Close prices don’t align with YF

Technical Help
#1

Hello fellow QRs,
I’m doing a quick data - sense check with the ‘usstock-1d-bundle’ and noticed a discrepancy between Yahoo Finance (Adj Close) and the bundle data:

image (8)

QR HYG and QR SPY are the values from the bundle
HYG and SPY are the values from yahoo finance
Sids:

  • HYG FIBBG000R2T3H9
  • SPY FIBBG000BDTBL9

(Google Finance has the same numbers as Yahoo Finance).
I understand the bundle data should be stock and dividend adjusted - any input as to why these are different is much appreciated.

#2

Investigating...

1 Like
#3

Thanks! Let us know if you need any more information from our side.

#4

The root cause has been identified and a fix will be deployed this weekend.

#5

Thanks Brian. Was it a data or a process issue?

Could you let us know when the fix has been deployed? Thanks!

#6

This issue is now resolved and should be reflected the next time you ingest a bundle update (or should already be reflected if you have ingested since Friday night).

Note that, due to rounding differences in dividend amounts, adjusted price series from different vendors usually won’t match exactly. Also note that Yahoo is missing the Nov 2012 dividend for HYG, so the Yahoo data is off when looking at pre-2012 data.