Historical Yahoo Finance API On Fritz Again? - excel

Question

I've been successfully using the Yahoo Finance API cookie/crumb technique to get historical stock quotes for many years. On April 28th, 2022, it broke, and excessive exercise of vocabulary has failed to fix it.
The technique is to lookup an illegible stock symbol, because part of the returned cookie can be used to obtain real historical data on successive uses of the historical Yahoo API. I've tried it with illegible and legitimate stock symbols. I'm using Excel 2019 VBA, and the debug seems to hang on the ".waitForResponse (10)" instruction. It's part of a loop, and it hangs on the first instance. The code is shown below. It successfully writes a zero on ws1.S10, but it fails to do anything after the "Next cook" instruction. Did Yahoo intentionally break the Finance API again, or did Microsoft "improve" Excel? Or, more likely, did I do something stump stupid, like turn on the computer? Thanks!
Sub HistUp()
Dim resultFromYahoo, csv_rows() As String
Dim objRequest
Dim resultArray As Variant
Dim eagle, nColumns, cook, iRows, iCols As Integer
Dim CSV_Fields As Variant
Dim ticker, tickerURL, cookie, crumb As String
Dim HistQuote, HistDiv, DefaultKey As String
Dim Curr, StartPer As String
Dim fox, sheep, bear, elk, wolf, raccoon, snake As Integer
Dim julian, ricky, bubbles As Double
Dim crumbStartPos, crumbEndPos, Lastrow1, Lastrow2 As Long
Set wb = ThisWorkbook
Set ws1 = wb.Worksheets(1)
Set ws2 = wb.Worksheets(2)
Set ws3 = wb.Worksheets(3)
Set ws4 = wb.Worksheets(4)
Set ws5 = wb.Worksheets(5)
Application.EnableEvents = False
Application.DisplayAlerts = False
eagle = ActiveSheet.Index
wb.Worksheets("Warn").Select
wb.Worksheets("Warn").Range("A1").Select
DoEvents
'getCookieCrumb
For cook = 0 To 5 'ask for a valid crumb 6 times
ws1.Range("S10") = cook
Set objRequest = CreateObject("WinHttp.WinHttpRequest.5.1")
With objRequest
.Open "GET", "https://finance.yahoo.com/lookup?s=turpitude", False
.setRequestHeader "Content-Type", "application/x-www-form-urlencoded; charset=UTF-8"
.send
.waitForResponse (10)
cookie = Split(.getResponseHeader("Set-Cookie"), ";")(0)
crumbStartPos = InStrRev(.ResponseText, """crumb"":""") + 9
crumbEndPos = crumbStartPos + 11
crumb = Mid(.ResponseText, crumbStartPos, crumbEndPos - crumbStartPos)
End With
If Len(crumb) = 11 Then 'a valid crumb is 11 characters long
Exit For
End If
Next cook

Answer 1

I have the same problem. Looks like Yahoo changed the Yahoo finance API.
When I comment out the line:
cookie = Split(.getResponseHeader("Set-Cookie"), ";")(0)
the code seems to work as before.
Then also comment out
'.setRequestHeader "Cookie", Cookie
when you send the request. Rest of my code:
'CONSTRUCT THE URL:
'interval=1d or 1wk or 1mo, events=dividends or events=history (prices) or events=splits
WebRequestURL = "https://query1.finance.yahoo.com/v7/finance/download/" & StockSymbol & _
"?period1=" & UnixStartDate & "&period2=" & UnixEndDate & _
"&interval=" & UrlInterval & "&events=" & UrlEvents & "&crumb=" & Crumb
'FETCH THE DATA:
With WebRequest
.Open "GET", WebRequestURL, False
'.setRequestHeader "Cookie", Cookie
.Send
.waitForResponse (10)
End With

Answer 2

As people have commented, the "Set-Cookie" header is no longer in the response, however the crumbstore is still there, so I would recommend checking to see if the header exists, and if not continue without setting that header or including the crumb.
Here is more robust code that allows you to select if you want price history, dividends, or split. You can also select a date range, by converting the dates to POSIX. It can also accommodate a proxy server. Feel free to comment on any improvements I can make to this code.
'New Yahoo Data Method
'sEvent: history, div, split
'sInterval: 1d,1wk,1mo
Public Function GetNewYahooData(sSymbol As String, sStart As String, sEnd As String, sEvent As String, sInterval As String, sProxy As String) As String
On Error GoTo Error_Message
Const sTestURL = "https://query1.finance.yahoo.com/v7/finance/download/"
Const sBaseURL = "https://finance.yahoo.com/quote/^GSPC"
'This assumes the crumb appears like this: "CrumbStore":{"crumb":"taEvjA8DFqs"}
Const sCrumbStart = """CrumbStore"":{""crumb"":"""
Const sCrumbEnd = """"
Const sTickerReplace = "TTTT"
Const sPeriod1Replace = "pppppppp"
Const sPeriod2Replace = "qqqqqqqq"
Const sEventReplace = "eeeeeeee"
Const sCrumbReplace = "cccccccc"
Const sIntervalReplace = "iiiiiiii"
Dim sReturn As String
Dim sTemURL As String
Dim sCookie As String
Dim sCrumb As String
Dim dtStart As Date
Dim dtEnd As Date
Dim lngCrumbStart As Long
Dim lngCrumbEnd As Long
Dim objRequest As WinHttp.WinHttpRequest
Dim sContentType As String
Dim bolHaveCrumb As Boolean
dtStart = CDate(sStart)
dtEnd = CDate(sEnd)
bolHaveCrumb = False
'Perform a Yahoo financial lookup on SP500 to get the crumb
Set objRequest = New WinHttp.WinHttpRequest
With objRequest
If Len(sProxy) > 0 Then .SetProxy 2, sProxy, ""
.Open "GET", sBaseURL, False
.SetRequestHeader "Content-Type", "application/x-www-form-urlencoded; charset=UTF-8"
.sEnd
.WaitForResponse (10)
sReturn = .ResponseText
If InStr(1, sReturn, sCrumbStart) > 0 Then
lngCrumbStart = InStr(1, sReturn, sCrumbStart) + 23
lngCrumbEnd = InStr(lngCrumbStart, sReturn, sCrumbEnd)
sCrumb = Mid(sReturn, lngCrumbStart, lngCrumbEnd - lngCrumbStart)
sCookie = .GetAllResponseHeaders
If InStr(sCookie, "Set-Cookie") > 0 Then
sCookie = Split(.GetResponseHeader("Set-Cookie"), ";")(0)
bolHaveCrumb = True
Else
bolHaveCrumb = False
End If
End If
End With
'This is currently https://query1.finance.yahoo.com/v7/finance/download/TTTT?period1=pppppppp&period2=qqqqqqqq&interval=iiiiiiii&events=eeeeeeee&crumb=cccccccc
sTemURL = gYAHOO_HIS_URL
sTemURL = Replace(sTemURL, sIntervalReplace, sInterval)
sTemURL = Replace(sTemURL, sTickerReplace, sSymbol)
sTemURL = Replace(sTemURL, sPeriod1Replace, toPOSIX(dtStart))
sTemURL = Replace(sTemURL, sPeriod2Replace, toPOSIX(dtEnd))
sTemURL = Replace(sTemURL, sEventReplace, sEvent)
If bolHaveCrumb Then
sTemURL = Replace(sTemURL, sCrumbReplace, sCrumb)
Else
sTemURL = Replace(sTemURL, "&" & sCrumbReplace, "")
End If
Set objRequest = New WinHttp.WinHttpRequest
With objRequest
If Len(sProxy) > 0 Then .SetProxy 2, sProxy, ""
.Open "GET", sTemURL, False
If bolHaveCrumb Then .SetRequestHeader "Cookie", sCookie
.sEnd
.WaitForResponse (10)
sContentType = .GetResponseHeader("Content-Type")
sReturn = StrConv(.ResponseText, vbUnicode)
sReturn = StrConv(sReturn, vbFromUnicode)
End With
If Len(sReturn) > 0 Then
GetNewYahooData = sReturn
Else
GetNewYahooData = ""
End If
Exit Function
Error_Message:
MsgBox err.Description, vbCritical, "Yahoo Price Retrieval"
GetNewYahooData = ""
End Function
'Helper function to convert a date into its POSIX representation
Public Function toPOSIX(dt As Date) As Long
On Error GoTo err
toPOSIX = DateDiff("s", "1/1/1970", dt)
Exit Function
err:
MsgBox err.Description, vbOKOnly, "toPOSIX"
End Function
Also sometimes the first time you make the request, it might not return anything, so I usually try 5 times before giving up.
'Sometimes we won't get a response on the first try, so try 5 times
While Not YahooEnd
gHTMLFileHis = GetNewYahooData(txtSymbol.Text, txtStartDate.Text, txtEndDate.Text, sEvent, sInterval, txtproxy.Text)
i = i + 1
If Len(gHTMLFileHis) = 0 Then
YahooSuccess = False
Else
arrRows = Split(gHTMLFileHis, vbLf)
arrRow = Split(arrRows(0), ",")
If arrRow(0) = StrConv("Date", vbUnicode) Or arrRow(0) = "Date" Then
YahooSuccess = True
YahooEnd = True
End If
If i = 5 Then YahooEnd = True
End If
Wend