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Real-Time Datafeed from Yahoo!

by Eric Johnson

 

30 Jun 2008 (Updated 10 Sep 2008)

Code covered by BSD License  

Extension of Datafeed Toolbox's Yahoo object, allowing real-time data to be fetched

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File Information
Description

YAHOORT Extends the Datafeed Toolbox's YAHOO object, allowing real-time data to be fetched from Yahoo's Premium Finance service.

Requirements:
- Datafeed Toolbox license
- Yahoo account subscribed to Yahoo Premium Finance.

1. To install, simply unzip the contents of 'yahooRT.zip' to a location on the MATLAB path.

2. Try running 'yahooRTdemo.m' during active US trading hours (9:30am-4:00pm ET). You should observe a difference of ~15 minutes between the base YAHOO.FETCH and YAHOORT.FETCH.
*You will need to set the USERNAME and PASSWORD variables in this file before you run it*

3. For more information, type
>> help yahooRT

Please contact me at eric.johnson@mathworks.com if you have any questions.
Thanks for checking out my project!

*Updates*
9/9/08 - Fixed authentication issue on 64-bit MATLAB.

Required Products Datafeed Toolbox
MATLAB release MATLAB 7.6 (R2008a)
Other requirements A Yahoo account with a subscription to Yahoo Premium Finance. A free trial is available (see http://finance.yahoo.com).
Zip File Content  
Other Files
@yahooRT/builduniverse.m,
@yahooRT/close.m,
@yahooRT/Contents.m,
@yahooRT/display.m,
@yahooRT/fetch.p,
@yahooRT/get.m,
@yahooRT/isconnection.m,
@yahooRT/private/authenticate.p,
@yahooRT/private/urlreadc.m,
@yahooRT/subsref.m,
@yahooRT/trpdata.m,
@yahooRT/yahooRT.p,
license.txt,
readme.txt,
yahooRT.m,
yahooRTdemo.m
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Comments and Ratings (1)
09 Sep 2008 Scott F

Works great. Gives real-time quotes exactly as advertised.

Please login to add a comment or rating.
Updates
10 Sep 2008

Now works with 64-bit MATLAB.

Tag Activity for this File
Tag Applied By Date/Time
finance Eric Johnson 22 Oct 2008 10:08:01
modeling Eric Johnson 22 Oct 2008 10:08:01
analysis Eric Johnson 22 Oct 2008 10:08:01
datafeed Eric Johnson 22 Oct 2008 10:08:01
yahoo Eric Johnson 22 Oct 2008 10:08:01
realtime Eric Johnson 22 Oct 2008 10:08:01
 

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