Getting stock's historical data
Asked Answered
N

1

12

We would like to check on stock's historical data, using HTTP request, and get JSON.

Using the yahoo API ,I found it hard to not only clearly understand the HTTP request fields, but also to get the data of a certain day (not average for each day, but the values during a certain day), with this :

http://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.historicaldata%20where%20symbol%20%3D%20%22AAPL%22%20and%20startDate%20%3D%20%222012-09-11%22%20and%20endDate%20%3D%20%222014-02-11%22&format=json&diagnostics=true&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys&callback=

  1. There is no explanation anywhere of how to set each field (also not at Yahoo console).

  2. You can't set a certain day, and get its values.

Is there a stable solution other than Yahoo which is now free? Or, how can I understand what all these junk signs in the request?

Nydianye answered 2/8, 2014 at 17:45 Comment(0)
W
19

Ad-hypothesis in 2.: "You can't set a certain day, and get his values" ... well, YOU CAN:

The <URL> per-se contains data selection tags included:

http://query.yahooapis.com/v1/public/yql?q=
select * from   yahoo.finance.historicaldata
         where  symbol    = "AAPL"
         and    startDate = "2012-09-11"
         and    endDate   = "2014-02-11"
&format=json
&diagnostics=true
&env=store://datatables.org/alltableswithkeys
&callback=

so to get just the last few ( a pair of, notice the interpretation of endDate in results ) days between 2014-08-10 .. 2014-08-12 on "AAPL":


                "results":{
                            "quote":[
                                     {
                                       "Symbol":"AAPL",
                                       "Date":"2014-08-12",
                                       "Open":"96.04",
                                       "High":"96.88",
                                       "Low":"95.61",
                                       "Close":"95.97",
                                       "Volume":"33795000",
                                       "Adj_Close":"95.97"
                                      },
                                     {
                                       "Symbol":"AAPL",
                                       "Date":"2014-08-11",
                                       "Open":"95.27",
                                       "High":"96.08",
                                       "Low":"94.84",
                                       "Close":"95.99",
                                       "Volume":"36585000",
                                       "Adj_Close":"95.99"
                                      }
                                    ]
                           }

( a full Y! response transcript )

{ 
 "query":{
          "count":2,
          "created":"2014-08-14T21:32:41Z",
          "lang":"en-EN",
          "diagnostics":{
                         "url":[
                                { 
                                  "execution-start-time":"0",
                                  "execution-stop-time":"1",
                                  "execution-time":"1",
                                 "content":"http://www.datatables.org/yahoo/finance/yahoo.finance.historicaldata.xml"
                                 },
                               {
                                 "execution-start-time":"5",
                                 "execution-stop-time":"16",
                                 "execution-time":"11",
                                 "content":"http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL"
                                },
                               {
                                 "execution-start-time":"18",
                                 "execution-stop-time":"28",
                                 "execution-time":"10",
                                 "content":"http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL"
                                }
                               ],
                               "publiclyCallable":"true",
                               "cache":[
                                         {
                                           "execution-start-time":"4",
                                           "execution-stop-time":"4",
                                           "execution-time":"0",
                                           "method":"GET",
                                           "type":"MEMCACHED",
                                           "content":"91a0664b4e7cf29d40cce123239fec85"
                                          },
                                         {
                                           "execution-start-time":"17",
                                           "execution-stop-time":"18",
                                           "execution-time":"1",
                                           "method":"GET",
                                           "type":"MEMCACHED",
                                           "content":"31dd9633be8581af77baa442f314c921"
                                          }
                                        ],
                               "query":[
                                        {
                                          "execution-start-time":"5",
                                          "execution-stop-time":"17",
                                          "execution-time":"12",
                                          "params":"{url=[http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL]}",
                                          "content":"select * from csv(0,1) where url=@url"
                                         },
                                        {
                                          "execution-start-time":"18",
                                          "execution-stop-time":"28",
                                          "execution-time":"10",
                                          "params":"{columnsNames=[Date,Open,High,Low,Close,Volume,Adj_Close], url=[http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL]}",
                                          "content":"select * from csv(2,0) where url=@url and columns=@columnsNames"
                                         }
                                       ],
                       "javascript":{
                                      "execution-start-time":"3",
                                      "execution-stop-time":"29",
                                      "execution-time":"25",
                                      "instructions-used":"34359",
                                      "table-name":"yahoo.finance.historicaldata"
                                     },
                       "user-time":"31",
                       "service-time":"23",
                       "build-version":"0.2.2666"
                     },
            "results":{
                        "quote":[
                                 {
                                   "Symbol":"AAPL",
                                   "Date":"2014-08-12",
                                   "Open":"96.04",
                                   "High":"96.88",
                                   "Low":"95.61",
                                   "Close":"95.97",
                                   "Volume":"33795000",
                                   "Adj_Close":"95.97"
                                  },
                                 {
                                   "Symbol":"AAPL",
                                   "Date":"2014-08-11",
                                   "Open":"95.27",
                                   "High":"96.08",
                                   "Low":"94.84",
                                   "Close":"95.99",
                                   "Volume":"36585000",
                                   "Adj_Close":"95.99"
                                  }
                                ]
                       }
      }
}

Nota Bene:

One may detect, that the fully-fledged query processing re-wraps data-source request sourced and post-processed from just:

http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL

yielding:

Date,Open,High,Low,Close,Volume,Adj Close
2014-08-12,96.04,96.88,95.61,95.97,33795000,95.97
2014-08-11,95.27,96.08,94.84,95.99,36585000,95.99

Per aspera Ad Astra ... ( ... more GHz, more TB, more Gbps, more ..., more ..., Moore! )

Wept answered 14/8, 2014 at 21:57 Comment(5)
Please tell me what documentation you are using for this. Everywhere I google people are using different urls and different query formats for Yahoo finance and I can't find any definitive information.Bodine
Yes, Google contains a LOT of things, not always the right answers... Feel free @Bodine to open this as a question.Wept
So did someone open a question? As I am also interested in the answer?Mariel
@EugenevanderMerwe My salutes to Stellenbosch, ZX-81 & NetWare 3.x part of your story. As per your question, no. No such question was opened as far as I have noticed.Wept
Yahoo! query web service docs and YQL Docs (try the Console) may help. The most complete list of YQL data tables I've found is on github.Constantia

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