Daily OHLCV history

A daily OHLCV history is what accumulates once bars persist: one row per instrument per session, stretching back through listings. The cataloged example is Yahoo Finance. Its VNQ and diversified REIT ticker pages advertise "performance and a Historical Data tab of daily OHLCV", tagged ohlcv and historical-prices. The health-care REIT record quantifies retrieval: "historical OHLCV tables on /history/ cover roughly the last 100-250 sessions per request with selectable ranges up to Max".

Bars arrive with corporate actions attached - dividend and split events display inline - and machine-readable access runs through the v8 chart endpoint (query1.finance.yahoo.com/v8/finance/chart/...). For fund analysis the anchor is VNQ, inception 2004-09-23, giving roughly two decades of ETF history against which REIT price behavior can be benchmarked.

History depth determines which strategies can even be tested, and page windows determine how much work retrieval takes. Both are contractual facts worth checking before building.

• Windowed requests mean paging. At roughly 100-250 sessions per request, a 20-year backtest needs dozens of calls with range parameters stepped through Max - script it rather than clicking.
• Quotes lag even when history does not. Yahoo marks displayed market data delayed; historical bars are settled, but live comparisons mix the two at your peril.
• Terms constrain reuse. Automated collection is not licensed, redistribution runs through Yahoo's licensing desk, and robots.txt disallows major crawler user-agents site-wide.

1. Test the actual window per request. Documented behavior is roughly the last 100-250 sessions per call on /history/, with selectable ranges up to Max - measure both endpoints you plan to hit.

1. Confirm event annotation. Dividend and split events ride along with bars on the Historical Data tab; without them, total-return work stalls.

1. Check adjusted series availability. The v8 chart JSON includes adjclose beside raw close - required for comparing REITs with different payout schedules.

1. Anchor benchmarks to fund inception dates. VNQ inception 2004-09-23 caps any ETF-relative comparison earlier than that date.

1. Review terms before automating. Yahoo's terms bar scrapers and unlicensed redistribution; licensed access exists through its licensing program instead.

Entries that sit next to Daily OHLCV history in this glossary:

• delayed-quote
• end-of-day-prices