Yahoo Finance - Data inconsistencies between historic and current data
You might have better luck using Quandl as a source.  They have free databases, you just need to register to access them.  They also have good api's, easier to use than the yahoo api's Their WIKI database of stock prices is curated and things like this are fixed (www.quandl.com/WIKI ), but I'm not sure that covers the London stock exchange.  They do, however, have other databases that cover the London stock exchange.
Various types of corporate actions will precipitate a price adjustment.  In the case of dividends, the cash that will be paid out as a dividend to share holders forms part of a company's equity.  Once the company pays a dividend, that cash is no longer part of the company's equity and the share price is adjusted accordingly. For example, if Apple is trading at $101 per share at the close of business on the day prior to going ex-dividend, and a dividend of $1 per share has been declared, then the closing price will be adjusted by $1 to give a closing quote of $100. Although the dividend is not paid out until the dividend pay date, the share price is adjusted at the close of business on the day prior to the ex-dividend date since any new purchases on or after the ex-dividend date are not entitled to receive the dividend distribution, so in effect new purchases are buying on the basis of a reduced equity.   It will be the exchange providing the quote that performs the price adjustment, not Google or Yahoo.  The exchange will perform the adjustment at the close prior to each ex-dividend date, so when you are looking at historical data you are looking at price data that includes each adjustment. "The prices quoted are for currency pairs traded on the foreign exchange market. For currencies traded on these exchanges, the exchange rates of a given currency pair are determined by the market, so supply and demand, investor confidence, etc. all play a role. EBS and Reuters are the two primary trading platforms in the foreign exchange market, and much of the data on exchange rates comes from them. Websites will usually get their data either from these sources directly or from a data provider that in turn gets it from EBS, Reuters, or another data source like Bloomberg or Haver Analytics. These data sources aren't free, however.  In the US, many contracts, transactions, etc. that involve exchange rates use the exchange rate data published by the Federal Reserve. You might see this in contracts that specify to use ""the exchange rate published by the Federal Reserve at 12 pm (noon) on date --some date--"". You can also look at the Federal Reserve Economic Data, which maintains data series of historical daily, weekly, and monthly exchange rates for major currency pairs. These data are free, although they aren't realtime. Data for each business day is mostly updated the next business day." Yahoo Finance provides the proper closing price.  HP's historical data around the split date can be found here. The open, high and low of the day are wrong prior the split, but the closing price is right and for HP, it was $26.96 USD.  The next day the closing price was $13.83 USD. You may refer to project http://jstock.sourceforge.net. It is open source and released under GPL. It is fetching data from Yahoo! Finance, include delayed current price and historical price. http://www.pacificrubiales.com/investor-relations/reports.html does have financial reports on their website for the example you list.  There is the potential for some data to not be easily imported into a format that Yahoo! Finance uses would be my guess for why some data may be missing though an alternative explanation for some companies would be that they may not have been around for a long enough time period to report this information,e.g. if the company is a spin-off of an existing company. "I'm familiar with and have traded U.S.-listed LEAPS and I've always used the CBOE quotes page you linked to.  So, I too was surprised I couldn't find 3M (MMM) LEAPS quotes at that page, even after checking the ""List all options, LEAPS, Credit Options & Weeklys if avail."" radio button.  Used to work! Fortunately, I was able to get access to the full chain of option quotes from the CBOE's other quotes page:  Go to the ""Quotes & Data"" menu, then select Delayed Quotes - NEW!  Here's how: I think the new interface is terrible: it's too many steps to get to the information desired.  I preferred the all-in-one table of the Delayed Quotes Classic page, the one you linked to. As to why that classic page isn't yielding the full chain, I can only suggest it is a recently introduced bug (software defect).  I certainly was able to get LEAPS quotes from that page before. On Yahoo! Finance option quotes: I don't know why their chain is incomplete – I can't see the logic, for instance, as to why MMM Jan 2012 60 calls are missing.  I thought at first it may be lack of volume or open interest, but nope.  Anyway, I don't trust Yahoo! to provide accurate, reliable quotes anyway, having seen too many errors and missing data in particular in the feed of Canadian stocks, which I also trade. I rely on the exchange's quotes, and my broker's real-time quotes.  I check Yahoo! only for convenience sake, and when it actually matters I go to the other more reliable sources. For what it's worth, though, you can also get full chain option quotes at NASDAQ.  See here for the 3M (MMM) example then click on the ""Jan 12"" link near the top.  However, I would consider CBOE's quotes more definitive, since they are the options exchange." My level of analysis is not quite that advanced. Can you share what that would show and why that particular measure is the one to use?  I've run regression on prices between the two. VIX prices have no correlation to the s&amp;p500 prices. Shouldn't true volatility result in the prices (more people putting options on the VIX during the bad times and driving that price up) correlate to the selloff that occurs within the S&amp;P500 during recessions and other events that would cause significant or minor volatility? My r2 showed no significance within a measurement of regression within Excel.  But, *gasp* I could be wrong, but would love to learn more about better ways of measurement :) Well your gripe is using historic data to estimate VAR. That is separate topic. Either way however something that happens twice a century cant be considered an outlier and if you choose to use historic data then such things need to be included.