Historical Price Spikes and Rollercoasters

[matteopeo]

Hi, I am having troubles with some investments having odd price spikes when downloading historical prices and others showing very large intervals daily.
That unfortunately spoils all the value-cost and similar graphs for any portfolio involved..

Attached are two examples, one with a spike, the other with large daily intervals...

The spike is nothing more than the normal price, but x100. I read about the pence/pound issue, and followed the instructions to avoid it. I do not understand why it happens only for one date, in fact.

Spike Single Data

Eur Ex UK spike.jpg (196.66 KiB) Viewed 1659 times

The intervals seem more random, but always fairly regular, at +/- 12...

Interval Rollercoaster

EM RollCoast.jpg (240.89 KiB) Viewed 1659 times

It happens with ETFs, quoted on the LSE.

I use Yahoo Historical for data retrieve. Symbols, in these two examples (they are not alone) are: UC59.L (spike) and VFEM.L (intervals)

Any idea on how to correct this / why it happens?

Many thanks,

Matteo

[Mark]

Hi Matteo,

This looks like a problem with the data from Yahoo. The way to debug this is look at the recorded prices in Fund Manager, and compare to what you see using your web browser and going to the quote server. For example, if you go here:

https://finance.yahoo.com/quote/VFEM.L/history?p=VFEM.L

You can see the "Close" price seems to be bouncing between 42 and 54 recently on Yahoo. I am not sure why the data is messed up on Yahoo. Hopefully they will resolve it soon, or you might need to try and find a different quote server to use for ETFs on the LSE.

[matteopeo]

Hi Mark,

Thanks for the speedy and exhaustive reply.

It seems indeed that Yahoo is getting quite a few random data, at least for ETFs (both current and historical). I switched all my symbols to WSJ servers and all prices of ETFs, current and historical, are back on track...

Cheers,

Matteo