Yahoo Finance API

Question

Q  Do Yahoo provides any Finance API  If yes  the what s the link to that API

User · Answer

IMHO the best place to find this information is: http://code.google.com/p/yahoo-finance-managed/

I used to use the "gummy-stuff" too but then I found this page which is far more organized and full of easy to use examples. I am using it now to get the data in CSV files and use the files in my C++/Qt project.

User · Answer

Here s a simple scraper I created in c  to get streaming quote data printed out to a console  It should be easily converted to java  Based on the following post   http   blog underdog-projects net 2009 02 bringing-the-yahoo-finance-stream-to-the-shell   Not too fancy  i e  no regex etc   just a fast  amp  dirty solution   using System  using System Collections Generic  using System IO  using System Linq  using System Net  using System Text  using System Web Script Serialization   namespace WebDataAddin       public class YahooConstants               public const string AskPrice    a00           public const string BidPrice    b00           public const string DayRangeLow    g00           public const string DayRangeHigh    h00           public const string MarketCap    j10           public const string Volume    v00           public const string AskSize    a50           public const string BidSize    b60           public const string EcnBid    b30           public const string EcnBidSize    o50           public const string EcnExtHrBid    z03           public const string EcnExtHrBidSize    z04           public const string EcnAsk    b20           public const string EcnAskSize    o40           public const string EcnExtHrAsk    z05           public const string EcnExtHrAskSize    z07           public const string EcnDayHigh    h01           public const string EcnDayLow    g01           public const string EcnExtHrDayHigh    h02           public const string EcnExtHrDayLow    g11           public const string LastTradeTimeUnixEpochformat    t10           public const string EcnQuoteLastTime    t50           public const string EcnExtHourTime    t51           public const string RtQuoteLastTime    t53           public const string RtExtHourQuoteLastTime    t54           public const string LastTrade    l10           public const string EcnQuoteLastValue    l90           public const string EcnExtHourPrice    l91           public const string RtQuoteLastValue    l84           public const string RtExtHourQuoteLastValue    l86           public const string QuoteChangeAbsolute    c10           public const string EcnQuoteAfterHourChangeAbsolute    c81           public const string EcnQuoteChangeAbsolute    c60           public const string EcnExtHourChange1    z02           public const string EcnExtHourChange2    z08           public const string RtQuoteChangeAbsolute    c63           public const string RtExtHourQuoteAfterHourChangeAbsolute    c85           public const string RtExtHourQuoteChangeAbsolute    c64           public const string QuoteChangePercent    p20           public const string EcnQuoteAfterHourChangePercent    c82           public const string EcnQuoteChangePercent    p40           public const string EcnExtHourPercentChange1    p41           public const string EcnExtHourPercentChange2    z09           public const string RtQuoteChangePercent    p43           public const string RtExtHourQuoteAfterHourChangePercent    c86           public const string RtExtHourQuoteChangePercent    p44            public static readonly IDictionary lt string  string gt  CodeMap   typeof YahooConstants  GetFields                Where field   gt  field FieldType    typeof string                ToDictionary field   gt    string field GetValue null   ToUpper    field   gt  field Name              public static class StringBuilderExtensions               public static bool HasPrefix this StringBuilder builder  string prefix                        return ContainsAtIndex builder  prefix  0                      public static bool HasSuffix this StringBuilder builder  string suffix                        return ContainsAtIndex builder  suffix  builder Length - suffix Length                      private static bool ContainsAtIndex this StringBuilder builder  string str  int index                        if  builder    null  amp  amp   string IsNullOrEmpty str   amp  amp  index  gt   0                  amp  amp  builder Length  gt   str Length   index                                return  str Where  t  i    gt  builder index   i     t  Any                              return false                       public class WebDataAddin               public const string ScriptStart     lt script gt            public const string ScriptEnd     lt  script gt             public const string MessageStart    try parent yfs            public const string MessageEnd       catch e               public const string DataMessage    u1f            public const string InfoMessage    mktmcb              protected static T ParseJson lt T gt  string json                           parse json - max acceptable value retrieved from                http   forums asp net t 1343461 aspx             var deserializer   new JavaScriptSerializer   MaxJsonLength   2147483647                return deserializer Deserialize lt T gt  json                      public static void Main                         const string symbols    GBPUSD X SPY MSFT BAC QQQ GOOG                  these are constants in the YahooConstants enum above             const string attrs    b00 b60 a00 a50               const string url    http   streamerapi finance yahoo com streamer 1 0 s  0  amp k  1  amp r 0 amp callback parent yfs u1f amp mktmcb parent yfs mktmcb amp gencallback parent yfs gencb amp region US amp lang en-US amp localize 0 amp mu 1                var req   WebRequest Create string Format url  symbols  attrs                req Proxy Credentials   CredentialCache DefaultCredentials              var missingCodes   new HashSet lt string gt                 var response   req GetResponse                if response    null                                var stream   response GetResponseStream                    if  stream    null                                        using  var reader   new StreamReader stream                                                 var builder   new StringBuilder                            var initialPayloadReceived   false                          while   reader EndOfStream                                                        var c    char reader Read                                builder Append c                               if  initialPayloadReceived                                                                if  builder HasSuffix ScriptStart                                                                            chop off the first part  and re-append the                                        script tag  this is all we care about                                      builder Clear                                        builder Append ScriptStart                                       initialPayloadReceived   true                                                                                              else                                                                  check if we have a fully formed message                                     check suffix first to avoid re-checking                                     the prefix over and over                                  if  builder HasSuffix ScriptEnd   amp  amp                                      builder HasPrefix ScriptStart                                                                         var chop   ScriptStart Length   MessageStart Length                                      var javascript   builder ToString chop                                          builder Length - ScriptEnd Length - MessageEnd Length - chop                                        if  javascript StartsWith DataMessage                                                                                 var json   ParseJson lt Dictionary lt string  object gt  gt                                               javascript Substring DataMessage Length                                                parse out the data  key should be the symbol                                          foreach var symbol in json                                                                                        Console WriteLine  Symbol   0    symbol Key                                               var symbolData    Dictionary lt string  object gt   symbol Value                                              foreach var dataAttr in symbolData                                                                                                var codeKey   dataAttr Key ToUpper                                                    if  YahooConstants CodeMap ContainsKey codeKey                                                                                                         Console WriteLine   t 0    1    YahooConstants                                                          CodeMap codeKey   dataAttr Value                                                     else                                                                                                       missingCodes Add codeKey                                                       Console WriteLine   t 0    1   Warning  No Code Mapping Found                                                             codeKey  dataAttr Value                                                                                                                                               Console WriteLine                                                                                     else if javascript StartsWith InfoMessage                                                                                 var json   ParseJson lt Dictionary lt string  object gt  gt                                               javascript Substring InfoMessage Length                                             foreach  var dataAttr in json                                                                                        Console WriteLine   t 0    1    dataAttr Key  dataAttr Value                                                                                     Console WriteLine                                          else                                                                               throw new Exception  Cannot recognize the message type                                                                              builder Clear

User · Answer

Yahoo is very easy to use and provides customized data   Use the following page to learn more   finance yahoo com d quotes csv s AAPL GOOG MSFT pder  csv  WARNING - there are a few tutorials out there on the web that show you how to do this  but the region where you put in the stock symbols causes an error if you use it as posted   You will get a  MISSING FORMAT VALUE    The tutorials I found omits the commentary around GOOG   Example URL for GOOG  http   download finance yahoo com d quotes csv s  40 5EDJI GOOG amp f nsl1op amp e  csv

User · Answer

You may use YQL however yahoo finance   tables are not the core yahoo tables  It is an open data table which uses the  csv api  and converts it to json or xml format  It is more convenient to use but it s not always reliable  I could not use it just a while ago because it the table hits its storage limit or something     You may use this php library to get historical data   quotes using YQL https   github com aygee php-yql-finance

[java] Yahoo Finance API

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