I would like to get the adjusted price (adjusting for splits and dividends) for a group of stock symbols using Yahoo! Finance. It looks like the historical prices call is limited to one symbol at a time. Could please let me know if there is a way to get multiple symbols in one call?
I would like to get this data so I can do some back testing on that data. Since I may require quite a few symbols (say 500-1000), it will be easier if I can make just a few batch calls to Yahoo!'s servers instead of making one call per symbol everyday.
Another way of getting the adjusted price is to use their daily stock price api and adjust it manually using dividend and splits information (they allow multiple symbols for their daily stock quotes). Unfortunately I cannot find any way to get splits information from the http call (guessing based on 50% or 200% is one option but if you deal with penny stocks, this can be dangerous and cannot figure out uneven splits). Also, the dividend information returned by it is not easy to decode. They seem to be returning the total over 4 quarters and the dividend date doesn't really correspond with the actual dividend date based on the historical price. The various options for the call can be found here: http://www.gummy-stuff.org/Yahoo-data.htm
Any suggestions on getting adjusted price for multiple symbols? Or Am I unnecessarily worrying about making 100s of calls to Yahoo! everyday? Ideally I would like to download all the required data within a couple of hours each day - that would be 10-20 calls per minute. Is that too much? I couldn't find any documentation on the permissible number of requests per second.
I am open to other places where I can get similar data. However, since I am just trying to learn the basics of quant trading and not trade, I would prefer free downloads.
Thanks
-e
This is an old question, but I did find a source where split data is available. Not sure how comprehensive these announcements are though:
http://biz.yahoo.com/c/09/s1.html
In the url, the "09" part is the year (2009), and the "s1" part is the month (s1 = Jan, s2 = Feb., s3 = Mar., etc.)
It isn't a nice clean CSV, but the format of the page is consistent and should be parseable. Just make a query each day for the current month, parse the page, and process any splits that you didn't see the day before.
ETA: And another source (probably less reliable than Yahoo, but can be queried by ticker):
http://getsplithistory.com/
I am not sure which language you are using but I have a sample in C#. I think it will give you the idea at least or may be help some one else
private string BASE_URL = "http://query.yahooapis.com/v1/public/yql?q=" + "select%20*%20from%20yahoo.finance.quotes%20where%20symbol%20in%20({0})" + "&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys";
Collection<Quote> quotes;
string symbolList = String.Join("%2C", quotes.Select(w => "%22" + w.Symbol + "%22").ToArray());
string url = string.Format(BASE_URL,symbolList);
XDocument doc = XDocument.Load(url);
Parse(quotes,doc);
What we are doing here is appending "," to each array item then passing that symbol list to yahoo. I have successfully fetched prices for 700 symbols in each call. Hitting yahoo servers for each ticker is a pain. I fetch stock prices for all of 6500+ tickers everyday. Earlier it use to take 3 hours now it is less than 2 mins.....sweet
Source link for that code is here - http://www.jarloo.com/get-yahoo-finance-api-data-via-yql/
P.S. Please get a api key to work smoothly. The above url is a public link where tables are timed out most of the time. Once you get an api key then your url will be (minus "public")
http://query.yahooapis.com/v1/yql
Related
I'm on migration from the old Google AdWords API to the new Google Ads API, using PHP-SDK by Google.
This is the use case, where I'm stuck:
I feed an amount of keywords (paginating them by keyword plans a 10k) to generateHistoricalMetrics($keywordPlanResource) and collect the results.
To do so I followed instructions at https://developers.google.com/google-ads/api/docs/keyword-planning/generate-historical-metrics and, especially, https://developers.google.com/google-ads/api/docs/keyword-planning/generate-historical-metrics#mapping_to_the_ui, with using of KeywordPlanAdGroupKeywords (with a single ad group) and avoiding to pass a specific date range for now, relying on the default value.
Further I had to apply some filters on my keywords because of KEYWORD_HAS_INVALID_CHARS and KEYWORD_TEXT_TOO_LONG, but all the errors which I'm aware of are gone now.
Now, I found out, that the KeywordPlanHistoricalMetrics object does not contain any keyword id (of the form customers//keywordPlanAdGroupKeywords/) So, I have to rely on the correct ordering. This is ok as it seems, that the original ordering of keywords is preserved within the results, as here https://developers.google.com/protocol-buffers/docs/encoding#optional
But still I have the problem, that
count($keywordPlanServiceClient->generateHistoricalMetrics($keywordPlanResource)->getMetrics()) is lower then count($passedKeywords), where each of $passedKeywords where passed to
new KeywordPlanAdGroupKeyword([
'text' => $passedKeyword,
'match_type' => KeywordMatchType::EXACT
'keyword_plan_ad_group' => $planAdGroupResource
]);
Q: So I have two questions here:
Why getMetrics() does not yield the same amount of results as the amount of passed keywords?
I'm struggling with debugging at this moment: Say, I want to know which keywords are let out. Either for providing more information at this place or just to skip them, and let my customer know, that these particular keywords were not queried. How to do this, when although I have a keyword id for every passed keyword I cannot match the returned metrics to them, because the KeywordPlanHistoricalMetrics object does not contain any keyword id.
Detail: While testing I found out, that the reducing of an amount of queried keywords reduces the amount of lost keyword data:
10k of queried keywords - 4,72% loss,
5k - 2,12%,
2,5k - 0,78%,
1,25k - 0,43%,
625 - 0,3%,
500 - 0,24%,
250 - 0,03%
200 - 0,03% of lost keywords.
But I can't imagine, that keywords should be queried one by one.
As GOOGLEFINANCE() seems very limited in the cryptocurrencies it supports, are there any (free?) APIs that I can use to get data from?
Although I use GF() for ETH and BTC, I'm specifically looking for Price and Historical Closing Prices on ADA (Cardano).
I've searched the forum for suggestions, there aren't many and most are old. Binance's API seemed OK, but it gives prices in USDT instead of USD.
If anyone is interested, I found an API that offers a free key, although limited in the number of daily calls you can make: CoinAPI.
It seems very powerful, with quotes available in most currencies. So far, I've managed to get a current price:
Formulas shown in brown.
(1) shows the raw data returned, a two rows delimited by semi-colons.
(2) wraps a QUERY() around IMPORTDATA(), using offset 1 plus param 0, to not return the header row, then wraps all that in SPLIT() to separate the delimited text into columns.
(3) wraps (2) with INDEX() so I can get just the Price in the 4th col.
As this value will not automatically update like GOOGLEFINANCE(), I think I'll need to set a Trigger to do that.
I've also retrieved historical data, but I've yet to figure out how to split multiple rows of delimited text from the IMPORTDATA() function.
[Edit] See the solution to splitting multiple rows by #player0 at https://stackoverflow.com/a/69055990/190925.
I'm using Google Sheets to organize data from my global royalty statements. Currently I'm querying several tabs (one for each country) to produce a single table with results from all countries. As you can imagine, I don't want 125 Japanese Yen showing up in my charts and graphs as $125 USD (125 Y is equivalent to about $1.09 USD).
Since I receive my royalty statements in their respective currencies, I'd like to apply average conversion rates either during the query operation or after the fact. Since the table is being generated dynamically, the values won't always be the same, so I need some way to apply the conversion by searching the list of currencies on the fly. I've got a separate table on the same tab containing all the average conversion rates for each currency. Here's a sample of how this is set up:
So basically I just don't know how to say, in coding terms, "If this line item comes from the UK, divide the royalty amount by the UK exchange rate. If it comes from Canada, divide by the Canadian rate, etc."
Anyone have any insight as to how I might pull this off (or whether it's possible)? The actual table includes over 500 line items from a dozen different countries, so doing this by hand is something I'd like to avoid.
I believe you are looking for the GoogleFinance() function. You may want to set the Country to a pick list of the valid country entries so you could create the string for the conversion. I have not looked at many, but this will take a value in CA & and apply the exchange rate to convert it to the US $ Equivalent. The exchange rate in this case is an average of, I believe, the past 30 days.
=C2 * GoogleFinance("CURRENCY:CADUSD" , "average")
For your use, you can get the country code from row M if you change it to match what the formula is after, such as CAD for Canadian Dollars."
=C2 * GoogleFinance("CURRENCY:" & M2 & "USD" , "average")
Another option would be to create a lookup table and use VLOOKUP or some other function, depending on how you set up your table.
I read up on YQL. However i'm at a loss on how to get blocks of data.
I can get individual stock data fine but how do you get collated data like the FTSE 100 shares, without having to find the symbol for each 100 shares and pulling that data in individually?
Ideally i would have the hundred shares with each of their bits of data.
Thanks in advance,
Ewan
looks like you are right that only one stock can be queried at a time. since the api is restful, you can easily use a for loop in bash and curl all the stocks.
Whenever we query YQL table we need to give the SYMBOLS (tickers) as inputs. However there is a limit to the number of symbols you can enter in one go.
I created an Excel sheet where I read a list of symbols from a sheet and then query with YQL and dump the data in another sheet.
Let's assume you want to pull out historical prices with the following specifications:
Symbol/Ticker : symbol
StartDate
EndDate
The corresponding weblink to extract this info would be (in VBA syntax)
"http://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.historicaldata%20where%20symbol%20in%20%28%27 " & symbol & "%27%29%20and%20startDate%20=%20%27" & startDate & "%27%20and%20endDate%20=%20%27" & endDate & "%27&diagnostics=true&env=store://datatables.org/alltableswithkeys"
You can find the Excel sheet present at my blog.
I am trying to create a yahoo pipe that takes ideally takes all tweets tweeted at any point in time and filters down by a number of attributes to then display a filtered feed.
Basically in order this is what I want to happen:
Get a feed of all tweets at any one time.
Filter tweets by geolocation origin, i.e. UK,
Filter by a number of of different combinations of keywords.
Output as an RSS feed (though this isn't really the crucial stage as Yahoo Pipes takes care of this anyway)
Disclaimer: of course I understand that there are limits to the amount of tweets that could come through etc but I would like to cast the input net as wide as possible.
I have managed to get stages 3 & 4 working correctly and for the time being I am not really worrying about step 2 (although if you have any suggestions I am all ears), but stages 1 is where I am struggling. What I have attempted is using a Fetch Feed module with the URL - http://search.twitter.com/search.atom?q=lang:en - however it seems that this only pulls 15 tweets. Is there any way that I can pull more than 15 tweets every time the pipe is run, otherwise I think this may all be in vain.
FYI, here is the link to the pipe as it stands - http://pipes.yahoo.com/ludus247/182ef4a83885698428d57865da5cf85b
Thanks in advance!