go-quote

A free quote downloader library and cli

Downloads daily historical price quotes from Yahoo and daily/intraday data from Google. Written in pure Go. No external dependencies. Now downloads crypto coin historical data from Coinbase GDAX exchange.

• Update: 4/26/2018 - Added preliminary tiingo CRYPTO support. Use -source=tiingo-crypto -token=<your_tingo_token> You can also set env variable TIINGO_API_TOKEN. To get symbol lists, use market: tiingo-btc, tiingo-eth or tiingo-usd

• Update: 12/21/2017 - Added Amibroker format option (creates csv file with separate date and time). Use -format=ami

• Update: 12/20/2017 - Added Binance exchange support. Use -source=binance

• Update: 12/18/2017 - Added Bittrex exchange support. Use -source=bittrex

• Update: 10/21/2017 - Added Coinbase GDAX exchange support. Use -source=gdax All times are in UTC. Automatically rate limited.

• Update: 7/19/2017 - Added preliminary tiingo support. Use -source=tiingo -token=<your_tingo_token> You can also set env variable TIINGO_API_TOKEN

• Update: 5/24/2017 - Now works with the new Yahoo download format. Beware - Yahoo data quality is now questionable and the free Yahoo quotes are likely to permanently go away in the near future. Use with caution!

Still very much in alpha mode. Expect bugs and API changes. Comments/suggestions/pull requests welcome!

Copyright 2018 Mark Chenoweth

Install CLI utility (quote) with:

go install github.com/markcheno/go-quote/quote

Usage:
  quote -h | -help
  quote -v | -version
  quote <market> [-output=<outputFile>]
  quote [-years=<years>|(-start=<datestr> [-end=<datestr>])] [options] [-infile=<filename>|<symbol> ...]

Options:
  -h -help             show help
  -v -version          show version
  -years=<years>       number of years to download [default=5]
  -start=<datestr>     yyyy[-[mm-[dd]]]
  -end=<datestr>       yyyy[-[mm-[dd]]] [default=today]
  -infile=<filename>   list of symbols to download
  -outfile=<filename>  output filename
  -period=<period>     1m|3m|5m|15m|30m|1h|2h|4h|6h|8h|12h|d|3d|w|m [default=d]
  -source=<source>     yahoo|google|tiingo|tiingo-crypto|gdax|bittrex|binance [default=yahoo]
  -token=<tiingo_tok>  tingo api token [default=TIINGO_API_TOKEN]
  -format=<format>     (csv|json|hs|ami) [default=csv]
  -adjust=<bool>       adjust yahoo prices [default=true]
  -all=<bool>          all in one file (true|false) [default=false]
  -log=<dest>          filename|stdout|stderr|discard [default=stdout]
  -delay=<ms>          delay in milliseconds between quote requests

Note: not all periods work with all sources

Valid markets:
etfs:       etf
exchanges:  nasdaq,nyse,amex
market cap: megacap,largecap,midcap,smallcap,microcap,nanocap
sectors:    basicindustries,capitalgoods,consumerdurables,consumernondurable,
            consumerservices,energy,finance,healthcare,miscellaneous,
            utilities,technolog,transportation
crypto:     bittrex-btc,bittrex-eth,bittrex-usdt,
            binance-bnb,binance-btc,binance-eth,binance-usdt
            tiingo-btc,tiingo-eth,tiingo-usd
all:        allmarkets

CLI Examples

# display usage
quote -help

# downloads 5 years of Yahoo SPY history to spy.csv 
quote spy

# downloads 1 year of bitcoin history to BTC-USD.csv
quote -years=1 -source=gdax BTC-USD

# downloads 1 year of Yahoo SPY & AAPL history to quotes.csv 
quote -years=1 -all=true -outfile=quotes.csv spy aapl

# downloads 2 years of Google SPY & AAPL history to spy.csv and aapl.csv 
quote -years=2 -source=google spy aapl

# downloads full etf symbol list to etf.txt, also works for nasdaq,nyse,amex
quote etf

# dowload fresh etf list and 5 years of etf data all in one file
quote etf && quote -all=true -outfile=etf.csv -infile=etf.txt 

# dowload hourly data for all Bittrex BTC markets all in one file
quote bittrex-btc && quote -source=bittrex -all=true -period=1h -outfile=bittrex-btc.csv -infile=bittrex-btc.txt 

# downloads 60 days of Google 5 minute quote history for AAPL to aapl.csv
quote -source=google -period=5m aapl 

Install library

Install the package with:

go get github.com/markcheno/go-quote

Library example

package main

import (
	"fmt"
	"github.com/markcheno/go-quote"
	"github.com/markcheno/go-talib"
)

func main() {
	spy, _ := quote.NewQuoteFromYahoo("spy", "2016-01-01", "2016-04-01", quote.Daily, true)
	fmt.Print(spy.CSV())
	rsi2 := talib.Rsi(spy.Close, 2)
	fmt.Println(rsi2)
}

License

MIT License - see LICENSE for more details