This repo contains a collection of scripts for pulling data or compiling datasets from the unofficial Yahoo Finance API, along with some documentation.
The original API documentation has been removed, however an unofficial one is in DOCUMENTATION.md
python get_stock.py INDEX STOCK [REQUEST]
This is a python 2 script that downloads the info about a stock, adds the current unix time, and appends it to a csv file corresponding to that stock.
The third argument is optional, and chooses what information is requested from the api. This is built by combining arguments from the documentation, eg. vop to download the volume, opening and closing price of a stock. If nothing is specified, the default of sl1op is used.
For example:
python get_stock.py FTSE IHG
will create/open a file called FTSE IHG.csv and append the following on a newline:
"IHG",32.11,31.88,32.24,1453325715.12
python get_ftse.py [REQUEST]
This is a python 2 script that downloads information about all FTSE 100 stocks, adds the current unix time, and creates/appends to a file about each stock. This creates 100 files, and if it is run again it will append the new data to the existing 100 files.
The REQUEST argument is optional, and chooses what information is requested from the api. This is built by combining arguments from the documentation. If none is specified, the default of sl1op is used.
./loop_ftse.sh FREQUENCY [REQUEST]
This is a shell script that is useful for compiling datasets. This loops get_ftse.py once every specified duration, and appends all the prices to their corresponding csv files.
The FREQUENCY argument is how often you want the script to collect stock information, in seconds. Execution time is accounted for so this number must be higher than how long it takes to run get_ftse.py. REQUEST is the launch argument to be passed to get_ftse.py saying what information to download. This is built by combining arguments from the documentation. If none is specified, the default of sl1op is used.
At the end of each iteration, the the start time and date in european format is printed out.
HTTP Error 999: This means you have made too many requests and have been ratelimited by yahoo. A good frequency is once every 300 seconds (5 minutes).