Yahoo Finance and Quandl data downloader

YahooFinance/Quandl data downloader
6,8K descargas
Actualizado 7 mar 2021
The toolbox contains two functions:
(a) getMarketDataViaYahoo()
% INPUT:
% symbol - is a ticker symbol i.e. 'AMD', 'BTC-USD'
% startdate - the market data will be requested from this data
% enddate - the market data will be requested till this date
% interval - the market data will be returned in this intervals
% supported intervals are '1d', '5d', '1wk', '1mo', '3mo'
%
% OUTPUT:
% data - is a retrieved dataset returned as a table
data = getMarketDataViaYahoo('AMD', '1-Jan-2018', datetime('today'), '5d'); % Downloads AMD share historic price
(b) getMarketDataViaQuandl()
% INPUT:
% set_name - is a dataset name e.g. 'WIKI/AAPL'
% startdate - the market data will be requested from this data
% enddate - the market data will be requested till this date
% collapse - the market data will be returned in this intervals
% supported intervals are 'daily', 'weekly', 'monthly', 'quarterly', 'annual'
% key - user's api key
%
% OUTPUT:
% data - is a retrieved dataset returned as a table
opec_orb_raw = getMarketDataViaQuandl('OPEC/ORB', '1-Jan-2018', date(), 'weekly'); % Downloads historic OPEC basket price from Quandl
For a complete list of free datasets provided by Quandl check https://www.quandl.com/search?filters=%5B%22Free%22%5D
Examples:
(a) Yahoo Finance
disp('Request historical YTD Bitcoin price and plot Close, High and Low');
initDate = '1-Jan-2018';
symbol = 'BTC-USD';
btcusd = getMarketDataViaYahoo(symbol, initDate);
btcusdts = timeseries([btcusd.Close, btcusd.High, btcusd.Low], datestr(btcusd(:,1).Date));
btcusdts.DataInfo.Units = 'USD';
btcusdts.Name = symbol;
btcusdts.TimeInfo.Format = "dd-mm-yyyy";
plot(btcusdts);
legend({'Close', 'High', 'Low'});
(b) Quandl
dataset = 'LBMA/GOLD';
initDate = '1-Jan-2018';
lbma_gold_raw = getMarketDataViaQuandl(dataset, initDate, date(), 'daily');
lbma_gold_ts = timeseries(lbma_gold_raw.("EURO(AM)"), datestr(lbma_gold_raw.Date));
lbma_gold_ts.DataInfo.Units = 'USD';
lbma_gold_ts.Name = dataset;
lbma_gold_ts.TimeInfo.Format = "dd-mm-yyyy";
figure, plot(lbma_gold_ts);

Citar como

Artem Lensky (2024). Yahoo Finance and Quandl data downloader (https://github.com/Lenskiy/Yahoo-Quandl-Market-Data-Donwloader/releases/tag/v1.131), GitHub. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2018a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Agradecimientos

Inspiración para: Yahoo! Finance Data Loader

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Versión Publicado Notas de la versión
1.131

See release notes for this release on GitHub: https://github.com/Lenskiy/Yahoo-Quandl-Market-Data-Donwloader/releases/tag/v1.131

1.130

.

1.13

Added Big Mac example

1.12

* removes rows with missing values

1.11

The function has been updated according to the new Yahoo interface.

1.03

Data older than 1970 can now be downloaded.

1.02

Seems crumb value is not required anymore, hence now the function continues even if crumb is not found.

1.01

Thanks to Christian, Xiang Chen Fixed, Ryan Hendry for pointing out the bug. The most recent sample was not loaded. The problem was in two slightly different formats data is returned by Quandl and Yahoo. The bug is fixed.

0.934

Fixed a bug

0.933

.

0.932

Fixed a bug in getMarketDataViaQuandl()

0.931

.

0.93

fixed bug in getMarketDataViaQuandl()

0.92

Added Quandl data downloader

0.91

404 error has been dealt with

0.9

Para consultar o notificar algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.
Para consultar o notificar algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.