Screening stocks using Yahoo Finance API (YQL)

Question

i am trying to roll my own stock screener using the Yahoo Finance API.

While it is easy to get a heap of data (via XML or JSON) by providing the ticker symbol:

SELECT * FROM yahoo.finance.quotes WHERE symbol="RBS.L"

(See the results here and click 'test').

I am struggling to find a way to find stocks which match a certain set of criteria. For instance, say I want to grab a list of stocks whose Bid price is greater than 20

SELECT symbol FROM yahoo.finance.quotes WHERE Bid > 20.00

The query fails, with the following message:

Cannot find required keys in where clause; got 'Bid', expecting required keys: (symbol)

as can be seen here.

Is what I am trying to do possible? Is there a way to write the query string to get what I am looking for? Or is there a much simpler service out there that can help me out.

Would appreciate any help you guys can give me.

Allodial

Possible, yes. Though not with the yahoo.finance.quotes table nor any other existing YQL tables that I know of. If you find a data source which allows filtering in the manner you need, then it is easy to make that into a YQL table. – Newark

Following on @Newark comment, the Y!Finance YQL tables are unofficial scrapes of CSV files that are used by the Yahoo Finance front-end. They provide a good set of data for a given stock symbol, but can't do range or value searches as you're looking for. You'll need to find a webservice (probably paid or subscription) that does. – Macnamara

@Allodial did you ever find a solution to your issue with yahoo? Is there a table that allows you to screen stocks instead of searching by ticker? – Sacculate