Yahoo! Finance

Friday, June 10, 2011

Many programmers work for publicly traded companies, and probably spend more time than they realize watching their (or their friends) company’s stock prices. To make that easier, I wanted to implement a simple wrapper to retrieve prices from Yahoo! Finance.

Quotes

You can use a “quotes.csv” interface to retrieve current price information. The way it works is to perform an HTTP request to a specially formatted URL that looks like:

https://finance.yahoo.com/d/quotes.csv?s=SYMBOLS&f=FIELDS

In the URL, SYMBOLS is a list of symbols separated by “+” and FIELDS is a list of letters and numbers (from the following table) representing fields to be requested.

a	Ask	a2	Average Daily Volume	a5	Ask Size
b	Bid	b2	Ask (Real-time)	b3	Bid (Real-time)
b4	Book Value	b6	Bid Size	c	Change & Percent Change
c1	Change	c3	Commission	c6	Change (Real-time)
c8	After Hours Change (Real-time)	d	Dividend/Share	d1	Last Trade Date
d2	Trade Date	e	Earnings/Share	e1	Error Indication (returned for symbol changed / invalid)
e7	EPS Estimate Current Year	e8	EPS Estimate Next Year	e9	EPS Estimate Next Quarter
f6	Float Shares	g	Day’s Low	h	Day’s High
j	52-week Low	k	52-week High	g1	Holdings Gain Percent
g3	Annualized Gain	g4	Holdings Gain	g5	Holdings Gain Percent (Real-time)
g6	Holdings Gain (Real-time)	i	More Info	i5	Order Book (Real-time)
j1	Market Capitalization	j3	Market Cap (Real-time)	j4	EBITDA
j5	Change From 52-week Low	j6	Percent Change From 52-week Low	k1	Last Trade (Real-time) With Time
k2	Change Percent (Real-time)	k3	Last Trade Size	k4	Change From 52-week High
k5	Percent Change From 52-week High	l	Last Trade (With Time)	l1	Last Trade (Price Only)
l2	High Limit	l3	Low Limit	m	Day’s Range
m2	Day’s Range (Real-time)	m3	50-day Moving Average	m4	200-day Moving Average
m5	Change From 200-day Moving Average	m6	Percent Change From 200-day Moving Average	m7	Change From 50-day Moving Average
m8	Percent Change From 50-day Moving Average	n	Name	n4	Notes
o	Open	p	Previous Close	p1	Price Paid
p2	Change in Percent	p5	Price/Sales	p6	Price/Book
q	Ex-Dividend Date	r	P/E Ratio	r1	Dividend Pay Date
r2	P/E Ratio (Real-time)	r5	PEG Ratio	r6	Price/EPS Estimate Current Year
r7	Price/EPS Estimate Next Year	s	Symbol	s1	Shares Owned
s7	Short Ratio	t1	Last Trade Time	t6	Trade Links
t7	Ticker Trend	t8	1 yr Target Price	v	Volume
v1	Holdings Value	v7	Holdings Value (Real-time)	w	52-week Range
w1	Day’s Value Change	w4	Day’s Value Change (Real-time)	x	Stock Exchange
y	Dividend Yield

Using this URL format, we can build a word that retrieves current quotes for a list of symbols:

: quotes ( symbols -- csv )
    "https://finance.yahoo.com/d/quotes.csv" >url
        swap "+" join "s" set-query-param
        "sbal1v" "f" set-query-param
    http-get nip >string string>csv
    { "Symbol" "Bid" "Ask" "Last" "Volume" } prefix ;

With the strings.table vocabulary, we can format the response as a table:

IN: scratchpad { "MSFT" "GOOG" "AAPL" } quotes
               format-table [ print ] each
Symbol Bid    Ask    Last    Volume
MSFT   23.64  23.69  23.705  49327104
GOOG   505.00 509.05 509.505 2440475
AAPL   N/A    334.80 325.90  15504200

Historical Prices

You can also retrieve historical prices using a “table.csv” interface. Similar to retrieving quotes, you make an HTTP request to a special URL:

https://ichart.finance.yahoo.com/table.csv?s=SYMBOL

In the URL, SYMBOL is the symbol that you are requesting prices for, and you can further limit the response using additional parameters:

Start date for historical prices:

a - Month number, starting with 0 for January.
b - Day number, eg, 1 for the first of the month.
c - Year.

End date for historical prices (default is the most current available closing price):

d - Month number, starting with 0 for January.
e - Day number, eg, 1 for the first of the month.
f - Year.

And finally, the frequency of historical prices:

g - Possible values are ’d’ for daily (the default), ‘w’ for weekly, and ’m’ for monthly.

With this knowledge, we can build a word to retrieve historical prices from January 1, 2009 until the current day.

: historical-prices ( symbol -- csv )
    "https://ichart.finance.yahoo.com/table.csv" >url
       swap "s" set-query-param
       "0" "a" set-query-param
       "1" "b" set-query-param
       "2009" "c" set-query-param
    http-get nip string>csv ;

To use it, and demonstrate the impact that AAPL has had over the last few years, we can chart the daily closing prices (remembering to reverse the order of the prices, oldest to newest):

The code for this is on my GitHub.