financial data in csv or other computer format?

Question

Hey Everyone,

I'm looking to get financial info at the end of the day in csv format (or tab/anything comptuer delimited). Basically, I wrote some data crunching algorithms in R and want to make sure they don't choke on quick updates, large files etc... and I thought financial data should be a) widely obtainable and 2) lots of data, P/E ratios, %gain/loss, stock volume, trades shared etc....

It would be good if at the end of each market day, I could pull data automatically on say 2000-3000 stocks that I can then run through. So does anyone have any ideas on the best way to get it...I looked around google/yahoo finance but it seems like it's easy to either get a bunch of data on one stock at a time or a bunch of simple data on the top 100. What if I just want a data dump of say the 2000 largest market cap stocks, what do you guys recommend then?

Thanks!

Answer 1

I would write a cURL ( http://curl.haxx.se/download.html ) script to download your stock info into individual HTML files, then write a Perl script to parse the stock info.



The reason i'd choose cURL is it does SSL quite well and is basically cross-compiled to most popular machines and the source is free if you want to compile it for some other environment.



HTH

Answer 2

in case you're pre 2007 version, click on document, all the way down to save As to open save field, placed the call of the document in the document call field then click on downward arrow to area of next field (document sort), scroll all the way down to csv and choose that. this might convert it to a general spreadsheet which may well be opened by any spreadsheet application, such as txt or rtf is general style of a wordprocessing document and can be opened by any text cloth processing application. in case you're 2007, then click on place of work button good left of ribbon, all the way down to save as and throughout the time of to locate csv.

Answer 3

Why not just download it directly from NYSE, etc. in XML format?

Then use an XML parser in whatever language you want.



E.G

http://ws.netedgesoftware.com/wsenabler/1.0/StockInfoVB.asmx?op=GetHistory

http://finance.yahoo.com/d/quotes.csv?s=MSFT&f=sl1d1t1c1ohgv&e=.csv

And: http://www.nyxdata.com/nysedata/Default.aspx?tabid=1047

And: http://www.nyse.com/tradingsolutions/marketdata/datainformation.html

And: http://softwaretopic.informer.com/yahoo-stock-data-xml/