Downloading yahoo stock data using hist_stock_data

Hello,

I'm using hist_stock_data to download historical data from yahoo.

For most of the stocks it work fine, but for some stock (about 10-15% of the stock, e.g. ALGN), the command line:

[temp, status] = urlread(url,'post',{'[e-mail]', 'historical stocks'},'Timeout',10);

returns:

temp =

0×0 empty char array

But if I check at yahoo website the historical data is fine.

Does anyone familiar with this problem?

Thank you,

Maor

[Rik]

Is it a simple timeout or does this only occur with a specific syntax. Can you provide a code snippet that will cause this issue?

[maor yehoshua]

Hello Rik,

Thanks for your help.

I ran this lines, for example:

stock_data1 = hist_stock_data('01012015', '08052020', 'AMAT'); %- this line will return data
stock_data1 = hist_stock_data('01012015', '08052020', 'NFLX'); %- this line will not reutrn any data

I'm using the following function:

function stocks = hist_stock_data(start_date, end_date, varargin)

% NOTE
% This is a modified version of the original file. 
% Please download the file from Matlab file exchange:
% https://la.mathworks.com/matlabcentral/fileexchange/18458-hist-stock-data-start-date--end-date--varargin-







% HIST_STOCK_DATA     Obtain historical stock data
%   hist_stock_data(X,Y,'Ticker1','Ticker2',...) retrieves historical stock
%   data for the ticker symbols Ticker1, Ticker2, etc... between the dates
%   specified by X and Y.  X and Y can either be strings in the format
%   ddmmyyyy or Matlab datenums, where X is the beginning date and Y is the
%   ending date.  The program returns the stock data in a structure giving
%   the Date, Open, High, Low, Close, Volume, and Adjusted Close price
%   adjusted for dividends and splits.
%
%   hist_stock_data(X,Y,'tickers.txt') retrieves historical stock data
%   using the ticker symbols found in the user-defined text file.  Ticker
%   symbols must be separated by line feeds.
%
%   hist_stock_data(X,Y,{'Ticker1' 'Ticker2'}) combined the ticker symbols
%   into a single cell array when calling hist_stock_data (sometimes easier
%   for calling the funtion with a cell array of ticker symbols).
%
%   hist_stock_data(X,Y,'Ticker1','frequency',FREQ) retrieves historical
%   stock data using the frequency specified by FREQ, which must be either
%   'd' for daily, 'wk' for weekly, or 'mo' for monthly.
%
%   hist_stock_data(X,Y,'Ticker1','type','div') retrieves dividend data. If
%   anything but 'div' is specified then it will default to retrieving
%   historical prices.
%
%   EXAMPLES
%       stocks = hist_stock_data('23012003','15042008','GOOG','C');
%           Returns the structure array 'stocks' that holds historical
%           stock data for Google and CitiBank for dates from January
%           23, 2003 to April 15, 2008.
%
%       stocks = hist_stock_data('12101997','18092001','tickers.txt');
%           Returns the structure arrary 'stocks' which holds historical
%           stock data for the ticker symbols listed in the text file
%           'tickers.txt' for dates from October 12, 1997 to September 18,
%           2001.  The text file must be a column of ticker symbols
%           separated by new lines.
%
%       stocks = hist_stock_data(now-10, now, {'GOOG' 'C'});
%           Get stock data for approximately the last 10 days for the two
%           tickers specified in the cell array.
%
%       stocks = hist_stock_data('12101997','18092001','C','frequency','w')
%           Returns historical stock data for Citibank using the date range
%           specified with a frequency of weeks.  Possible values for
%           frequency are d (daily), wk (weekly), or mo (monthly).  If not
%           specified, the default frequency is daily.
%
%       stocks = hist_stock_data('12101997','18092001','C','type','div')
%            Returned historical dividend data for Citibank between Oct 12,
%            1997 and September 18, 2001.
%
%   DATA STRUCTURE
%       INPUT           DATA STRUCTURE      FORMAT
%       X (start date)  ddmmyyyy            String
%       Y (end date)    ddmmyyyy            String
%       Ticker          NA                  String 
%       ticker.txt      NA                  Text file
%       FREQ            NA                  String; 'd', 'wk', or 'mo'
%       TYPE            NA                  String; 'div'
%
%   OUTPUT FORMAT
%       All data is output in the structure 'stocks'.  Each structure
%       element will contain the ticker name, then vectors consisting of
%       the organized data sorted by date, followed by the Open, High, Low,
%       Close, Volume, then Adjusted Close prices.
%
%   DATA FEED
%       The historical stock data is obtained using Yahoo! Finance website.
%       By using Yahoo! Finance, you agree not to redistribute the
%       information found therein.  Therefore, this program is for personal
%       use only, and any information that you obtain may not be
%       redistributed.
%
%   NOTE
%       This program uses the Matlab command urlread in a very basic form.
%       If the program gives you an error and does not retrieve the stock
%       information, it is most likely because there is a problem with the
%       urlread command.  You may have to tweak the code to let the program
%       connect to the internet and retrieve the data.

% Created by Josiah Renfree
% January 25, 2008

stocks = struct([]);        % initialize data structure

%% Parse inputs

% Format start and end dates into Posix times. This is the number of
% seconds since Jan 1, 1970. This previously used the posixtime function,
% but since that is relatively new, it now does the calculation using
% Matlab datenum's, which are in units of days, then converting to seconds.
origDate = datenum('01-Jan-1970 00:00:00', 'dd-mmm-yyyy HH:MM:SS');

% Convert input dates to Matlab datenums, if necessary
if ischar(start_date)
    startDate = (datenum(start_date, 'ddmmyyyy') - origDate) * 24 * 60 * 60;
else
    startDate = (floor(start_date) - origDate) * 24 * 60 * 60;
end
if ischar(end_date)
    endDate = (datenum(end_date, 'ddmmyyyy') - origDate) * 24 * 60 * 60;
else
    endDate = (floor(end_date) - origDate) * 24 * 60 * 60;
end

% determine if user specified frequency
temp = find(strcmp(varargin,'frequency') == 1); % search for frequency
if isempty(temp)                            % if not given
    freq = 'd';                             % default is daily
else                                        % if user supplies frequency
    freq = varargin{temp+1};                % assign to user input
    varargin(temp:temp+1) = [];             % remove from varargin
end
clear temp

% determine if user specified event type
temp = find(strcmp(varargin,'type') == 1); % search for frequency
if isempty(temp)                            % if not given
    event = 'history';                      % default is historical prices
else                                        % if user supplies frequency
    event = varargin{temp+1};               % assign to user input
    varargin(temp:temp+1) = [];             % remove from varargin
end
clear temp

% If the first cell of varargin is itself a cell array, assume it is a cell
% array of ticker symbols
if iscell(varargin{1})
    tickers = varargin{1};

% Otherwise, check to see if it's a .txt file
elseif ~isempty(strfind(varargin{1},'.txt'))
    fid = fopen(varargin{1}, 'r');
    tickers = textscan(fid, '%s'); tickers = tickers{:};
    fclose(fid);
    
% Otherwise, assume it's either a single ticker or a list of tickers
else
    tickers = varargin;
end

%% Get historical data

%h = waitbar(0, 'Please Wait...');           % create waitbar
idx = 1;                                    % idx for current stock data

% Cycle through each ticker symbol and retrieve historical data
for i = 1:length(tickers)
    
    % Update waitbar to display current ticker
%     waitbar((i-1)/length(tickers), h, ...
%         sprintf('Retrieving stock data for %s (%0.2f%%)', ...
%         tickers{i}, (i-1)*100/length(tickers)))
    
    % Create url string for retrieving data
    url = sprintf(['https://query1.finance.yahoo.com/v7/finance/download/', ...
        '%s?period1=%d&period2=%d&interval=1%s&events=%s'], ...
        tickers{i}, startDate, endDate, freq, event);

    % Call data from Yahoo Finance
    [temp, status] = urlread(url,'post',{'[e-mail]', 'historical stocks'},'Timeout',10);
        
    % If data was downloaded successfully, then proceed to process it.
    % Otherwise, ignore this ticker symbol
        if status
% % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % %
%Seccin modificada de la funcin original

            [date, op, high, low, cl, adj_close, volume] = ...
            strread(temp(43:end),'%s%s%s%s%s%s%s','delimiter',',');


        stocks(idx).Ticker = tickers{i};        % get ticker symbol
        stocks(idx).Date = date;                % save date data
        stocks(idx).Open = str2double(op);      % save opening price data
        stocks(idx).High = str2double(high);    % save high price data
        stocks(idx).Low = str2double(low);      % save low price data
        stocks(idx).Close = str2double(cl);     % save closing price data
        stocks(idx).AdjClose = str2double(adj_close); % save adjustied close data
        stocks(idx).Volume = str2double(volume);      % save volume data
        
        
        %Busca ndice cuando el volumen es 0 y elimina el ndice de cada lista
%             posicion=find(isnan(stocks(idx).Volume));
%             stocks(idx).Volume(posicion)=[];
%             stocks(idx).Date(posicion)=[];
%             stocks(idx).Open(posicion)=[];
%             stocks(idx).High(posicion)=[];
%             stocks(idx).Low(posicion)=[];
%             stocks(idx).Close(posicion)=[];
%             stocks(idx).AdjClose(posicion)=[];
            
            
% % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % %         
%Esta seccin comentada es la que se sustituy por la seccin anterior        
        
        % Put data into appropriate variables
% % %         if strcmp(event, 'history')     % If historical prices
% % %             
% % %             % Parse out the historical data
% % %             data = textscan(temp, '%s%f%f%f%f%f%f', 'delimiter', ',', ...
% % %                 'Headerlines', 1);
% % % 
% % %             [stocks(idx).Date, stocks(idx).Open, stocks(idx).High, ...
% % %                 stocks(idx).Low, stocks(idx).Close, ...
% % %                 stocks(idx).AdjClose, stocks(idx).Volume] = deal(data{:});
% % %             
% % %         % If dividends
% % %         else
% % %             
% % %             % Parse out the dividend data
% % %             data = textscan(temp, '%s%f', 'delimiter', ',', ...
% % %                 'Headerlines', 1);
% % %             
% % %             [stocks(idx).Date, stocks(idx).Dividend] = deal(data{:});
%         end

% % %         stocks(idx).Ticker = tickers{i};	% Store ticker symbol
        
        idx = idx + 1;                      % Increment stock index
        end
        
    % update waitbar
    %waitbar(i/length(tickers),h)
end
%close(h)    % close waitbar

[Mario Trevino]

I just posted the same question....

something is wrong when reading the url string.. but it works fine when copy-pasting it in a browser... right?

Did you find the solution?