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Get Stock Quote Data and Historical Stock Prices from Yahoo Finance

Get Stock Quote Data and Historical Stock Prices from Yahoo Finance. 

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open System
open System.IO
open System.Xml
open System.Text
open System.Net
open System.Globalization

let makeUrl symbol (dfrom:DateTime) (dto:DateTime) = 
    //Uses the not-so-known chart-data:
    new Uri("http://ichart.finance.yahoo.com/table.csv?s=" + symbol + 
       "&e=" + dto.Day.ToString() + "&d=" + dto.Month.ToString() + "&f=" + dto.Year.ToString() +
       "&g=d&b=" + dfrom.Day.ToString() + "&a=" + dfrom.Month.ToString() + "&c=" + dfrom.Year.ToString() + 
       "&ignore=.csv")

let fetch (url : Uri) = 
    let req = WebRequest.Create (url) :?> HttpWebRequest
    use stream = req.GetResponse().GetResponseStream()
    use reader = new StreamReader(stream)
    reader.ReadToEnd()

let reformat (response:string) = 
    let split (mark:char) (data:string) = 
        data.Split(mark) |> Array.toList
    response |> split '\n' 
    |> List.filter (fun f -> f<>"") 
    |> List.map (split ',') 
    
let getRequest uri = (fetch >> reformat) uri

//Example: Microsoft, from 2010-03-20 to 2010-04-21
let req = makeUrl "MSFT" (new DateTime(2010, 3, 20)) (new DateTime(2010, 4, 21))  |> getRequest

//val req : string list list =
//  [["Date"; "Open"; "High"; "Low"; "Close"; "Volume"; "Adj Close"];
//   ["2010-04-21"; "31.33"; "31.50"; "31.23"; "31.33"; "55343100"; "30.83"];
//   ["2010-04-20"; "31.22"; "31.44"; "31.13"; "31.36"; "52199500"; "30.86"];
//   ...
namespace System
namespace System.IO
namespace System.Xml
namespace System.Text
namespace System.Net
namespace System.Globalization
val makeUrl : symbol:string -> dfrom:DateTime -> dto:DateTime -> Uri

Full name: Script.makeUrl
val symbol : string
val dfrom : DateTime
Multiple items
type DateTime =
  struct
    new : ticks:int64 -> DateTime + 10 overloads
    member Add : value:TimeSpan -> DateTime
    member AddDays : value:float -> DateTime
    member AddHours : value:float -> DateTime
    member AddMilliseconds : value:float -> DateTime
    member AddMinutes : value:float -> DateTime
    member AddMonths : months:int -> DateTime
    member AddSeconds : value:float -> DateTime
    member AddTicks : value:int64 -> DateTime
    member AddYears : value:int -> DateTime
    ...
  end

Full name: System.DateTime

--------------------
DateTime()
   (+0 other overloads)
DateTime(ticks: int64) : unit
   (+0 other overloads)
DateTime(ticks: int64, kind: DateTimeKind) : unit
   (+0 other overloads)
DateTime(year: int, month: int, day: int) : unit
   (+0 other overloads)
DateTime(year: int, month: int, day: int, calendar: Calendar) : unit
   (+0 other overloads)
DateTime(year: int, month: int, day: int, hour: int, minute: int, second: int) : unit
   (+0 other overloads)
DateTime(year: int, month: int, day: int, hour: int, minute: int, second: int, kind: DateTimeKind) : unit
   (+0 other overloads)
DateTime(year: int, month: int, day: int, hour: int, minute: int, second: int, calendar: Calendar) : unit
   (+0 other overloads)
DateTime(year: int, month: int, day: int, hour: int, minute: int, second: int, millisecond: int) : unit
   (+0 other overloads)
DateTime(year: int, month: int, day: int, hour: int, minute: int, second: int, millisecond: int, kind: DateTimeKind) : unit
   (+0 other overloads)
val dto : DateTime
Multiple items
type Uri =
  new : uriString:string -> Uri + 5 overloads
  member AbsolutePath : string
  member AbsoluteUri : string
  member Authority : string
  member DnsSafeHost : string
  member Equals : comparand:obj -> bool
  member Fragment : string
  member GetComponents : components:UriComponents * format:UriFormat -> string
  member GetHashCode : unit -> int
  member GetLeftPart : part:UriPartial -> string
  ...

Full name: System.Uri

--------------------
Uri(uriString: string) : unit
Uri(uriString: string, uriKind: UriKind) : unit
Uri(baseUri: Uri, relativeUri: string) : unit
Uri(baseUri: Uri, relativeUri: Uri) : unit
property DateTime.Day: int
Int32.ToString() : string
Int32.ToString(provider: IFormatProvider) : string
Int32.ToString(format: string) : string
Int32.ToString(format: string, provider: IFormatProvider) : string
property DateTime.Month: int
property DateTime.Year: int
val fetch : url:Uri -> string

Full name: Script.fetch
val url : Uri
val req : HttpWebRequest
type WebRequest =
  inherit MarshalByRefObject
  member Abort : unit -> unit
  member AuthenticationLevel : AuthenticationLevel with get, set
  member BeginGetRequestStream : callback:AsyncCallback * state:obj -> IAsyncResult
  member BeginGetResponse : callback:AsyncCallback * state:obj -> IAsyncResult
  member CachePolicy : RequestCachePolicy with get, set
  member ConnectionGroupName : string with get, set
  member ContentLength : int64 with get, set
  member ContentType : string with get, set
  member Credentials : ICredentials with get, set
  member EndGetRequestStream : asyncResult:IAsyncResult -> Stream
  ...

Full name: System.Net.WebRequest
WebRequest.Create(requestUri: Uri) : WebRequest
WebRequest.Create(requestUriString: string) : WebRequest
type HttpWebRequest =
  inherit WebRequest
  member Abort : unit -> unit
  member Accept : string with get, set
  member AddRange : range:int -> unit + 7 overloads
  member Address : Uri
  member AllowAutoRedirect : bool with get, set
  member AllowWriteStreamBuffering : bool with get, set
  member AutomaticDecompression : DecompressionMethods with get, set
  member BeginGetRequestStream : callback:AsyncCallback * state:obj -> IAsyncResult
  member BeginGetResponse : callback:AsyncCallback * state:obj -> IAsyncResult
  member ClientCertificates : X509CertificateCollection with get, set
  ...

Full name: System.Net.HttpWebRequest
val stream : Stream
HttpWebRequest.GetResponse() : WebResponse
val reader : StreamReader
Multiple items
type StreamReader =
  inherit TextReader
  new : stream:Stream -> StreamReader + 9 overloads
  member BaseStream : Stream
  member Close : unit -> unit
  member CurrentEncoding : Encoding
  member DiscardBufferedData : unit -> unit
  member EndOfStream : bool
  member Peek : unit -> int
  member Read : unit -> int + 1 overload
  member ReadLine : unit -> string
  member ReadToEnd : unit -> string
  ...

Full name: System.IO.StreamReader

--------------------
StreamReader(stream: Stream) : unit
StreamReader(path: string) : unit
StreamReader(stream: Stream, detectEncodingFromByteOrderMarks: bool) : unit
StreamReader(stream: Stream, encoding: Encoding) : unit
StreamReader(path: string, detectEncodingFromByteOrderMarks: bool) : unit
StreamReader(path: string, encoding: Encoding) : unit
StreamReader(stream: Stream, encoding: Encoding, detectEncodingFromByteOrderMarks: bool) : unit
StreamReader(path: string, encoding: Encoding, detectEncodingFromByteOrderMarks: bool) : unit
StreamReader(stream: Stream, encoding: Encoding, detectEncodingFromByteOrderMarks: bool, bufferSize: int) : unit
StreamReader(path: string, encoding: Encoding, detectEncodingFromByteOrderMarks: bool, bufferSize: int) : unit
StreamReader.ReadToEnd() : string
val reformat : response:string -> string list list

Full name: Script.reformat
val response : string
Multiple items
val string : value:'T -> string

Full name: Microsoft.FSharp.Core.Operators.string

--------------------
type string = String

Full name: Microsoft.FSharp.Core.string
val split : (char -> string -> string list)
val mark : char
Multiple items
val char : value:'T -> char (requires member op_Explicit)

Full name: Microsoft.FSharp.Core.Operators.char

--------------------
type char = Char

Full name: Microsoft.FSharp.Core.char
val data : string
String.Split([<ParamArray>] separator: char []) : string []
String.Split(separator: string [], options: StringSplitOptions) : string []
String.Split(separator: char [], options: StringSplitOptions) : string []
String.Split(separator: char [], count: int) : string []
String.Split(separator: string [], count: int, options: StringSplitOptions) : string []
String.Split(separator: char [], count: int, options: StringSplitOptions) : string []
type Array =
  member Clone : unit -> obj
  member CopyTo : array:Array * index:int -> unit + 1 overload
  member GetEnumerator : unit -> IEnumerator
  member GetLength : dimension:int -> int
  member GetLongLength : dimension:int -> int64
  member GetLowerBound : dimension:int -> int
  member GetUpperBound : dimension:int -> int
  member GetValue : [<ParamArray>] indices:int[] -> obj + 7 overloads
  member Initialize : unit -> unit
  member IsFixedSize : bool
  ...

Full name: System.Array
val toList : array:'T [] -> 'T list

Full name: Microsoft.FSharp.Collections.Array.toList
Multiple items
module List

from Microsoft.FSharp.Collections

--------------------
type List<'T> =
  | ( [] )
  | ( :: ) of Head: 'T * Tail: 'T list
  interface IEnumerable
  interface IEnumerable<'T>
  member Head : 'T
  member IsEmpty : bool
  member Item : index:int -> 'T with get
  member Length : int
  member Tail : 'T list
  static member Cons : head:'T * tail:'T list -> 'T list
  static member Empty : 'T list

Full name: Microsoft.FSharp.Collections.List<_>
val filter : predicate:('T -> bool) -> list:'T list -> 'T list

Full name: Microsoft.FSharp.Collections.List.filter
val f : string
val map : mapping:('T -> 'U) -> list:'T list -> 'U list

Full name: Microsoft.FSharp.Collections.List.map
val getRequest : uri:Uri -> string list list

Full name: Script.getRequest
val uri : Uri
val req : string list list

Full name: Script.req

More information

Link:http://fssnip.net/1M
Posted:13 years ago
Author:Tuomas Hietanen
Tags: webrequest , finance , stock market

This web site is created using F# and Suave web server. It is hosted on Azure and the source code is on GitHub. Contributions are welcome!

The first version of fssnip.net has been created by @tomaspetricek back in 2010. This web site is a new, open-source and contribution-friendly version.