Hello, I'm thinking of building an API with Yahoo Finance data and Excel. I've never done this before so I want to know if this is even possible to do for free before I waste my time. 1. I want a screener for several thousand symbols (all stocks on NYSE/NASDAQ/AMEX >$1) 2. I want it to refresh once a minute 3. I want to be able to pause the screen to avoid refreshment 4. I want the data in close to real-time (no more than a minute off) 5. I want standard intraday data that Yahoo uses (volume, high, low, last price) 6. I want the High/Low/Open/Close of the most recent bars (preferably 1 minute, but 5 would work as well) Thanks
Multiple implementations of this already exist (in Excel, Java, C+, PHP, you name it). Just google it.
PHP ..... Below is a PHP code I used years ago. I don't know if it still works and if it does it will require a lot of additional coding to get it up and running. Code: $ticker $open = fopen("http://quote.yahoo.com/d/quotes.csv?s=$ticker&f=sl1d1t1c1ohgv&e=.csv", "r"); If you google the above code snippet you should get a lot more PHP code that goes with it.
I'm a complete amateur coder. I followed a tutorial online to get quotes in VBA for this: https://dl.dropboxusercontent.com/u/1062712/Yahoo data download.htm Unfortunately the real-time data doesn't work though. Even I can't get intraday bar like I hope to: last price, daily high, daily low, and volume in real time would go a long, long way.
The issue I believe is that Yahoo doesn't have a way to download real time data. They show a realtime quote but the data available for download is delayed. With Amibroker Tomasz built a plugin for those who want to use yahoo free data but it doesn't have real time. I have no idea exactly how it works but I think it's just a script that runs through each symbols download page and updates as when using amiquote( the plugin for bringing the quotes in) it will run through the list and download each one , one at a time. They update quickly at say less then a second but with a huge list of symbols it can be over a minute before it gets back to the top and refreshes again. Now I'm going to think that if their was a way to get real time into Amibroker one of the members would've developed something and shared it, or you'd see something online if it was possible. Just suggest if you need realtime data that Yahoo might not be the best way.