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Real-Time Datafeed from Yahoo!

Real-Time Datafeed from Yahoo!


Eric Johnson (view profile)


30 Jun 2008 (Updated )

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

%YAHOORTDEMO verifies that YAHOORT is returning real-time data by comparing the
%timestamp on data returned by YAHOO vs. YAHOORT.
% NOTE: There's only a difference during active trading hours! (9:30am-4pm ET)
% For instructions on YAHOORT, type
%     help yahooRT
% at the MATLAB command prompt.

% Must set to a valid Yahoo account subscribed to Yahoo Premium Finance.
username = '';
password = '';

y = yahoo;
r = yahooRT(username,password);

% FETCH delayed Yahoo data
dataY = fetch(y,'GM')
timeY = dataY.Date+dataY.Time;


% FETCH real-time Yahoo data
dataR = fetch(r,'GM')
timeR = dataR.Date+dataR.Time;


% Show the difference between the timestamps
fprintf('Difference between times: %s\n', datestr(timeR-timeY,'HH:MM:SS'));

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