all you have to do is provide list of stocks to download, date from -to and that place,where you want to store it. then, all you have to do-is change ticker in URL- http://table.finance.yahoo.com/table.csv?s=QQQ&d=8&e=14&f=2003&g=d&a=3&b=10&c=1999&ignore=.csv build a 2 simple loops(one will change tickers and second will go from beginning of open file till the end) and collect info. how tough it is for you? ...as i told you-you can do it even in excel. if person with degree in computer science(like you) can't-probably you are get paid for nothing(lucky you) http://money.cnn.com/2003/09/11/news/economy/visa_impact/index.htm do you know why?
OxonianTrader, looks like you've decompiled the program. Can you see if there's anything there with a connection timeout? That's the problem I've got -- it only gets part way through the download before quitting. Maybe there's something that needs to be tuned somewhere.... Would that be inside the JVM or in the quotemonster program itself?
Oxonian Trader, you mentioned that the data is easily converted to Metastock format. OK, I managed to download data for one stock, but I see the format isn't Metastock's.... Can you point me towards a tool to convert it? Thanks.
Bob's right about how painfully simple this is. Since you raised it - I'm curious what exactly a "theoretical computer scientist" is because it's kind of scary that anyone can leave college with a computer scientist tag but be unable to code something this trivial. Here's a real quick VB example - it reads a file with symbols you want downloaded, calls down the data from the Yahoo website by using the MS Internet control (MSINET.OCX - be sure to add this component to your VB project), and then writes it to CSV files (one per symbol). You can apply the same basics for other cases when you want to call down pages/data from websites. This sample took all of 15 minutes - it's only one file with about 45 executable statements. Blowing a whole hour and you could add some additional robustness, some selectivity features, add the ability to store the data to a local Access database, etc. Check the .FRM file that's attached (as a .TXT so it would upload) so you don't have to recreate the form just to use the code - for anyone that wants to see or screw around with it. Did it in VB6 because most people haven't upgraded to VB.Net yet. Don't know about the five files you mention - maybe Java code is just more verbose/bloated. The only java I bother with is the Gevalia kind
I don't work in the computer science field though I am qualified to work as a software engineer or developer. You assume that information on how to mine data from data sources is easily available; without having looked into it myself, I am not as confident that that is the case. I know that I would have to figure out how the data source stores its data, and how to mine that data by establishing an interface between my prog and the data source. As I expect even YOU know, all programming can be reduced to a set of loops. The problems arise when you attempt to use such loops to extract data from a data source you KNOW NOTHING ABOUT; it takes time to figure out how data sources store their data and how you can have your program extract such data. Luckily, yahoo has its own mechanism for downloading historical data and so one is simply required to automate a process yahoo already has in place. Therefore, I realize now that your feat of writing a program to download yahoo historical data was in fact trivial. However, I highly doubt you wrote your program in less than an hour on the first try without bugs. You can say that you did but I for one (as I am sure many other traders on here would concur) need to see it to believe it (i.e. see you write a program like that in less than an hour.....of course, programmers tend to memorize code they've written in the past so you could probably reproduce the code you've already written in less than five minutes. By the way, when did I ever say I had a degree in computer science? lol
Writing the loops and program which reads files is SIMPLE. Connecting to the data source and extracting data from there was where I thought it may take some of my time. I had forgotton that yahoo ALREADY HAS A MECHANISM FOR DOWNLOADING HISTORICAL STOCK DATA. The task at hand is obviously much easier in light of that fact since all that is required is to automate a process already created. I never really got into data mining though I am considering taking a course in it the spring of my senior year. When I said I was more of a theoretical computer scientist, I meant that I prefer proving theorems in computer science over writng programs to accomplish tasks; or, as is common these days, writing programs which actually prove the theorems for me (no, I'm not kidding).
sorry, but i gave you the wrong command line. Here is the correct one: c:\program files\quotemonster\java QM 19620101 20030913
I missed this thread when it was active, but I would really like to use the quotemonster program to download Yahoo's EOD data. I have been doing this manually, and it is quite laborious. I feel a little foolish because you guys were arguing about how easy or difficult it is to write a program like this, and I can't even figure out how to use it. If someone could tell me how to run this program I would appreciate it. I downloaded and unzipped the program. I can open and read the properties folder, but I don't what to do from there. Do I copy this text someplace? I obviously don't have a clue. I would like to load the data into Excel so that I can manipulate it there. Thanks for any help.
I assume you installed the Java version. You must first install java and add the bin directory to your path by following the following directions: Choose Settings, Control Panel, and select System. On Microsoft Windows NT, select the Environment tab; on Microsoft Windows 2000 select the Advanced tab. Look for "Path" in the User Variables and System Variables. If you're not sure where to add the path, add it to the right end of the "Path" in the User Variables. The path you add should look something like this: C:\jdk1.3.1_<version number>\bin ------------------------------- Now you can use the Java command from any directory on any of your hard drives. Then, you just have to follow the directions in the Quotemonster Help File......it tells you to open your command prompt by typing 'cmd' in the run window. then cd yourself into the quotemonster directory. Then, type something like this to get data from sep 24 1977 through sep 24 2003: java QM 19770924 20030924 Now you have to wait.....depending on the number of symbols you are getting data for you may have a short or long wait time. The data is given to the file quotes.prn. You will likely have to use the metastock downloader (or some other conversion software) to convert the ASCII text into the desired format. Hope that helps. sincerely,