Web Tool for Bulk Price Series Download

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

  1. I could care less personally, but <i>you</i> asked for suggestions, so I offered one. Lots of people distribute their code... try Googling <i>open source</i> "About 293,000,000 results"... If you don't want to, that's fine, but, again -- <i>you</i> asked for suggestions.
     
    #11     Jul 16, 2010
  2. benwm

    benwm

    +1
     
    #12     Jul 25, 2010
  3. waditude

    waditude

    I get the following error after manually inputting about 60 symbols. Is there a limit on the number of symbols? What happens if you put in a symbol that Yahoo does not recognize?

    Warning: fopen(http://ichart.finance.yahoo.com/table.csv?s=MSC&a=7&b=7&c=2008&d=7&e=7&f=2010&g=d&ignore=.csv) [function.fopen]: failed to open stream: HTTP request failed! HTTP/1.1 404 Not Found in /homepages/14/d156645139/htdocs/finance/bin/php/Downloader.class.php on line 505
    Failed to create handle.
     
    #13     Aug 7, 2010
  4. You've stumbled across an issue that I have been working to fix.

    If a symbol is not recognized, then the application will notify the user (try entering a garbage symbol like 'JKDJFKLDN'). It's when the symbol is recognized but has no historical data, like MSC.

    I'll post a message when I resolve the issue, thanks for brining it up.
     
    #14     Aug 7, 2010
  5. Thanks again for the heads-up. I've corrected this problem. The application now checks for existance of the symbol and whether or not data exists.
     
    #15     Aug 7, 2010
  6. Andyroki

    Andyroki

    I went to your site and there seems to be a problem. I have entered MOT for symbol and when it was done pressed " File is available for download" it did download but all I got was an empty file.

    In case you are interested I am also using Yahoo data. You can find my app here : www.turtrades.com
     
    #16     Aug 18, 2010
  7. The application will not function when only one symbol is entered. You must enter two symbols or greater.

    I am working on allowing the download of data for one symbol or at least informing the user that data for at least two symbols must be requested.

    Which do you think would be a better alternative?
     
    #17     Aug 18, 2010
  8. Andyroki

    Andyroki

    For a quick fix I would at least let people know that you need at least 2 symbols for this to work. Than work on a version that allows for one symbol.
     
    #18     Aug 18, 2010
  9. rosy2

    rosy2

    heres a program that takes a list of tickers and start and end dates. it put the closes into a matrix by date. PM me if you want to buy the enterprise version :D

    Code:
    from matplotlib.finance import quotes_historical_yahoo
    import numpy as np
    import datetime
    
    tickers = ('SPY','XLE','XOM')
    start_date = datetime.datetime(2010, 7, 1)
    end_date = datetime.datetime(2010, 7, 30)
    data=[]
    
    for t in tickers:
        data.append( quotes_historical_yahoo(t, start_date, end_date,asobject=True) )
    c=np.mat([ z.close for z in data ])
    c.transpose()
    
     
    #19     Aug 18, 2010
  10. waditude

    waditude

    Chromosome,

    I tried a list of 114 ticker symbols over 150 days and your data-fetcher didn't return anything. When I broke the list into 3 lists of about 40 symbols each, it worked.

    Is their a specific size limitation? Can it be increased?
     
    #20     Aug 29, 2010