Quote Loader Date Issue with Cryptocurrencies?

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moneydance

30 Oct, 2021 08:15 PM

I'm successfully using Quote Loader for stocks (thanks for a great Extension Mr. Bray!). I have recently started using it with cryptocurrencies and I am having some trouble with downloading historical price quotes. I was wondering if anyone had any thoughts on what I am doing wrong? There are two things that I am having difficulty with...

1) From what I can see, it appears to be downloading the history but the dates are off by one day, starting with yesterdays history (one day older than seen in the Yahoo for the same data).

2) The current days price is also in the history, which I wasn't expecting. Is this the right? Todays (incomplete?) price history appears in the Yahoo history section, so maybe this is complicating things?

I am using Moneydance 2021.1 (3069) and QuoteLoader v3042. I have also tried with Moneydance 2022.2 (4060). I am in the Eastern time zone in the US, if this helps.

I have included a few screenshots. They were taken on 10/30/2021 around 3:00 PM Eastern US.

Any assistance is appreciated!

Thanks!

Chad

  1. 1 Posted by moneydance on 30 Oct, 2021 08:16 PM

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    Missing Security History Screenshot

  2. 2 Posted by moneydance on 30 Oct, 2021 08:38 PM

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    Security History before launching Quote Loader

  3. 3 Posted by derekkent23 on 31 Oct, 2021 10:23 AM

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    I am not support staff, just a user.
    Hi Chad

    I think the issue is unlike other markets the cryptocurrency market is never closed. It open 24 hours every day of the year. Thus, there is no true Close although it operates using GMT (UTC).

    I think what you are seeing is a Yahoo issue. In my option Yahoo should take its closing data at midnight GMT. Others may have a better informed option than me.

    Quote Loader takes its data from the Yahoo historical data web page.

    The problem is Yahoo is adding a data line to what is supposed to be historical data which is in fact current data during the 24 hour GMT trading day. As you spotted in your screen shot of the Yahoo historical page a line exists for the 30th were the Close price is the same as the Current price. In my opinion Yahoo should not have added a line for the 30th until the end of that trading day at midnight GMT.

    As it is during a trading day the Close price will keeps changing so that unless you refresh the web page at the same time as you run Quote Loader the price you see may be different. Note: although the Current price on the web page updated automatically the Close price does not update unless you refresh the page. Quote Loaded however always uses the refreshed Close price.

    The only thing I can suggest is always run Quote Loader at the same time each day to take a consistent snapshot.

    Note: if you run Quote Loader more than once a day you may want to tick the Override Current Price box to ensure last dated and Current Prices in the Moneydance Security Price History window are the same.

    I have posted a link to your discussion to Mike in case he has any better suggestions.

    Hope this helps.

  4. 4 Posted by Mike Bray on 31 Oct, 2021 10:39 AM

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    To be fair, Quote Loader has never been tested with Crypto currency history. There may be a difference in the pages. I will have a look.

  5. 5 Posted by moneydance on 01 Nov, 2021 04:33 AM

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    Thank you both for the prompt replies and suggestion! I do agree that there is something a little goofy going on with the Yahoo crypto history. I will give your suggestion a try and see how it works out. Please let me know if you come across anything else to try. Thanks again!

  6. 6 Posted by Mike Bray on 01 Nov, 2021 06:17 AM

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    I have run Derek's test file and it returned a date of today with a new price. This was run at 06:10 GMT. The Yahoo web page for historical prices has a line for 11/1/21 which QL has interpreted correctly.

    QL searches through the web page for a table of prices. Once found it goes through the table one row at a time and does the following:

    1. If the row does not have a price it is ignored
    2. If the row contains a dividend it is ignored
    3. If the date is before or equal to the last date saved in history the process stops
    4. If the row contains a price and date it saves the row.
    5. The first row that is saved becomes the current price

    The table of saved rows is returned to the updater which loads the data into the history table for the security.

    Derek's analysis is correct.

    Hope this helps.
    Mike

  7. 7 Posted by moneydance on 01 Nov, 2021 01:08 PM

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    Thank you Mike!

    I have also noticed that starting with the second row, the date on the history on the web page is off by one day as well. This date is one day older. The CSV returned from the Download link above the Volume column header on the same History page seems correct and matches other historical data sources (coinmarketcap.com); although this CSV still provides the incomplete data for today. Guess we are are dealing with a little bit of a mess with the source data, making it impossible to accurately interpret the history.

    Again, thanks to you both for your time spent investigating!

  8. System closed this discussion on 31 Jan, 2022 01:10 PM.

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