Saturday, December 9, 2017

MATLAB Bug Fix on Yahoo API [Data]


The definition of "fix" in code development has changed quite a bit from the old days. From MathWorks' bug report on using the datafeed toolbox's Yahoo API:

Summary

Unable to connect to and retrieve historical data from Yahoo! in MATLAB

Workaround

Yahoo! has reportedly changed its API and site structure, which has resulted in connection errors. According to Yahoo!'s forum, ichart.yahoo.com will undergo structural changes that will not cover existing functionality. Since the fetch function accesses ichart.yahoo.com to retrieve historical and intraday data, connecting to Yahoo! using the Datafeed Toolbox is no longer supported.
As a possible workaround, a list of other service providers that are supported can be found at the link below:

 http://www.mathworks.com/help/releases/R2017a/datafeed/communicate-with-data-servers.html

Fix

As of R2017b, Yahoo! is no longer documented as a supported data provider.
I have moved to use an alternative website and scrap the data there instead a year ago, when the Yahoo API first had the API problem. Back then, MathWork did end up releasing a fix.