Web Tool for Bulk Price Series Download

Discussion in 'Automated Trading' started by chromosome, Jul 9, 2010.

  1. I wrote a Web based application to download multiple stock price series on one spreadsheet. It is extremely useful for getting data into MATLAB, etc. where you need historical prices for 10, 15, 20 stocks on one sheet. This application allows the user to input many tickers to get the prices on one sheet without having to download separate price series and combining them. This can be useful to students or practitioners that do not have commercial software to do the same thing.

  2. I don't suppose you know anything similar for intraday data? :cool:
  3. Unfortunately not. However I could easily modify it if there was a free quote source. Anyone know of one for intraday?
  4. waditude



    What happens when there is missing data in one or more of the series? How do you prevent misalignment of the data rows?
  5. If there is a missing datum for a given date, an NaN is printed.

    If you use the symbols provided in the box as a test, you'll see that one of them is ALUA.BA which trades in Argentina. ALUA.BA traded on July 5 while US exchanges were closed.

    An NaN appears for the domestic securities that did not trade.
  6. Does anyone have ideas for additions or improvements?

    I was thinking about allowing an option to store the file on the server so your MATLAB (or other) application could call the file from the Web.

    I also want to allow the download in binary format (.mat) for direct use without having to import a .csv.

  7. If you're willing, you could publish the source, so others can modify it for their specific needs.
  8. It's pretty robust for what it is designed to do.
  9. I guess that's an "unwilling"...
  10. Why do you want to see the source? I have never seen anyone ask for that. If you want something different, write one yourself - like I did.
    #10     Jul 16, 2010