Bloomberg Stock Scraper

Stock data can be accessed in JSON format at the following Bloomberg URL:

http://www.bloomberg.com/markets/chart/data/" + frequency + "/" + ticker + ":US"

Bloomberg API

• Frequency can be either 1D, 1M or 1Y
• Ticker can be any stock symbol on NASDAQ, NYSE or Amex
• Time is returned in UNIX milliseconds. Use the following function in Excel to convert to Excel seconds:

=(((A1/1000/60)/60)/24)+DATE(1970,1,1)+(-5/24)

For example, if we want today's prices for Apple, we could send the following request:

http://www.bloomberg.com/markets/chart/data/1D/AAPL:US

Documentation

To run this program, cd to the right directory and run "python main.py" like so:

$ python main.py

You can scrape data for all stocks listed on a single exchange or you can input a custom list of stocks in "custom.csv". I haven't encountered any need to throttle requests to this Bloomberg endpoint.