How to Create External Data Files (EDF) from Yahoo Historical

There is a significant amount of historical data available from Yahoo that is easily converted for use in ULTRA.

In ULTRA, Select "Data/Download FREE Yahoo Historical Data".

Your browser will open and the Yahoo Historical Data page will open and look like:

In this example we'll be creating an External Data File (EDF) for the FTSE 100 Index. As you can see the symbol "^ftse" has been entered and the starting date has been modified to 1942 so that the entire data series is downloaded.

Note:
If your browser does not open you need to make sure you are connected to the internet and that the path to your browser is correct in ULTRA's Options/Startup Options. The default settings will work for most users.

Click on the "Get Data" Button on the Yahoo Page.

Yahoo will display some of the data you requested. At the bottom of the screen you'll see a link, "Download SpreadSheet Format" as shown below.

Click on the "Download Spreadsheet Format" button on the Yahoo Page.

A Dialog Box similar to that below will be displayed. Click on the "Save" button.

You'll then be asked to supply a filename for the data file. It's important that you save the file in your \ultra8 folder under a meaningful name. As you can see below we are naming the file c:\ultra8\ftse100.csv (csv mean "Comma Separated Value").

ULTRA 8 Note:
The "Save in:" and "File name:" fields in the diagram below indicate ultra7. For ULTRA 8 users those fields should be changed to ultra8 so the file is saved in a location where ULTRA can find it.

The file is now stored, but in a format that ULTRA does not understand.

The data is organized in the following format:

Date,Open,High,Low,Close,Volume,Adj. Close*
2-Jan-04,4476.90,4518.00,4476.90,4510.20,578018432,4510.20
31-Dec-03,4470.40,4491.80,4470.40,4476.90,240899600,4476.90
30-Dec-03,4457.50,4477.00,4452.80,4470.40,654408384,4470.40
29-Dec-03,4444.70,4460.90,4432.80,4457.50,522400992,4457.50

This is not a format that ULTRA can process.

Select ULTRA's "Data/Convert YAHOO Data to: MM/DD/YY,Value"

ULTRA will take out the "Date" and "Close" and convert the file to the following format:

04/02/84,1108.10
04/03/84,1095.40
04/04/84,1095.40
04/05/84,1102.20
04/06/84,1096.30

ULTRA will understand this format as long as you have ULTRA External Data File Options set up to match. (A future version of ULTRA will allow for use of the "Open" data.)

You may need to Select ULTRA's "Options/External Data Files"

As displayed below, ULTRA must be set up for:

Important Note:
The above parameters for EDFs are the default parameters that are set up when ULTRA is first installed. You don't need to change them unless you are working with EDFs in different formats.