finance

Yahoo Finance All Currencies quote API Documentation

由 那年仲夏 提交于 2019-11-27 10:57:07
I've being using this feed for a long time, I believe Apple does it as well in one of the mac widgets. but what is really curious is that I simply can't find any documentation for it, I've tried google and everything. http://finance.yahoo.com/webservice/v1/symbols/allcurrencies/quote I can see people using different parameters like view=basic date=Ymd; currency=true but it's horrible there isn't anything official. For now I am using these parameters: format=json and callback=list sometimes... But it is still a mystery for me. Does anyone know the real truth about it because it seems Yahoo is

Downloading Yahoo stock prices in R

由 徘徊边缘 提交于 2019-11-27 09:17:56
问题 This is a newbie question in R. I am downloading yahoo finance monthly stock price data using R where the ticker names are read from a text file. I am using a loop to read the ticker names to download the data and putting them in a list. My problem is some ticker names may not be correct thus my code stops when it encounters this case. I want the following. skip the ticker name if it is not correct. Each element in the list is a dataframe. I want the ticker names to be appended to variable

Performance of C++ vs Virtual Machine languages in high frequency finance

由 ∥☆過路亽．° 提交于 2019-11-27 09:16:12
问题 I thought the C/C++ vs C#/Java performance question was well trodden, meaning that I'd read enough evidence to suggest that the VM languages are not necessarily any slower than the "close-to-silicon" languages. Mostly because the JIT compiler can do optimizations that the statically compiled languages cannot. However, I recently received a CV from a guy who claims that Java-based high frequency trading is always beaten by C++, and that he'd been in a situation where this was the case. A quick

Yahoo Finance Historical data downloader url is not working

由 拟墨画扇 提交于 2019-11-27 08:29:35
I have used the following url to fetch the historical data from yahoo finance. From last 16th May, 2017 the url is not working. http://real-chart.finance.yahoo.com/table.csv?s=AAL&a=04&b=01&c=2017&d=04&e=02&f=2017&g=d&ignore=.csv Seems like they have changed the url and the new url is: https://query1.finance.yahoo.com/v7/finance/download/AAL?period1=1494873000&period2=1494959400&interval=1d&events=history& crumb=l0aEtuOKocj In the above changed URL has a session cookie which is crumb. Is there any idea how to get this cookie programmatically(in JAVA)? Got it to work, now I just have to parse

Convert data to OHLC (Open, High, Low, Close) in JavaScript?

由 我与影子孤独终老i 提交于 2019-11-27 07:18:08
问题 Similar to create an OHLC data from Date, time, price using C#, how does one take the theory of converting basic trade data to OHLC (or Open, High, Low, Close) and apply it to this distinct case? var data = [{ "tid": 283945, "date": 1384934366, "amount": "0.08180000", "price": "501.30" }, { "tid": 283947, "date": 1384934066, "amount": "0.06110000", "price": "490.66" }, ... ]; function convertToOHLC(data) { // What goes here? } convertToOHLC(data); Here is the fiddle: https://jsfiddle.net

Remove duplicate rows from xts object

由 自古美人都是妖i 提交于 2019-11-27 05:51:40
问题 I am having trouble deleting duplicated rows in an xts object. I have a R script that will download tick financial data of a currency and convert it to an xts object of OHLC format. The script also pulls new data every 15 minutes. The new data is downloaded from the first trade of today to the last recorded trade of today. The old previous data downloaded was stored in .Rdata format and called. Then the new data is added to the old data and it overwrites the old data in .Rdata format. Here is

Getting data from Yahoo Finance

由 一世执手 提交于 2019-11-27 05:00:25
问题 I read about the YQL, but I didn't understand how can I get some simple data (like company ticker, market cap, stock price, etc.), for ALL COMPANIES? And an additional question, how can I get all Yahoo Finance tables and theirs fields that can be queried by YQL? 回答1: To your first question, you can't really do any query through YQL to get data for all companies. It's more oriented towards obtaining data for a smaller query. (I.e., it's not going to give you a full data dump of the whole Yahoo

Yahoo! Finance CSV file will not return Dow Jones (^DJI)

由 对着背影说爱祢 提交于 2019-11-27 03:30:37
I am trying to retrieve market data from Yahoo! finance and the script has worked fine for years, but recently, it stopped showing The Dow Jones data. Here is the URL: http://download.finance.yahoo.com/d/quotes.csv?s=^DJI,^IXIC,^GSPC,^TNX&f=snl1d1t1c1ohg The URL should return data on: Dow Jones NASDAQ S&P 10 Year Bonds It actually doesn't get returned into the CSV for me, I have tried everything I can think of, but to no avail, and I haven't seen anyone having the same problem online. Any ideas and is anyone having the same issues? Thanks. Replace ^DJI with INDU (that's one of the tickers for

If you know the future prices of a stock, what's the best time to buy and sell?

由 心已入冬 提交于 2019-11-27 02:49:47
问题 Interview Question by a financial software company for a Programmer position Q1) Say you have an array for which the ith element is the price of a given stock on day i. If you were only permitted to buy one share of the stock and sell one share of the stock, design an algorithm to find the best times to buy and sell. My Solution : My solution was to make an array of the differences in stock prices between day i and day i+1 for arraysize-1 days and then use Kadane Algorithm to return the sum

Alternatives to the Yahoo Finance API? [closed]

由 谁说胖子不能爱 提交于 2019-11-27 00:11:35
问题 Yahoo finance recently discontinued their API. I have been looking for alternatives. The ones I've found so far are Google Finance and Quandl. Google Finance was deprecated in 2011 but still appears to work somewhat. However, there is little to no documentation, and I need to pull dividend data which I was unable to find. Quandl appears to work well but the data is spread across multiple databases which makes getting appropriate access timely and costly. Does anyone know of any other viable
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