Alphavantage errors for UK shares

mxpitt's Avatar


30 Dec, 2017 12:57 PM

I am now using the new Aphavantage extension which appears to work but throws up some irritating errors. I have a number of UK investment trusts which are being updated by the extension. The two problems are:-
1. Some shares require the 'stock exchange' parameter to be London Exchange (GBP) and others London Exchange (pence). I can't see any obvious reason why.
2. Many of the historical values show Volume = 0 for each day and values which are slightly too high. At a guess the values could in US $ rather than UK £.
An example is the share 'Aberforth Smaller Companies' with ticker ASL.
I have had to do considerable manual editing to tidy up the data.
Please investigate these errors.

  1. 1 Posted by derekkent23 on 31 Dec, 2017 11:34 AM

    derekkent23's Avatar

    I am not support staff, just a user.

    You are not the only one with this problem. See this tread starting at post 9 I have stopped using the Q & ER extension and am now using a standalone free program to generate quotes. It’s consistent and reliable. And has a far better coverage of UK funds.

    Hope this helps

  2. 2 Posted by derekkent23 on 01 Jan, 2018 11:25 AM

    derekkent23's Avatar

    I am not support staff, just a user.

    For anyone who is interested take a look at this thread on a third-party Quote and Exchange Rate Program from hleofxquotes.

    Hope this helps.

  3. 3 Posted by mxpitt on 03 Jan, 2018 10:09 PM

    mxpitt's Avatar

    Derek - thanks for update which I'll investigate if this issue is not resolved by MD staff.

    Update to my previous comments.
    1. I had to change all the 'Stock Exchange' parameter to London Exchange (pence). The current values are now mostly correct after re-running the extension.
    2. There is still a time anomaly. On some occasions the current value is 1/100 of the correct value. Example Albion Enterprise ticker AAEV.
    3. The historical values are still about 12% too high for almost all stocks.

  4. 4 Posted by derekkent23 on 03 Jan, 2018 10:29 PM

    derekkent23's Avatar

    I am not support staff just a user.

    mxpitt I would appreciate if you took a look at this third-party Quote and Exchange Rate Program from hleofxquotes. Even if you don't import the data into Moneydance I would like your opinion on its accuracy. See thread

  5. 5 Posted by murkee on 04 Jan, 2018 11:46 AM

    murkee's Avatar

    Yeah, the pence/pounds thing drove me crazy - good news is that by tweaking it you can fix the massive enrichment/near bankruptcy scares that results as the historical data is fixed (with a short delay)

  6. 6 Posted by mxpitt on 09 Jan, 2018 09:29 PM

    mxpitt's Avatar

    The hleofxquotes application works fine on the UK stocks that I have tried. Many thanks. As explained in the documentation it gives the present values. However, I do need the historical values as well - mainly to sort out the incorrect values generated by the Aphavantage extension.

  7. 7 Posted by derekkent23 on 09 Jan, 2018 10:28 PM

    derekkent23's Avatar

    I am not support staff, just a user.

    Hi, have you seen the new PDF in post 3 at

    It outline setting up a default local currency. Once done all GPX/GBP quotes will be in GBP. To prevent the conversion, you now add /GBX/GBX
    Can I get you to post your finding in that thread to consolidate the finding of users.


    If you post in that thread the developer of the program will read your request for price history and possible comment on the feasibility.

    Hope this helps.

  8. 8 Posted by mxpitt on 11 Jan, 2018 08:40 PM

    mxpitt's Avatar

    I have done some analysis of the errors in the historical data generated by the Aphavantage extension. It looks like it's picking up the NAV value rather than the share price. For some investment trusts the discount or premium can be 10% or so which makes the errors very obvious. I'm only looking at London based shares so I can't say if the problem applies to other exchanges.

    Anyone care to comment or check if it's the case with their stocks?

    IK support - please check if this explains the errors.


  9. 9 Posted by mxpitt on 11 Feb, 2018 08:43 PM

    mxpitt's Avatar

    Update to my previous comments-
    The current values of all the shares are now being picked up correctly which is good news. However, the historical values are wrong and as I have explained before appear to be the NAV (net asset values). In each row high = low = price and volume = 0.
    IK support - please look at the following.
    1. Check how the NAV values are being picked up rather than the actual share values.
    2. Could you include start date - end date parameters in the extension so that only the values required are picked up rather than 3 month's worth.
    3. Is there some way to broadcast the present problems with this extension and the status of its further development. More and more threads are being created by frustrated users who are all 'discovering' the issues without realising that the problem is well known.

  10. System closed this discussion on 13 May, 2018 08:50 PM.

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