Capturar datos de Yahoo

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Dalamar
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Re: Capturar datos de Yahoo

Mensajepor Dalamar » 10 Mar 2013 08:49

Google Finance

In Google Finance, intra-day data is available free for several stock markets. The complete list can be found here.

Data is available in several frequencies with the lowest one being one-minute time frame.

The URL format is: http://www.google.com/finance/getprices?i=[PERIOD]&p=[DAYS]d&f=d,o,h,l,c,v&df=cpct&q=[TICKER]

Example: http://www.google.com/finance/getprices ... cpct&q=IBM

[PERIOD]: Interval or frequency in seconds
[DAYS]: The historical data period, where "10d" means that we need historical stock prices data for the past 10 days.
[TICKER]: This is the ticker symbol of the stock

Symbol Lookup: http://www.google.com/finance


Yahoo Finance


As with Google Finance, Yahoo allows you to download intraday data for several stock markets. You can get data for 62 exchanges.

Format : http://chartapi.finance.yahoo.com/instrument/1.0/[TICKER]/chartdata;type=quote;range=1d/csv

Example: http://chartapi.finance.yahoo.com/instr ... nge=1d/csv

[TICKER]: This is the ticker symbol of the security

Symbol Lookup: http://finance.yahoo.com/q?s=&ql=1


NetFonds

NetFonds is a Norwegian website. It is THE website you should use if you need tick and bid/ask history data for stocks listed on U.S. stock exchanges.

To get tick data:

http://hopey.netfonds.no/tradedump.php? ... format=txt

To get bid/ask price and volume data:

http://hopey.netfonds.no/posdump.php?da ... format=txt

Type the ticker symbol next to "paper=" parameter followed by the exchange code:
NASDAQ: O
NYSE: N
AMEX: A

The data format ("date" parameter) is YYYYMMDD

The good news is that you can get historical tick data for more than 20 days.


Stooq

Two periods are proposed here: 5-Minutes and Hourly. The big advantage however is that all the data is available in one compressed file.

http://stooq.com/db/h/

You can also choose to download intra-day data for some specific dates: http://stooq.com/db/

If you do not need low period data then this website will probably become your best source of intra-day data.


Dukascopy

Dukascopy, the Swiss Forex Bank has a nice CSV DATA Export tool. You will not get data for the entire U.S. stock market but you will be able to export CSV data of several ones and for different periods (1 minute, 10 minutes, and 1 hour).

Dukascopy has also intra-day data for several currency pairs and indices (Japan Topix index, Canadian TSX Indiex, VIX, Russell 2000, Russian RTS Index, CAC 40, Futsee 100...)

http://www.dukascopy.com/swiss/english/ ... ta_export/


Finam

Finam is a Russian website that provides data for the stock, futures, ETF and Forex markets. The main advantage here is that you can download several months worth of tick data. The problem however is that the data is available for 42 stocks only (Highly capitalized stocks).

Here is how to download stock data:

- Use Google translate to translate this website
- Go to http://www.finam.ru/analysis/profile041 ... efault.asp
- In the top form, select "U.S. Stocks (BATS)"
- Next to it, select a stock (Example: Exxon Mobil)
- Select the interval and frequency (Example: 20.04.2012 -> 24.04.2012 and tick data)
- Click on "Get the file" to download stock data in CSV format
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Dalamar
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Re: Capturar datos de Yahoo

Mensajepor Dalamar » 10 Mar 2013 08:59

Intersante website sobre como usar el API:

http://code.google.com/p/yahoo-finance- ... iki/CSVAPI
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Re: Capturar datos de Yahoo

Mensajepor Dalamar » 10 Mar 2013 09:01

Lista de Compañias y fondos:

http://biz.yahoo.com/i/a_-aa.html
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Re: Capturar datos de Yahoo

Mensajepor Dalamar » 13 Oct 2014 20:35

Aqui tenemos como capturar en python, parece sencillo:

https://pypi.python.org/pypi/ystockquote

https://github.com/cgoldberg/ystockquote
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Fleming
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Re: Capturar datos de Yahoo

Mensajepor Fleming » 04 Dic 2014 14:50

Con la libreria Pandas para Python es muy sencillo.
http://pandas.pydata.org/pandas-docs/st ... _data.html

Ademas tambien permite acceder a datos de varias paginas:

Functions from pandas.io.data extract data from various Internet sources into a DataFrame. Currently the following sources are supported:
- Yahoo! Finance
- Google Finance
- St. Louis FED (FRED)
- Kenneth French’s data library
- World Bank

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Re: Capturar datos de Yahoo

Mensajepor Dalamar » 08 Dic 2014 11:50

Perfecto Fleming, muchas gracias, ire poniendo unos ejemplos por aqui de como hacerlo tanto con Pandas como con R.
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Re: Capturar datos de Yahoo

Mensajepor Dalamar » 21 Ene 2016 09:35

Vamos a descargar la lista de stocks, ETFs etc... De Yahoo, usando:

https://github.com/Benny-/Yahoo-ticker- ... downloader

Despues vamos a descargar los historicos de cada uno usando:

https://pypi.python.org/pypi/ystockquote/
https://github.com/cgoldberg/ystockquote
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Re: Capturar datos de Yahoo

Mensajepor Dalamar » 21 Ene 2016 18:22

Ahora que tenemos la lista de stocks vamos a descargar los historicos usando Pandas:
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Re: Capturar datos de Yahoo

Mensajepor Dalamar » 31 Ago 2017 10:44

Yahoo dejo de proveer datos... hay que buscar algo alternativo:

Intrinio seems promising–they have a limit of 500 free data points per day, including historical. It works a little differently–you have to sign up for a free account and login when you want to download. They have an Excel Add-in, but it only works with Excel 2010 and later, so I have to update my Excel, which won’t happen till next week.

You can take a look at their available functions here:

http://docs.intrinio.com/excel-addin#in ... -functions

and their dividend functions here:

http://blog.intrinio.com/how-can-i-see- ... ividend%3F


O quiza: https://api.tiingo.com/docs/tiingo/daily
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