Getting Yahoo Data
Historical stock data is central to using QSTK effectively. So we have provided a script that gets up to date data from Yahoo Finance. This script is located in the "Tools" folder. This page describes how you would get data from Yahoo using this script.
In the main of this file you would see two variable "path" and "ls_symbols". Path is the directory you want to download the csv files to, and the ls_symbols variable is a list of symbols (tickers) to be downloaded. You can put all the symbols in a text file and these would be read directly or you could create a list by yourself.
Put these csv in your Yahoo directory inside QSData, these would automatically be integrated with DataAccess.
You are good to go!
- How recent is the data?
- The actual listings should be up to 30th Aug,2012 (example data). The script can read data upto the current date. We read based on the current S&P 500 equities.
- How many stocks does this get?
- Any equities available on Yahoo can be read using the script, till the time the ticker symbols match.
- What is the date range?
- The data begins from 1 January 2000 and ends on the current day. Obviously, since some stocks did not exist since 2000 and came alive sometime in between- they will not have data going all the way back to 2000.
- Does this contain delisted equities ?
- Yahoo does not support delisted equities so you can only read the currently listed equities.
- How does it work?