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IMHO the best place to find this information is: http://code.google.com/p/yahoo-finance-managed/
I used to use the "gummy-stuff" too but then I found this page which is far more organized and full of easy to use examples. I am using it now to get the data in CSV files and use the files in my C++/Qt project.
Here's a simple scraper I created in c# to get streaming quote data printed out to a console. It should be easily converted to java. Based on the following post:
http://blog.underdog-projects.net/2009/02/bringing-the-yahoo-finance-stream-to-the-shell/
Not too fancy (i.e. no regex etc), just a fast & dirty solution.
using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Net;
using System.Text;
using System.Web.Script.Serialization;
namespace WebDataAddin
{
public class YahooConstants
{
public const string AskPrice = "a00";
public const string BidPrice = "b00";
public const string DayRangeLow = "g00";
public const string DayRangeHigh = "h00";
public const string MarketCap = "j10";
public const string Volume = "v00";
public const string AskSize = "a50";
public const string BidSize = "b60";
public const string EcnBid = "b30";
public const string EcnBidSize = "o50";
public const string EcnExtHrBid = "z03";
public const string EcnExtHrBidSize = "z04";
public const string EcnAsk = "b20";
public const string EcnAskSize = "o40";
public const string EcnExtHrAsk = "z05";
public const string EcnExtHrAskSize = "z07";
public const string EcnDayHigh = "h01";
public const string EcnDayLow = "g01";
public const string EcnExtHrDayHigh = "h02";
public const string EcnExtHrDayLow = "g11";
public const string LastTradeTimeUnixEpochformat = "t10";
public const string EcnQuoteLastTime = "t50";
public const string EcnExtHourTime = "t51";
public const string RtQuoteLastTime = "t53";
public const string RtExtHourQuoteLastTime = "t54";
public const string LastTrade = "l10";
public const string EcnQuoteLastValue = "l90";
public const string EcnExtHourPrice = "l91";
public const string RtQuoteLastValue = "l84";
public const string RtExtHourQuoteLastValue = "l86";
public const string QuoteChangeAbsolute = "c10";
public const string EcnQuoteAfterHourChangeAbsolute = "c81";
public const string EcnQuoteChangeAbsolute = "c60";
public const string EcnExtHourChange1 = "z02";
public const string EcnExtHourChange2 = "z08";
public const string RtQuoteChangeAbsolute = "c63";
public const string RtExtHourQuoteAfterHourChangeAbsolute = "c85";
public const string RtExtHourQuoteChangeAbsolute = "c64";
public const string QuoteChangePercent = "p20";
public const string EcnQuoteAfterHourChangePercent = "c82";
public const string EcnQuoteChangePercent = "p40";
public const string EcnExtHourPercentChange1 = "p41";
public const string EcnExtHourPercentChange2 = "z09";
public const string RtQuoteChangePercent = "p43";
public const string RtExtHourQuoteAfterHourChangePercent = "c86";
public const string RtExtHourQuoteChangePercent = "p44";
public static readonly IDictionary<string, string> CodeMap = typeof(YahooConstants).GetFields().
Where(field => field.FieldType == typeof(string)).
ToDictionary(field => ((string)field.GetValue(null)).ToUpper(), field => field.Name);
}
public static class StringBuilderExtensions
{
public static bool HasPrefix(this StringBuilder builder, string prefix)
{
return ContainsAtIndex(builder, prefix, 0);
}
public static bool HasSuffix(this StringBuilder builder, string suffix)
{
return ContainsAtIndex(builder, suffix, builder.Length - suffix.Length);
}
private static bool ContainsAtIndex(this StringBuilder builder, string str, int index)
{
if (builder != null && !string.IsNullOrEmpty(str) && index >= 0
&& builder.Length >= str.Length + index)
{
return !str.Where((t, i) => builder[index + i] != t).Any();
}
return false;
}
}
public class WebDataAddin
{
public const string ScriptStart = "<script>";
public const string ScriptEnd = "</script>";
public const string MessageStart = "try{parent.yfs_";
public const string MessageEnd = ");}catch(e){}";
public const string DataMessage = "u1f(";
public const string InfoMessage = "mktmcb(";
protected static T ParseJson<T>(string json)
{
// parse json - max acceptable value retrieved from
//http://forums.asp.net/t/1343461.aspx
var deserializer = new JavaScriptSerializer { MaxJsonLength = 2147483647 };
return deserializer.Deserialize<T>(json);
}
public static void Main()
{
const string symbols = "GBPUSD=X,SPY,MSFT,BAC,QQQ,GOOG";
// these are constants in the YahooConstants enum above
const string attrs = "b00,b60,a00,a50";
const string url = "http://streamerapi.finance.yahoo.com/streamer/1.0?s={0}&k={1}&r=0&callback=parent.yfs_u1f&mktmcb=parent.yfs_mktmcb&gencallback=parent.yfs_gencb®ion=US&lang=en-US&localize=0&mu=1";
var req = WebRequest.Create(string.Format(url, symbols, attrs));
req.Proxy.Credentials = CredentialCache.DefaultCredentials;
var missingCodes = new HashSet<string>();
var response = req.GetResponse();
if(response != null)
{
var stream = response.GetResponseStream();
if (stream != null)
{
using (var reader = new StreamReader(stream))
{
var builder = new StringBuilder();
var initialPayloadReceived = false;
while (!reader.EndOfStream)
{
var c = (char)reader.Read();
builder.Append(c);
if(!initialPayloadReceived)
{
if (builder.HasSuffix(ScriptStart))
{
// chop off the first part, and re-append the
// script tag (this is all we care about)
builder.Clear();
builder.Append(ScriptStart);
initialPayloadReceived = true;
}
}
else
{
// check if we have a fully formed message
// (check suffix first to avoid re-checking
// the prefix over and over)
if (builder.HasSuffix(ScriptEnd) &&
builder.HasPrefix(ScriptStart))
{
var chop = ScriptStart.Length + MessageStart.Length;
var javascript = builder.ToString(chop,
builder.Length - ScriptEnd.Length - MessageEnd.Length - chop);
if (javascript.StartsWith(DataMessage))
{
var json = ParseJson<Dictionary<string, object>>(
javascript.Substring(DataMessage.Length));
// parse out the data. key should be the symbol
foreach(var symbol in json)
{
Console.WriteLine("Symbol: {0}", symbol.Key);
var symbolData = (Dictionary<string, object>) symbol.Value;
foreach(var dataAttr in symbolData)
{
var codeKey = dataAttr.Key.ToUpper();
if (YahooConstants.CodeMap.ContainsKey(codeKey))
{
Console.WriteLine("\t{0}: {1}", YahooConstants.
CodeMap[codeKey], dataAttr.Value);
} else
{
missingCodes.Add(codeKey);
Console.WriteLine("\t{0}: {1} (Warning! No Code Mapping Found)",
codeKey, dataAttr.Value);
}
}
Console.WriteLine();
}
} else if(javascript.StartsWith(InfoMessage))
{
var json = ParseJson<Dictionary<string, object>>(
javascript.Substring(InfoMessage.Length));
foreach (var dataAttr in json)
{
Console.WriteLine("\t{0}: {1}", dataAttr.Key, dataAttr.Value);
}
Console.WriteLine();
} else
{
throw new Exception("Cannot recognize the message type");
}
builder.Clear();
}
}
}
}
}
}
}
}
}
You may use YQL however yahoo.finance.* tables are not the core yahoo tables. It is an open data table which uses the 'csv api' and converts it to json or xml format. It is more convenient to use but it's not always reliable. I could not use it just a while ago because it the table hits its storage limit or something...
You may use this php library to get historical data / quotes using YQL https://github.com/aygee/php-yql-finance
Yahoo is very easy to use and provides customized data. Use the following page to learn more.
finance.yahoo.com/d/quotes.csv?s=AAPL+GOOG+MSFT=pder=.csv
WARNING - there are a few tutorials out there on the web that show you how to do this, but the region where you put in the stock symbols causes an error if you use it as posted. You will get a "MISSING FORMAT VALUE". The tutorials I found omits the commentary around GOOG.
Example URL for GOOG: http://download.finance.yahoo.com/d/quotes.csv?s=%40%5EDJI,GOOG&f=nsl1op&e=.csv
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