#################################################
# A DEMO ON HOW TO DOWNLOAD STOCK PRICE ONLINE #
# AND CREATE A TIME SERIES PLOT WITH R #
#################################################
library(chron)
library(zoo)
# STOCK TICKER OF Fifth Third Bancorp
stock <- 'FITB'
# DEFINE STARTING DATE
start.date <- 1
start.month <- 1
start.year <- 2007
# DEFINE ENDING DATE
end.date <- 31
end.month <- 12
end.year <- 2008
# DEFINE URL LINK
link <- paste("http://ichart.finance.yahoo.com/table.csv?s=", stock,
"&a=", as.character(start.month - 1),
"&b=", as.character(start.date),
"&c=", as.character(start.year),
"&d=", as.character(end.month - 1),
"&e=", as.character(end.date),
"&f=", as.character(end.year),
"&g=d&ignore=.csv", sep = '')
# DOWNLOAD STOCK PRICE AS CSV FILE
download.file(link, "d:/r/data.csv")
# READ THE CSV FILE INTO R
data <- read.csv("d:/r/data.csv")
# CONVERT CHARACTER INTO DATE
dt <- dates(as.character(data[, 1]), format = "y-m-d")
# CONVERT DATA FRAME INTO TS OBJECT
ts <- zoo(data[, 2:5], dt)
# CREATE A PLOT FOR OPEN/CLOSE/HIGH/LOW PRICES
plot(ts, main = stock)
another one in R:
library(quantmod)
graphics.off()
#get the C price from yahoo
getSymbols('C',src='yahoo',from = "1994-01-01")
chartSeries(C,subset='last 4 months',TA=NULL,theme=chartTheme('white'))
In Python
#############################################
# READ STOCK PRICE FROM FINANCE.YAHOO.COM #
#############################################
import urllib
from dateutil.relativedelta import *
from datetime import *
def GetPrice(ticker, start, end):
stock = ticker.upper()
m1 = int(start.split("/")[0])
d1 = int(start.split("/")[1])
y1 = int(start.split("/")[2])
dt1 = date(y1, m1, d1) + relativedelta(months = -1);
a = dt1.month
b = dt1.day
c = dt1.year
m2 = int(end.split("/")[0])
d2 = int(end.split("/")[1])
y2 = int(end.split("/")[2])
dt2 = date(y2, m2, d2) + relativedelta(months = -1);
d = dt2.month
e = dt2.day
f = dt2.year
url = "http://ichart.finance.yahoo.com/table.csv?s=" + stock + \
"&d=" + str(d) + "&e=" + str(e) + "&f=" + str(f) + \
"&g=d&a=" + str(a) + "&b=" + str(b) + "&c=" + str(c) + "&ignore=.csv"
data = urllib.urlopen(url)
print data.read()
GetPrice("jpm", "08/01/2009", "08/10/2009")
In SAS
%macro getdata(tic);
FILENAME myurl URL "http://ichart.finance.yahoo.com/table.csv?s=&tic";
DATA &tic;
INFILE myurl FIRSTOBS=2 missover dsd;
format date yymmdd10.;
INPUT Date: yymmdd10. Open High Low Close Volume Adj_Close ;
*if date>=today()-180;
RUN;
%mend;
%getdata(SPY);
Another Python
-------------------------------------------------------------------
#!/usr/bin/env python
#
# Copyright (c) 2007-2008, Corey Goldberg (corey@goldb.org)
#
# license: GNU LGPL
#
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License as published by the Free Software Foundation; either
# version 2.1 of the License, or (at your option) any later version.
import urllib
"""
This is the "ystockquote" module.
This module provides a Python API for retrieving stock data from Yahoo
Finance.
"""
def __request(symbol, stat):
url = 'http://finance.yahoo.com/d/quotes.csv?s=%s&f=%s' % (symbol, stat)
return urllib.urlopen(url).read().strip().strip('"')
def get_all(symbol):
"""
Get all available quote data for the given ticker symbol.
Returns a dictionary.
"""
values = __request(symbol,
'l1c1va2xj1b4j4dyekjm3m4rr5p5p6s7').split(',')
data = {}
data['price'] = values[0]
data['change'] = values[1]
data['volume'] = values[2]
data['avg_daily_volume'] = values[3]
data['stock_exchange'] = values[4]
data['market_cap'] = values[5]
data['book_value'] = values[6]
data['ebitda'] = values[7]
data['dividend_per_share'] = values[8]
data['dividend_yield'] = values[9]
data['earnings_per_share'] = values[10]
data['52_week_high'] = values[11]
data['52_week_low'] = values[12]
data['50day_moving_avg'] = values[13]
data['200day_moving_avg'] = values[14]
data['price_earnings_ratio'] = values[15]
data['price_earnings_growth_ratio'] = values[16]
data['price_sales_ratio'] = values[17]
data['price_book_ratio'] = values[18]
data['short_ratio'] = values[19]
return data
def get_price(symbol):
return __request(symbol, 'l1')
def get_change(symbol):
return __request(symbol, 'c1')
def get_volume(symbol):
return __request(symbol, 'v')
def get_avg_daily_volume(symbol):
return __request(symbol, 'a2')
def get_stock_exchange(symbol):
return __request(symbol, 'x')
def get_market_cap(symbol):
return __request(symbol, 'j1')
def get_book_value(symbol):
return __request(symbol, 'b4')
def get_ebitda(symbol):
return __request(symbol, 'j4')
def get_dividend_per_share(symbol):
return __request(symbol, 'd')
def get_dividend_yield(symbol):
return __request(symbol, 'y')
def get_earnings_per_share(symbol):
return __request(symbol, 'e')
def get_52_week_high(symbol):
return __request(symbol, 'k')
def get_52_week_low(symbol):
return __request(symbol, 'j')
def get_50day_moving_avg(symbol):
return __request(symbol, 'm3')
def get_200day_moving_avg(symbol):
return __request(symbol, 'm4')
def get_price_earnings_ratio(symbol):
return __request(symbol, 'r')
def get_price_earnings_growth_ratio(symbol):
return __request(symbol, 'r5')
def get_price_sales_ratio(symbol):
return __request(symbol, 'p5')
def get_price_book_ratio(symbol):
return __request(symbol, 'p6')
def get_short_ratio(symbol):
return __request(symbol, 's7')
def get_historical_prices(symbol, start_date, end_date):
"""
Get historical prices for the given ticker symbol.
Date format is 'YYYYMMDD'
Returns a nested list.
"""
url = 'http://ichart.yahoo.com/table.csv?s=%s&' % symbol + \
'd=%s&' % str(int(end_date[4:6]) - 1) + \
'e=%s&' % str(int(end_date[6:8])) + \
'f=%s&' % str(int(end_date[0:4])) + \
'g=d&' + \
'a=%s&' % str(int(start_date[4:6]) - 1) + \
'b=%s&' % str(int(start_date[6:8])) + \
'c=%s&' % str(int(start_date[0:4])) + \
'ignore=.csv'
days = urllib.urlopen(url).readlines()
data = [day[:-2].split(',') for day in days]
return data
--------------------------------------------------
#Example-
>>> import ystockquote
>>> print ystockquote.get_price('AUY')
10.865
>>> print ystockquote.get_all('PCX')
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