Today we released a new version of Excel Price Feed. To update your Add-in, please follow the instructions in the User Guide.
This release includes the following changes:
Yahoo Finance: Fix historic lookback formulas pre-post market option.
We recently added 3 new formulas to the Add-in for retrieving historical market data:
- EPF.Yahoo.Historic1MinuteLookback
- EPF.Yahoo.Historic5MinuteLookback
- EPF.Yahoo.Historic1HourLookback
These formulas use a “lookback” whereby you can specify the number of periods back from now, together with an option to specify if pre and post market data is included.
Unfortunately, the pre/post market option was not working correctly and this is what has been fixed in this release.
Here is an example of one of these formulas in action:
This dataset is for Apple stock and is hourly data points looking back the past 100 trading hours.
And here is the formula we used:
=EPF.Yahoo.Historic1HourLookback("AAPL",100,"DESC",1,1)The dates and times shown in column A are in UTC, therefore we can see that pre and post market data is included, also known as “Outside Regular Hours”.
This data is becoming increasingly important as volumes outside normal market hours increase, and our improved historical formulas allow you to easily analyse this data in Excel.
For more details please see the Yahoo Finance Historical Array Formulas section in the User Guide.
