted data?
Author: ruediger78
Creation Date: 5/19/2017 6:13 AM
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ruediger78

#1
Since Yahoo data provider doesn t work anymore, I wonder if there are any other free or paid data providers, that offer dividend adjusted data.
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Eugene

#2
Re: Yahoo: "doesn t work anymore" = "doesn't work yet".
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ruediger78

#3
Ok, but any other options meanwhile?
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Cone

#4
Here's a routine that you can use to adjust Wealth-Data for dividends. Remember, if you're using dividend-adjusted data, make sure to disable "Apply dividends to backtest results.." in the Preferences (F12) > Backtest Settings.


CODE:
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Eugene

#5
Re: other options. Morningstar and Stooq may be dividend-adjusted but you'd want to check out yourself.
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ruediger78

#6
Thanks Cone and Eugene for your ideas. To be more precise I need the data for these symbols: AGG BIV BLV BND BSV BWX CIU CSJ EDV GVI IEI ITM JNK LQD MBB MUB PCY SHM SHY STPZ TFI TIP TLT VCIT VCLT VCSH VGIT VGLT VGSH VMBS WIP
These are bond ETFs on which I do a rotation strategy. Some of these have very high dividend yield compared to their movement. So to measure the performance it is really important to include the dividends in the calculation.
For now I tried Morningstar, Quotemedia, Nasdaq. All of these have data, but its not dividend adjusted. When trying to download Wealth Data for 8 sysmbols I get the message, that those are not part of my subscription. For the rest there is no data found. Stooq doesnt have data for any symbol.
Any other ideas?
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Cone

#7
Wealth-Data just covers the Dow 30, S&P 100, and Nasdaq 100 stocks. Sorry we can't help you there.

Until the dust settles at Yahoo!, for the next week or two, you can update your data by hand using the Bar Data Editor. It's a little painful for that many symbols, but just open a chart for each symbol, double click anywhere in the chart area, and then add a new bar(s) by entering the data - ensure that you specify the new Date.

There's no way to enter dividends this way, but maybe this will get you by for the time being.

Note!
You can actually use any EOD source that you wish for pricing and apply the dividends using the method I gave above. However, since Wealth-Data doesn't have the dividends for those symbols, make this change:
CODE:
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