0
votes

I was retrieving some quotes from Yahoo finance today, and I received some very strange values. Consider the following query:

http://query.yahooapis.com/v1/public/yql?q=select%20Date%2C%20Open%20from%20yahoo.finance.historicaldata%20where%20symbol%20%3D%20%22JAH%22%20and%20startDate%20%3D%20%222013-03-1%22%20and%20endDate%20%3D%20%222013-04-10%22&diagnostics=true&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys

which retrieves the quotes for the Jarden corporation, starting at 2013/03/01, up to 2013/04/01. Now at the dates 2013/03/18 and 2013/03/19, there is a sudden price drop of about 20 dollars. This price drop is not visible on the Yahoo finance website (http://finance.yahoo.com/echarts?s=JAH+Interactive#symbol=JAH;range=1y), or any other financial source for that matter.

Therefore, I think the quote data has to be wrong. Another fun fact if you were to take the price retrieved from the API at 2013-03-18 (the last incorrect price), multiply it with 2/3, you arrive at the price displayed on the website (64.24 * 0.6666666667 = 42.16).

Does anyone have even the slightest idea of what is going on here?

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1 Answers

1
votes

On Mar 19, 2013 there was a 3: 2 Stock Split

http://finance.yahoo.com/q/hp?s=JAH&a=2&b=29&c=1993&d=2&e=26&f=2014&g=d&z=66&y=198

The historical opening price are not adjusted for dividends and splits