Back to Community
Quandl dropping GOOG and YAHOO databases

Last week I received an email from Quandl stating:

On June 30, 2017, we will remove two databases from Quandl: GOOG and YAHOO. Unfortunately, the source data will no longer be available to us, so we cannot continue to offer it on the site.

I assume that means the databases will be unavailable everywhere, Quantopian algorithms included. I've used that data via either csv or pipeline and have come across a large number of backtests that use it as well. Any suggestions for alternate data before they go dark?

9 responses

Google’s and Yahoo’s vendors probably forced Yahoo and Google to make sure no one was downloading and re-using the data on their site commercially since those vendors impose such restrictions and they have been cracking down on web sites. So that in turn, Google and Yahoo probably imposed on Quandl to remove those services and stop deriving commercial benefit illegally from them—which they had no choice but to comply.

Indeed the data on Yahoo and Google (especially Yahoo’s) is decent quality but can only be used personally.

XigniteGlobalHistorical is a commercial service, not free but that provide even higher quality data and features such as automatic adjustments for corporate actions (splits, cash dividends, spinoffs, bonus shares, scrips and stock distributions etc.), automatic identifier stitching so that you can pull full history beyond the corporate action event, easy set of APIs to retrieve summarized intra-day/end of day/weekly/monthly/quarterly quote bars for analysis or charting, daily/weekly/monthly/quarterly historical VWAPs and TWAPs.

Check out Xignite API covering equities and ETFs trading on more than 50 global exchanges and history as far back as 1994 for US securities and 2000 for global exchanges.

Hi Dave,

Yes, we got that email too. We're working on emailing live traders who will be affected and we would like to add a warning to algos that use the dataset.

The good news is that we have the same dataset from a different source through Quandl and the API is identical, so you should just be able to swap your import statements. The other version is this VIX dataset sourced from the CBOE.

Let me know if you have any questions.


The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

I have been quoted $20,000 per annum for US and London stock data and $42,000 for world stock data. With re-distribution rights. There are NO startup deals like with Quandl premium data and no discount of any meaning for using only a few hundred or thousands of stocks.

I did not ask the cost for private only use but I suspect it too will be pretty steep.

Quandl is top of the heap. Also look at CSI Data.

Vijay Choudhary
Not sure if you work for Xignite but you won't get many takers at those sort of prices. Consider start up deals like Quandl offer through Zaks and others

FYI, as of May 12th, the GSPC (S&P 500) dataset from Quandl via Yahoo stopped working. You can see the datasource here:

This is well beyond the June 30th, 2017 notification and no warnings showed up. It affected a Live Trading algorithm of mine and hopefully this post can be a warning to anyone else who might be affected.

I wonder if it has to do with Yahoo changing their API. A lot of 3rd party applications that grabbed their data from Yahoo are unable to update since May 15th.

I wish someone had more details as to what is going on with this retail data. Yahoo could be blamed on Verizon ownership, but that doesn't explain why the GOOG database is being deleted from Quandl. Odd that this is all happening at the same time.

Dave Andrews - Look at my comment above on what might be going on here. Check out XigniteGlobalHistorical API for high quality and fully corporate actions adjusted historical data via API.

@Anthony FJ Garner - Unlike some of our competitors, we don't just throw the data over the wall. We integrate different data sets (security master, corporate actions and historical pricing) to create meaningful APIs that are app- and use-case ready for back testing etc.. Xignite API provide summarized historical intraday bars, weekly, monthly and quarterly bars so the customers don't need to store massive data before they can make it usable. We include historical computed VWAPs and TWAPs in the API output so that customers gets everything they need in one call. We automatically stitch the historical data beyond the corporate actions (mergers, spin-offs, reverse splits, etc) so that customers don't need to buy separate corporate actions data (costing north of $20-$30k alone)... Xignite computes adjustment factor and allow customers tor request fully adjusted data so they don't need to do all the processing. I can go on and on... there are endless features that no other competitors offer. Once you add-up all cost (data and R&D combining different data sets) required to get the results similar to Xignite API, you will appreciate value more. We have few hundreds of customer leveraging on this data today and benefiting tremendously from the quality and ease of use.

I really recommend using MarketXLS as an alternative.
Yahoo Finance API has been discontinued.
I hope it helps.
They have regular updates and customer support unlike yahoo. API provides free access to historical data for 120,000+ Financial Securities (Stocks, Bonds, Commodities, Currencies, Credit Default Swaps, Indices) and Macroeconomic Variables for 120 countries.