- ago
The alert above is shown in the bottom line for Yahoo when doing a backtest (Yahoo: Failure ....).
What does this mean and how to resolve it?
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- ago
#1
One cannot resolve the error on his/her own because it indicates a serious failure. Thanks for the heads-up.
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#2
I looked into it and so far there is an unexpected condition on Yahoo's side: the server isn't setting cookies for some reason. Yahoo streaming quotes may be broken while it lasts. I'll get back when I have an update.
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Cone7
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#3
And this is why you cannot let your trading depend on Yahoo! services. We go through these outages and server changes at least once every year, sometimes more. Often it's temporary, other times it's a permanent change on the server end that we (Eugene) needs to react to. Right now, we're not sure which it is.
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#4
Thanks for the info!
@Cone: So, what data provider do you recommend (since Yahoo does not work properly)? Unfortunately, WealthData does not cover all the stocks of my underlying backtesting-portfolio.
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#5
Yahoo's historical data does not seem to be affected by this outage. It's just a warning message in this context.
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#6
Maybe the historical Yahoo data is affected, though? Because, when doing a data update for Yahoo the last bars added are from the 27th of April 2022. But for other data providers (e.g. MorningStar) data updates show added bars for the 28th of April 2022 already.
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#7
No, for me the last bar is 28-Apr (U.S. stocks) or 29-Apr (cryptos). Maybe it's different in your region though.
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Cone7
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#8
Let me start off by saying that every provider can have trouble at some point in time, but we know from years of experience that Yahoo! will stop working once or twice each year, and sometimes for several days.

Probably any paid Provider (IQFeed, CSI, Alphavantage, etc.) is the most reliable.

We're still waiting for Norgate Data (https://norgatedata.com/) to build their adapter for Wealth-Lab 8. I think Norgate the best and most reliable EOD data provider. Actually, you could use their Premium Data product (https://premiumdata.net/) now and connect to it using the Metastock adapter.

Free sources for U.S. Stocks, WealthData followed by QData is a pretty reliable combination with [almost?] all coverage.

Broker feeds are also pretty good as long as you don't need a lot of data quickly. Brokers tend to provide what you need to trade with, not backtest with.

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#9
We have a fix for Yahoo's streaming quotes but will keep an eye on it before rollout to avoid potential side effects.
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Best Answer
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#10
That's really good news! Thanks a lot!

@Cone: I will try your suggested combination of WealthData & QData! Thanks for the hint!

Generally, I use Interactive Brokers as the trading platform and also tried to connect to WL8 (I only need end of day data, no intraday data!), but although the port number and other preferences seem correct, however the connection and data update does not work.
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Cone7
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#11
QUOTE:
the connection and data update does not work
Let's follow it up on a separate topic, because the IB Provider works very well! Update to the latest TWS, get the latest IB Provider build for Wealth-Lab, and we'll take it from there - but create a new topic for this please.
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#12
QUOTE:
We have a fix for Yahoo's streaming quotes ...

On WL6, Yahoo seems to work for the first 150 requests okay, then returns a 401 error for all subsequent requests. It's as if they are now limiting how many requests a given IP address (for a client) can have now.

Be sure to fix Yahoo data for WL6 as well as WL8. WL6 remains my production trading platform until my strategies can take full advantage of the new features of WL8.
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#13
Although we do not plan to make fixes to the legacy platform, writing a sensible error message to the WL8 log once the 150 request quota is reached would be something to consider. Thanks for the heads-up.

If restarting WL8 and/or retrying update at a later time won't help, you can switch to a different ISP or VPN to finish the data update.
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#14
I'm using WL8, Build 4 and I can't update my stock trackers. How do I proceed?
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#15
Don't update more than 150 symbols with Yahoo data as @superticker suggests. But if you do then make sure there are other providers checked on the Historical Providers tab (Data Manager) for WL8 to fall back on them.
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#16
QUOTE:
... writing a sensible error message to the WL8 log once the 150 request quota is reached ...

I would proceed with the download until three consecutive error 401s occur, then I would terminate with a "quota exceeded" error message.
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Cone7
- ago
#17
QUOTE:
How do I proceed?
If for U.S. markets, just don't use Yahoo! Use Wealth-Data first, followed by Q-Data, or another option, like Morningstar.
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#18
I solved my problem using the Provider Morningstar.
I hope you can solve the problem with Yahoo soon.
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#19
If you're trying to download more than 150 symbols using the Yahoo provider, we (or any other software) cannot work around such quota in the free data feed.
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#20
QUOTE:
Although we do not plan to make fixes to the legacy platform, writing a sensible error message to the WL8 log once the 150 request quota is reached would be something to consider.

On second thought, there is no 150 request daily quota. Maybe it's a burst quota but there are different opinions and estmations for hourly quota.

The problem remains, Yahoo isn't setting the cookie anymore. We will have to wait until it gets resolved somehow on their end.
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#21
Many years years ago, I was using Yahoo as a (free) data provider.
Eventually, because of data errors, I ended up getting so many problems, that the money lost because of it, is more than enough to pay any reliable EOD provider for my lifetime. After that, I remember subscribing to Reuters DataLink, eSignal, and other quality providers and never had a problem. Eventually, I found PremiumData/NorgateData and never changed again: reasonable pricing and very high quality. Sure, there are things that could be improved (their futures update happens a few hours later than the opening time; not many options to adjust rollovers; the product offering is a bit confusing between the Metastock oriented PremiumData and the newer NorgateData that mostly works integrated with back-testing platforms, but can be exported to CSV), but the most important is there - quality.

Unless Yahoo improved dramatically since then, if you take your trading seriously, then I would stay away from it.

On the plus side, for the clients of Wealth-Lab, Wealth-Data seems very reliable and additionally abstracts you from worrying about the effects of survivorship bias when testing against indexes (I believe its available for US and DE markets).
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