Financial time series data

MRAB python at mrabarnett.plus.com
Fri Sep 3 02:50:26 CEST 2010


On 03/09/2010 00:56, Virgil Stokes wrote:
> On 09/02/2010 08:15 PM, Hidura wrote:
>> But what kind of data you want to download?, because the financial
>> time it's basicly html code and you can work very well with a parser
>>
>> 2010/9/2, Virgil Stokes<vs at it.uu.se>:
>>> Has anyone written code or worked with Python software for downloading
>>> financial time series data (e.g. from Yahoo financial)? If yes, would
>>> you
>>> please contact me.
>>>
>>> --Thanks,
>>> V. Stokes
>>> --
>>> http://mail.python.org/mailman/listinfo/python-list
>>>
> Here is a snippet of python code that I am trying to use for downloading
> financial data; but, I do not understand why it returns information from
> the second HTML page.
>
> import urllib2
> '''
> I am trying to read each row of the table at:
> http://finance.yahoo.com/q/cp?s=^GSPC
> '''
> ticker = []
> url =
> urllib2.urlopen("http://download.finance.yahoo.com/d/quotes.csv?s=@%5EGSPC&f=sl1d1t1c1ohgv&e=.csv&h=PAGE".replace('PAGE',
> str(0)))
> data = url.read()
>
> Note, it does get all 50 rows of the first page; but, why does it also
> get the first row of the "next" HTML page?
>
Did you try downloading from a browser? That also returns an extra row.

Looks like an idiosyncrasy of the site.



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