Discussion in 'Automated Trading' started by dima777, Aug 9, 2008.
Can you please recommend and free good EOD price data source?
Google finance. Click on historical prices near the top right corner of the chart. Then select the date range and make sure to click update before downloading to a spreadsheet.
thanks Max...but it seems the prices cannot be downloaded all at once in excel format...(((( or is there a way to do this? thanks!
Click "download to spreadsheet" next to the update button. Open that file with Excel . The file will be in csv format which Excel has no problems with.
Max, thanks..but i see no button like that..here is an example page I am looking on:
Please give me the link wher you see this button...
Sorry about that, you are totally right. I guess you can only get historical data for ETF's, stocks, etc and not the indexes on Google finance (try SPY to see for yourself). What a useless exception.
Yahoo finance can give you historical data too. After you enter a symbol on yahoo finance, on the left blue column near the top there is a link "Historical Prices". Click on that and then go to the bottom of the table and there is a text link "Download to Spreadsheet". I just tested it for ^DJI and it works fine.
The reason I didn't direct you to yahoo in the first place is because their data is sometimes messy, with dividends embedded in the columns (scroll down to see) so it's a pain to clean up. I guess that won't be a problem with ^DJI though.
If you want an explanation with screenshots there's an old entry on maxdama.com that clearly shows how to get historical data from Google.
you can download historical prices off of yahoo to excel
See my previous post for the process to download historic data from Yahoo. If you are asking whether Excel can open a csv file, yes it can, just open it normally.
if you want a free api for working with historical data as bars, checkout http://tradelink.googlecode.com
eg you can do:
// grab daily data from google
BarList bl = new BarList("IBM");
// print daily range for every trading day available
foreach (Bar bar in bl)
For anyone who has used both Google historical data and Yahoo historical data, how do they compare in terms of accuracy and completeness?
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