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Quote.Fetching (Historical)
Quote.Fetching (Historical)
Google Historical Data {US & HK/US}
http://ichart1.finance.vip.sp1.yahoo.com/table.csv?a=10&b=3&c=2008&q=q&y=0&z=file&x=.csv&s=%200005.HK
HK/US data -> Daily, >200 days, csv file [table.csv] <-- slow, 1 day delay!!
a=start-month {10, 0=Jan}
b=start-day {3}
c=start-year {2008}
d=end-month{10, 0=Jan}
e=end-day{3}
f=end-year{2008}
OUTFILE
Date,Open,High,Low,Close,Volume,Adj Close
2008-11-06,92.10,92.20,89.80,90.65,21517100,90.65
2008-11-05,96.00,96.45,92.80,94.95,20609200,94.95
2008-11-04,93.00,94.25,90.00,92.60,18837600,92.60
2008-11-03,93.00,95.00,92.25,92.50,23126000,92.50


http://finance.google.com/finance/historical?
q=YHOO&startdate=Nov+6%2C+2008&enddate=Nov+8%2C+2008&histperiod=daily&output=csv
US data -> Daily, >200 days, csv file [data.csv] {BUG??}

http://finance.google.com/finance/historical?
q=HKG:0005&output=.csv&start=0&num=200
HK/US data -> Daily, latest 200 day max (or change start=201,401), HTML
histperiod=daily weekly
startdate=Jan++2%2C+1970
enddate=May+10%2C+2007
output=csv
OUTFILE
Date,Open,High,Low,Close,Volume
7-Nov-08,12.45,12.50,11.65,12.20,47293147
6-Nov-08,14.84,14.89,13.75,13.96,44566410
5-Nov-08,13.21,14.84,13.15,13.92,71290756

Example:
http://finance.google.com/finance/historical?q=YHOO&output=csv
US data only -> Daily, 1 year period, data.csv file



Yahoo! Historical Data {US/HK}
ichart1.finance.vip.sp1.yahoo.com (69.147.86.173)
URI: /table.csv?s=%200005.HK&a=10&b=3&c=2008&d=10&e=8&f=2008&g=d&q=q&y=0&z=file&x=.csv

Download Historical Quotes from Yahoo!
http://ichart.finance.yahoo.com/table.csv?s=INTC&a=06&b=9&c=1986&d=2&e=5&f=2008&g=d
The URL string above will download daily historical data for INTC (Intel) from 6th of July 1986 (Intel went IPO) until 5th March 2008 into a file call table.csv.
http://ichart.finance.yahoo.com/table.csv - The default URL to download historical stock quotes, it won't work if you change the 'table.csv' to something else.

s - This is where you can specify your stock quote, if you want to download stock quote for Microsoft, just enter it as 's=MSFT'
a - This parameter is to get the input for the start month. '00' is for January, '01' is for February and so on.
b - This parameter is to get the input for the start day, this one quite straight forward, '1' is for day one of the month, '2' is for second day of the month and so on.
c - This parameter is to get the input for the start year
d - This parameter is to get the input for end month, and again '00' is for January, '02' is for February and so on.
e - This parameter is to get the input for the end day
f - This parameter is to get the input for the end year
g - This parameter is to specify the interval of the data you want to download. 'd' is for daily, 'w' is for weekly and 'm' is for monthly prices. The default is 'daily' if you ignore this parameter.

With all the parameters above, you can now construct a URL to download historical prices for any stock quotes you want. But if you are going to download all historical prices for a stock quotes from day one onward (eg: Intel), you don't need to crack your head to look for information such as when is Intel went IPO. You just need to ignore the start and end date as follow:
eg: http://ichart.finance.yahoo.com/table.csv?s=INTC

If you only specify the start date and ignore the end date, it will download everything right from the start date until the most current prices.
eg: http://ichart.finance.yahoo.com/table.csv?s=INTC&a=00&b=1&c=2000



Destination: 66.96.133.7 (66.96.133.7)
GET /download/mklist/HONGKONG.txt HTTP/1.1\r\n


Interesting site with many Excel template
http://www.diytraders.com/content/view/27/40/

http://itrade.sourceforge.net/


Python - Google fetch {run on Google Apps}
---------------------
import urllib
from datetime import datetime
from threading import Thread
from Queue import Queue
base_url="http://ichart.finance.yahoo.com/table.csv?"
def get_historical(symbols,start=None,end=None,threads=0):
if isinstance(symbols,str):
return get_historical_single(symbols,start,end)
quotes={}
if threads:
def quoter():
while True:
data = q.get()
quotes[data[0]]=get_historical_single(data[0],data[1],data[2])
q.task_done()
q = Queue()
for i in range(threads):
t = Thread(target=quoter)
t.setDaemon(True)
t.start()
for sym in symbols: q.put((sym,start,end))
q.join()
else:
for sym in symbols:
quotes[sym]=get_historical_single(sym,start,end)
return quotes
def get_historical_single(symbol,start=None,end=None):
full_url=base_url+"&s="+symbol
if start:
full_url+="&a=%i&b=%i&c=%i"%(start.month-1,start.day,start.year)
if end:
full_url+="&d=%i&e=%i&f=%i"%(end.month-1,end.day,end.year)
full_url+="&g=d"
quotes={}
quotes['raw']=[]
quotes['by_date']={}
quotes['dates']=[]
quotes['opens']=[]
quotes['highs']=[]
quotes['lows']=[]
quotes['closes']=[]
quotes['volumes']=[]
quotes['adjusted_closes']=[]
quotes_lines=urllib.urlopen(actual_url).read().split('\n')[1:-1]
for quote_line in quotes_lines:
#quote_line structure: Date,Open,High,Low,Close,Volume,Adj Close
splt_q=quote_line.split(',')
date=datetime(*(map(int,splt_q[0].split('-'))))
op=float(splt_q[1])
hi=float(splt_q[2])
lo=float(splt_q[3])
close=float(splt_q[4])
vol=int(splt_q[5])
adj_close=float(splt_q[6])
quote=dict(date=date,open=op,high=hi,low=lo,close=close,volume=vol,adj_close=adj_close)
quotes['raw'].append(quote)
quotes['by_date'][date]=quote
quotes['dates'].append(date)
quotes['opens'].append(op)
quotes['highs'].append(hi)
quotes['lows'].append(lo)
quotes['closes'].append(close)
quotes['volumes'].append(volume)
quotes['adjusted_closes'].append(adj_close)
return quotes
if __name__ == '__main__':
start_date=datetime(2005,1,1)
symbols=['F.MI','AAPL','IBM','GOOG']
quotes=get_historical(symbols,start_date=start_date,threads=4)
for k in symbols:
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