Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel)

This package provides scripts and functions for downloading trading data from Yahoo server.

Description

This is a simple algorithm that downloads trading data from yahoo database. It is basically a large scale application of sqq.m which was originally submitted by Michael Boldin, link at acknowledgements.

Some of the functionalities of the package:
- User defined ticker list.
- Choice for benchmark ticker in dates comparison
- Function for downloading most recent SP500 composition in ticker list.
- Control for bad data (e.g. a certain percentage of prices missing).
- Choice of frequency of data (e.g. weekly prices).
- Choice of starting and ending data.
- Function for saving the whole data in a pre-formatted excel file together with a full reports on missing data.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
STOCK QUOTE QUERY
This submission has inspired the following:
Candlestick Quantification

• Required Products: Data Acquisition Toolbox
• MATLAB release: MATLAB 7.6 (R2008a)

[Ted Teng]

Great stuff, worked like a charm! thank you!!

[mklcst mklcst]

Great Work!
Sorry for my question but where do you place the benchmark in the data?

[Marcelo Perlin]

Hi Michele, the benchmark asset is not downloaded. If you want it, just include the ticker in example_ticker.txt.

Marcelo.

[mklcst mklcst]

Thank you Marcelo for your reply.
In my opinion this is the best script for trading data but you should also include the other data (Volume, open, close..)

[Marcelo Perlin]

Michele, the other data is also included in the output. Perhaps you're using an old version ?

[Aris David]

This is very good, this will save me time backtesting program. Thanks Marcelo. I

[mklcst mklcst]

Sorry that I disappeared by I had a lot of Phd Courses. I want to restart with my project, I downloaded again the function but now I get this error:

??? Cell contents reference from a non-cell array object.

Error in ==> SP500_to_txt at 57
    fprintf(fid,[token{1},'\n']);

Error in ==> Example_Script_2 at 26
SP500_to_txt(500,ticker_fileName); % function that saves the most updated SP 500 compositions in a txt file

I am using Example2.m

[Marcelo Perlin]

Replied by email.