SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Tue Jul 16, 2019 1:37 pm

All times are UTC + 3 hours




Post new topic Reply to topic  [ 10 posts ] 
Author Message
PostPosted: Wed May 09, 2007 8:51 pm 
Offline

Joined: Thu May 03, 2007 7:55 pm
Posts: 21
Google Finance doesn't have an official API yet, but here's a way to get historical data from them. The data goes back much further than yahoo (40 years historical), and it's available in 5 minute increments. Broader, cleaner data than OpenTick (which I've found to be a bit flakey). However it's for equities & fixed income only - not much FX & derivative data. Nevertheless, it' better than Yahoo for a free feed of historicals.

The "trick", as Google called it, is referred to here: http://google-d-s.blogspot.com/2006/11/ ... ricks.html

You use the Google Spreadsheets API ( http://code.google.com/apis/spreadsheets/reference.html ) together with the method to get Google Finance data into a spreadsheet ( http://docs.google.com/support/spreadsh ... swer=54198 ).

If I have time I'll write a .NET object to do this automatically so that one can add it as a data provider in OpenQuant. (If anyone else has time, please go for it! )


Top
 Profile  
 
 Post subject:
PostPosted: Thu May 10, 2007 12:02 pm 
Offline

Joined: Fri May 06, 2005 1:40 am
Posts: 521
Interesting, thanks. It does not look like it supports intraday yet?


Top
 Profile  
 
 Post subject:
PostPosted: Thu May 10, 2007 2:13 pm 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Nice, but is it already an official service from Google ?


Top
 Profile  
 
 Post subject:
PostPosted: Thu May 10, 2007 2:29 pm 
Offline

Joined: Thu Dec 08, 2005 7:05 pm
Posts: 438
Location: Sydney, Australia
Dr. Anton Fokin wrote:
Nice, but is it already an official service from Google ?

I believe that Googles logo is actually Google Beta :) how many services don't they have in Beta for many years? Gmail one of the most used I believe.

Also look at this: http://finance.google.com/finance/histo ... output=csv looks like a beter option than going through the google spreadshit :D

Edit now with dates: http://finance.google.com/finance/histo ... output=csv

Weekly: http://finance.google.com/finance/histo ... output=csv

Edit 2 cid=###### can be replaced by q=XXXX

I did not find the right way to actually get the 5 minute bars, do you have a keywork for me to try for the histperiod property?

-Mark


Top
 Profile  
 
 Post subject:
PostPosted: Thu May 10, 2007 5:24 pm 
Offline

Joined: Thu May 03, 2007 7:55 pm
Posts: 21
The URL access method (not going via spreadsheets) can only accept "daily" and "weekly" as histperiod keywords. If it doesn't understand your passed keyword, it defaults to daily. Hopefully Google will add something more granular to this method, like hourly or 5-min.

If one is looking for static data (which historical data is of course), your CSV export method is better. If one is looking for a constant feed, the spreadsheet API method gives a constantly updating feed. eg. if you go to docs.google.com and create a new spreadsheet, and then insert a function in any cell like =GoogleFinance ("goog"), it'll give you a constantly updated 20-min delayed price.

Here's an example of what's possible: ~ 40 years of daily price data for IBM common stock: http://finance.google.com/finance/histo ... output=csv

Interesting thing of course is that one can get long term historicals for non-US issues, eg: BHP Billiton since 1970:
http://finance.google.com/finance/histo ... output=csv


Top
 Profile  
 
 Post subject:
PostPosted: Thu May 10, 2007 6:39 pm 
Offline

Joined: Thu Dec 08, 2005 7:05 pm
Posts: 438
Location: Sydney, Australia
Surely data that updates every 5 minutes and is 20 minutes delayed is not that valuable. The real value would be if you could get 5 minute bars as history. I must have misread your initial post since that was what I thought you meant :) But it makes a nice addon to the Yahoo provider.

-Mark


Top
 Profile  
 
 Post subject:
PostPosted: Mon Jun 11, 2007 9:54 am 
Offline

Joined: Thu Jan 11, 2007 1:35 pm
Posts: 4
can i get historical 1 min bars with it?
found open tick as a huge black hole regarding to stocks


Top
 Profile  
 
 Post subject:
PostPosted: Sat Jul 28, 2007 2:16 am 
Offline

Joined: Sat Jul 28, 2007 1:24 am
Posts: 1
Nevertheless, it is an online database that may come in handy more than once, as you may find things in there that could actually surprise you. There is no useless information, only not of use to you at this moment. And it doesn't hurt to have a bit of general knowledge.

_________________
My newest dream: small business funding, with no risks


Top
 Profile  
 
PostPosted: Thu Apr 03, 2008 1:17 pm 
Offline

Joined: Thu Apr 03, 2008 1:03 pm
Posts: 2
Hi,
Really Google data that updates in 5 minutes and is 20 minutes.
Can i find historical datan in google just in 3 minutes ?

_________________
for more than 30 years hank freid is providing inexpensive hotel options around the new york city


Top
 Profile  
 
 Post subject:
PostPosted: Thu Jan 14, 2010 2:51 pm 
Offline

Joined: Thu Jan 14, 2010 2:47 pm
Posts: 1
Giladbi,

Most of my trading is done on 3, 5 and 10 min. I use the data from these guys for my backtesting:
http://www.kibot.com/

Its 1 min data (ASCII)


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 10 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 4 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group