Financial time series data

Trent Nelson trent at snakebite.org
Sat Sep 4 08:21:42 CEST 2010


On 03-Sep-10 7:29 AM, Virgil Stokes wrote:
>   A more direct question on accessing stock information from Yahoo.
>
> First, use your browser to go to:
> http://finance.yahoo.com/q/cp?s=%5EGSPC+Components
>
> Now, you see the first 50 rows of a 500 row table of information on S&P
> 500 index. You can LM click on
>
>    1 -50 of 500 |First|Previous|Next|Last
>
> below the table to position to any of the 10 pages.
>
> I would like to use Python to do the following.
>
> *Loop on each of the 10 pages and for each page extract information for
> each row --- How can this be accomplished automatically in Python?*
>
> Let's take the first page (as shown by default). It is easy to see the
> link to the data for "A" is http://finance.yahoo.com/q?s=A. That is, I
> can just move
> my cursor over the "A" and I see this URL in the message at the bottom
> of my browser (Explorer 8). If I LM click on "A" then I will go to this
> link --- Do this!
>
> You should now see a table which shows information on this stock and
> *this is the information that I would like to extract*. I would like to
> do this for all 500 stocks without the need to enter the symbols for
> them (e.g. "A", "AA", etc.). It seems clear that this should be possible
> since all the symbols are in the first column of each of the 50 tables
> --- but it is not at all clear how to extract these automatically in
> Python.
>
> Hopefully, you understand my problem. Again, I would like Python to
> cycle through these 10 pages and extract this information for each
> symbol in this table.
>
> --V

You want the 'get_historical_prices' method of the (beautifully elegant) 
'ystockquote.py': http://www.goldb.org/ystockquote.html.

Just specify start date and end date and wallah, you get an array of 
historical price data for any symbol you pass in.  I used this module 
with great success to download ten years of historical data for every 
symbol I've ever traded.

Regards,

	Trent.



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