Why Historical Stock Data Differ Across Finance Providers

Summary

The document addresses why historical daily stock data from Google Finance and Yahoo Finance may contain different dates or values. It identifies several potential sources of disagreement: different underlying historical feeds, differences in how data are collected, varied handling of corporate actions and price adjustments, and post-trade corrections. Since each service may combine information from multiple feeds, discrepancies can arise even when both present familiar daily fields such as open, high, low, close, and volume.

A response also recommends comparing adjusted prices, suggesting that one provider's closing-price adjustment may explain some differences. This is a troubleshooting checklist rather than a diagnosis of the user's specific Swedish-market dataset. The document does not establish which source is more accurate, quantify error rates, or provide a method for resolving conflicts. Traders and researchers should verify adjustment conventions and data provenance before treating provider histories as interchangeable.

Key ideas

• Historical market data can differ because providers rely on different source feeds.
• Collection methods and corrections can change dates or reported values.
• Corporate-action handling and price-adjustment conventions may create discrepancies.
• Comparing adjusted prices can help identify some differences between datasets.
• The document does not determine which provider is correct for the example described.

Tags

# Data point discrepancy between Google Finance and Yahoo Finance


# Data point discrepancy between Google Finance and Yahoo Finance












I have been comparing the historical stock data I am getting from Google Finance and Yahoo Finance. I am only getting six datapoints per day (date, open, high, low, close, volume). I have downloaded data from the Swedish stock exchange (Large Cap stocks).

Somehow I always end up with a little bit fewer set of datapoints (i.e. less dates) from Google. Do you know what the reason for this is?

## Answer by Eli (score 1)

https://quant.stackexchange.com/a/15276

There is a similar question (not fully duplicate), but still -- the answer may provide a sufficient information.

In short, the reasons for discrepancies is usually:

- initial data sources (historical parts)

- the way data are collected (pure end-of-day or tick data)

- the way adjustments and corporate actions are handled

- the way post-trade corrections are handled

Since the data sources for both sites are mix of different feeds, all kind of errors may occur.

Yahoo sources: https://help.yahoo.com/kb/finance/SLN2310.html?impressions=true

Google sources: http://www.google.com/intl/en/googlefinance/disclaimer/

## Answer by arodrisa (score 0)

https://quant.stackexchange.com/a/15275

In my opinion, all this sites with free data may have problems,you need to compare them. But if it is the same amount, just check the Adjusted Price, maybe yahoo has not adjusted the closing price.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.