5.0 | 1 rating Rate this file 200 downloads (last 30 days) File Size: 2.63 MB File ID: #23569

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

06 Apr 2009 (Updated 10 May 2009)

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

File Information
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)
Zip File Content
Other Files	GetTickerData_FEX/Example_Script_1.m, GetTickerData_FEX/Example_Script_2.m, GetTickerData_FEX/Example_Script_3.m, GetTickerData_FEX/example_tickers.txt, GetTickerData_FEX/m_Files/copyDataXls.m, GetTickerData_FEX/m_Files/get_SP500_tickers.m, GetTickerData_FEX/m_Files/GetTickersData.m, GetTickerData_FEX/m_Files/SP500_to_txt.m, GetTickerData_FEX/m_Files/sqq_msp/sqq_msp.m, GetTickerData_FEX/m_Files/sqq_msp/StockQuoteQuery.m, GetTickerData_FEX/sourceXls/sourceXls.xls, GetTickerData_FEX/testXls.xls

Tags for This File
Everyone's Tags	data import, database, equity, finance, statistics, stocks, trading data, yahoo
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Comments and Ratings (3)
23 Sep 2009	Ted Teng	Great stuff, worked like a charm! thank you!!
03 Nov 2009	Michele Costola	Great Work! Sorry for my question but where do you place the benchmark in the data?
09 Nov 2009	Marcelo Perlin	Hi Michele, the benchmark asset is not downloaded. If you want it, just include the ticker in example_ticker.txt. Marcelo.

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Updates
10 May 2009	Added the possibility of changing the benchmark ticker. Fix a bug in the xls conversion.

Tag Activity for this File
Tag	Applied By	Date/Time
yahoo	Marcelo Perlin	06 Apr 2009 11:37:35
finance	Marcelo Perlin	06 Apr 2009 11:37:35
stocks	Marcelo Perlin	06 Apr 2009 11:37:35
trading data	Marcelo Perlin	06 Apr 2009 11:37:35
equity	Marcelo Perlin	06 Apr 2009 11:37:35
statistics	Marcelo Perlin	06 Apr 2009 11:37:35
database	Marcelo Perlin	06 Apr 2009 11:37:35
data import	Marcelo Perlin	06 Apr 2009 11:37:35

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