- ago
In WL8 it works in many cases fine downloading EOD securities from Yahoo Finance including sometimes - not always - data spikes or missing or wrong data. That also works with futures. The issue: The securities names from Yahoo Finance are missing. Example: Soybean Futures:



How can I edit / add / change all the missing names in"My Datasets" so it looks like this and also can be sorted in a helpful way? Example as it should look like (here: Soybean Futures):

ZSN24.CBT Soybean Futures 2024-07
ZSQ24.CBT Soybean Futures 2024-08
ZSU24.CBT Soybean Futures 2024-09
ZSX24.CBT Soybean Futures 2024-11
ZSF25.CBT Soybean Futures 2025-01
ZSH25.CBT Soybean Futures 2025-03
ZSK25.CBT Soybean Futures 2025-05
ZSN25.CBT Soybean Futures 2025-07
ZSQ25.CBT Soybean Futures 2025-08
ZSU25.CBT Soybean Futures 2025-09
ZSX25.CBT Soybean Futures 2025-11
ZSF26.CBT Soybean Futures 2026-01
ZSH26.CBT Soybean Futures 2026-03
ZSK26.CBT Soybean Futures 2026-05
ZSN26.CBT Soybean Futures 2026-07
ZSU26.CBT Soybean Futures 2026-09
ZSX26.CBT Soybean Futures 2026-11
ZSX27.CBT Soybean Futures 2027-11

Any help appreciated.
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Cone8
 ( 5.88% )
- ago
#1
In a C# coded script, you can change the Security Name by assigned it to the BarHistory SecurityName property.
Otherwise, the Security Name is a Data Provider function, and, the data provider's source has to provide it.

I definitely recommend that you forget about using Y! for futures. The data is (in my experience), let's be nice about it... crap.
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- ago
#2
@Zetty, please avoid tagging all your topics with #KnowHow. Thanks.

If Yahoo doesn't provide the security name the provider leaves it as is, empty.
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- ago
#3
@Cone, thanks. I have to think about C# - it's new for me.

I also use some other known platforms for downloading, analysis, backtests or charting - sometimes including R programming language for comparing data / data deltas from several sources to see the data precision in lists or graphical view. Y often - not always - has clear problems building continuous contracts or with splits or reverse splits on stocks. And it is alway a question of data quality control at Yahoo Finance or elsewhere.

Yes, I agree with you, there are better sources for futures data than Y. But all data sellers have the about same problem: They don't garantee anything for their data quality. As you say in the US: Take it or leave it... ;-)
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- ago
#4
@Eugene, thanks.

Yahoo Finance (Y) does in most cases provide the name of the security. I also use e.g. AmiBroker (AB) with different data sources since many years - not just WL8. It's no big deal with AB to get the name and some more other basic data from securities (stocks, ETFs, etc.) from Y. And if one name should be missing: It takes me less than 10 seconds to open the AB database to add the name or other basic data on that specific security and without any programming. Daily Y-downloading / updating more than 20.000 securities from several countries and exchanges with AB I know what I'm talking about. ;-)
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