Just a quick post in the light of a very recent event. Users of financial functions of R, MatLab, Python, or Zorro got a bad surprise in the last days. Scripts and programs based on historical price data suddenly didn’t work anymore. And our favorite free historical price data provider, Yahoo, now responds on any access to their API in this way:
No, they won’t be right back. Their engineers went fishing and, from what I hear, won’t be working on the issue anytime soon. The Yahoo Finance API is dead. Without prior announcement, Yahoo has abandoned their only remaining service that was clearly ahead of the competition.
Many scripts that I’ve posted on this blog use Yahoo for downloading price data. So here’s a quick workaround. Before running the Yahoo based script, run this one:
void main() { string MyAsset; while(MyAsset = loop("SPY","TNT","XIV","GLD","AAPL","YHOO")) // ... enter your assets here { string URL = strf("https://finance.google.com/finance/historical?q=%s&startdate=01-Jan-2000&output=csv",MyAsset); string Content = http_transfer(URL,0); if(!Content) continue; file_write("History\\history.csv",Content,0); dataNew(1,0,7); if(!dataParse(1,"%d-%b-%y,f3,f1,f2,f4,f6","History\\history.csv")) continue; printf(" %s",MyAsset); dataSave(1,strf("History\\%s.t6",MyAsset)); } }
This script downloads the data with the Google API. When you afterwards start the script with the Yahoo download, it will detect that the data is already there, and not access the Yahoo API.
Why haven’t I used the Google API already in the first place? Their data quality is not as good (many gaps and outliers), and it’s not dividend adjusted. So the results will be a bit different than results with Yahoo data. And then there’s also this ominous message:
Like the Yahoo message, this one is also wrong, but in a more positive sense. The Google Finance API is still available and was so for years, but nobody knows how long it will remain. For the moment, the above script will do, but it’s only a temporary solution. Free stock data can alternatively be downloaded from Quandl with a similar script, but for ETFs they want 50 bucks per month (I hope they didn’t bribe Yahoo and Google into abandoning their APIs!).
I’ve added the above script to the 2017 repository, in order to make all the Yahoo accessing scripts work again, although with slightly different results. You’ll need the current Zorro version 1.58 or above. And if you know a free and reliable API for ETF EOD history, please post a comment!
Addendum (June 2017): Readers mentioned AlphaVantage (www.alphavantage.co) and Stooq (www.stooq.com) as free alternatives to Yahoo. And indeed, they provide also dividend and split adjusted data. From what I’ve seen, their data has better quality than Google’s. AlphaVantage also includes the unadjusted prices. Only problem that I’ve found is that some price histories don’t go further back than 5 years. Downloading price data from AlphaVantage, Stooq, and some other sources was implemented in the current Zorro version. A list of finance API access points for EOD data:
Google Finance | https://finance.google.com/finance/historical?q=AAPL& |
Quandl | https://www.quandl.com/api/v3/datasets/WIKI/AAPL.csv? |
Stooq | https://stooq.com/q/d/l/?s=AAPL.US&i=d |
Alpha Vantage |
https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED &symbol=AAPL&outputsize=full&apikey=...&datatype=csv
|
BarChart | https://marketdata.websol.barchart.com/getHistory.csv?apikey=...&symbol=AAPL& |
IEX | https://api.iextrading.com/1.0/stock/aapl/chart/5y?format=csv |
I plan on evaluating this one: http://www.alphavantage.co/documentation/
Thanks for the link! I didn’t know this one, but indeed they also support ETFs, at least some that I tried. I’ll have to check in which way the data is adjusted.
QuantQuote Free Data– QuantQuote offers free daily resolution data for the S&P500 at this web page under the Free Data tab. The data accounts for symbol changes, splits, and dividends, and is largely free of the errors found in the Yahoo data. Note, only 500 symbols are available unlike Yahoo which provides all listed symbols.
Source: http://quant.caltech.edu/historical-stock-data.html
The newest quantmod has this issue fixed.
Reasons for all these problems:
(a) Yahoo has changed the relevant website address, AND
(b) to stop robots accessing their websites in an uncontrolled fashion, now the above address needs to have a field appended… which probably is related to your laptop/desktop cookie
Some possible solutions are posted here:
http://stackoverflow.com/questions/44015838/cant-download-data-from-yahoo-finance-using-quantmod-in-r
The cookie field is not for preventing robots, but for disabling all API access by software. You can indeed step around the cookie method with some tricks, even automated, but that’s not really a professional solution. And Yahoo could easily counter. Next would be a captcha. If they don’t want us to use their API, they can effectively prevent it.
– Alphavantage makes a good impression at first glance, but the problem – aside from the JSON format, not the best choice for financial data – is that they do not adjust for splits and dividends. However they told me they’re considering this.
How can I get only historical weekly data. What parameter has to be added ?
strf(“https://www.google.com/finance/historical?q=%s&startdate=01-Jan-2000&output=csv”,MyAsset);
In times when Yahoo! Finance API is broken you can use CityFALCON’s API for free: http://www.cityfalcon.com/financial-news-api?utm_capmaign=ao_stocktwits
I don’t know if the Google API has a parameter for weekly data, but you can trivially convert it from daily.
e tu yahoo!?
why not use pandas datareader?
https://pandas-datareader.readthedocs.io/en/latest/
luckily its still doing a good job scraping options data, however the csv function has stopped working.
Tiingo eod free https://api.tiingo.com/
I posed the qiestion to alphavantage about adjustment of their prices and they quickly reponded the following:
We have just beta-launched the adjusted close price feature for our daily prices API. The API call, while not yet updated on our documentation page, should look something like:
http://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&apikey=
Best regards,
Team Alpha Vantage
So Alphavantage does offer and will offer dividend adjusted data.
Hello, Can you contact me at support at professionaltradingsystems.com
I think they just moved it to download.finance.yahoo.com
I have shifted my scripts from pandas datareader to Intrinio data web API. There are download limits for the free data, but I don’t exceed them for my needs. Data quality is good too.
Also Intrinio’s EOD stock data is split and dividend adjusted. I think it’s mostly from the same vendor as Quandl’s EOD data but it also has ETF prices. Notably, it does not have mutual fund price history like Yahoo.
I tried to find alternatives to the API and found several interesting services:
EOD Histotrical Data (https://eodhistoricaldata.com/) – cheapest and with the best coverage. They have similar to Yahoo! Finance API and instructions how to migrate from Yahoo to EOD.
Quandl and Intrinio are good, but a little bit expensive for personal usage.
Alphavantage has very poor data (for examples, without adjusted closes).
Yes, forgot to say (and didn’t find an edit button here).
EOD Histotrical Data (https://eodhistoricaldata.com/) also has data for Mutual Funds, ETFs, splits and dividends and the closes splits and dividends adjusted.
I work at Alpha Vantage Inc.
As pointed out by @Jurgen, Alpha Vantage has a dedicated JSON API service for split/dividend-adjusted EOD historical data. For example: https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&outputsize=full&apikey=demo
@Denis & @author
One question; How can Alpha Vantage give access for free? Indeed the are not as big as Google or Yahoo. What’s the business model? How can they sustain service costs??
This is indeed an important question, since the long-term availability of their data depends on it. I hope they have a solid business model by advertising or selling premium data once they’ve built up a large user base. Maybe Denis knows more?
– The current Zorro beta version now supports AlphaVantage as a data source.
While Alpha Vantage has great data and a well-documented API, it’s pretty sketchy that they don’t describe their business model or have an “About Us” page that gives a company address and information about the actual human beings who work there.
I’d love to use it, but it’s hard to trust it at the moment.
I checked AlphaVantage’s service, its looking usefull. I am in the same worry as turtlein, After 2 months of building the system with Alphavantage, will we meet with unbearable costs?
Dear AlphaVantage,
What is your profit model? Do you have a gain model? It’s a very nice service, but we want it to be permanent 🙂
Also, how can i get yours supported instrument list?
I have moved to MarketXLS after this change, much more reliable data.
This works for me (for TSLA for example)
https://query1.finance.yahoo.com/v7/finance/download/TSLA?period1=1497113485&period2=1499705485&interval=1d&events=history&crumb=1aN4eCMHYc6
I generated that from clicking the download data from the historical data page on Yahoo. I am guessing the periods are epochs but would need to do some research to determine. Other than that it seems straightforward to me.
I’m afraid it’s not so easy. That “crumb” in your URL is a code connected to a cookie on your PC. No cookie, no data.
This explains how to get around the cookie issue.
https://kx.cloudingenium.com/content-providers/yahoo/yahoo-finance/how-to-obtain-historical-stock-prices-from-yahoo-finance-you-can-query-them-via-excel-too/
Problem is that it does not help to get around it. You could connect to the Yahoo main page for generating the cookie, then analyze the cookie for getting the download link. But to what avail? Yahoo will change the cookie code next month or add a captcha. Besides, the data that they still provide for manual access is not comparable to their prior service – it is not anymore dividend adjusted and full of gaps.
Just stopped by since I wanted to confirm with people that Google Finance API stopped working starting today. I’ve been trying to access it all day – no luck. I’ve reprogrammed my code using alphavantage. Best substitute for real-time quotes out there I believe. Although, they could use some enabling multiple stock quote searches, everything else does a decent job for me. Opening up and closing HTTP connection delays my output a bit, but beggars can’t be choosers.
Wonder what alphavantage will do now that Google api is dead? Highly unlikely for it to remain free for any amount of time. I too have concern about it being a reliable long term solution since no clearly stated business model. No doubt all those Google api calls now being replaced with alphavantage so perhaps we will soon find out.
Google Finance API appears to be dead- IF you’re looking for full day (86,400 sec) intervals. You can still pull accurate and current 5 minute, 60 minute etc. data from a link like this: https://www.google.com/finance/getprices?i=300&p=8d&f=d,c,h,l,o,v&df=cpct&q=PULM
i is interval, but change it to 86,400 (1 day) and it stops providing anything after 9/5/17.
This is probably related to them pulling historic data. On a Google finance page for a given stock, there used to be a link to a table of historic data you can download. That link is gone. You can still access it via direct URL like https://www.google.com/finance/historical?cid=22144&startdate=Sep+8%2C+2016&enddate=Sep+7%2C+2017&num=30&ei=aQWxWYigLIKsmAHemqPIDw but again, no data after 9/5/17.
Jason,
I am aware of the same issue. There are some other alternative services online such as alphavantage or quandl. I feel frustrated about being unable to subscribe multiple stocks at the same time and just to get the market snapshot. Here is an alternative service I got, which provides market snapshots: http://hlt-capital.com/irresponsiblefeed/.
I was able to download Google Historical Data for Australia just a few days ago but now all 36 countries I download have stopped. Has Google made an announcement?
No, but Google seems to have stopped the D1 data service. So, the remaining free alternatives are STOOQ or Alphavantage. The C code for downloading data from Alphavantage with Zorro:
For loading from STOOQ you must put a “.US” at the end of the asset name.
Anyone using perl, wget or similar to access the api and getting this failure ??
Resolving http://www.alphavantage.co... 54.235.129.192, 54.243.48.99, 54.235.102.3, …
Connecting to http://www.alphavantage.co|54.235.129.192|:443… connected.
Unable to establish SSL connection.
I believe you must connect via SSL to alphavantage, a normal http get won’t work.
I checked Yahoo finance and the historical data I need is in there but unfortunately I don’t know how to gather those data. The csv is available for download but it does not return the data for 1 year. Anyone can help me out? Thanks.
Sample Link for Accenture: https://finance.yahoo.com/quote/ACN/history?p=ACN
the new link should be like:
http://finance.google.com/finance/historical?q=NYSE:WMT&startdate=Oct+1+2015&enddate=Sep+30+2017&output=csv
As of 10 Oct 2017 the Yahoo! finance has resumed returning stock data.
I’ve been using Alpha Vantage and it is really good.
I just written a blog post about it, please check it out: http://www.the-data-wrangler.com/acquiring-stock-market-data-from-alpha-vantage/
As others have mentioned above, there is a new provider of historical data since last August called Alpha Vantage.
My little contribution is that I have managed to create an Excel Addin called Deriscope that retrieves data from Alpha Vantage into Excel.
It is completely free. You can download it from https://www.deriscope.com/freedownload.php
and watch a video tutorial at https://www.youtube.com/watch?v=alWILMgeY1s
Please note that the whole Alpha Vantage api that is consisted of 50+ technical indicators is supported.
I have also exploited their intraday series, which are updated every minute, to get live stock prices into Excel with only one minute delay! Compare that to the 20 minute delay of Yahoo Finance!
A tutorial with regard to live last traded prices is https://www.youtube.com/watch?v=1GoLvT2lG8I
download.finance.yahoo.com died yesterday. On a Yahoo forum an administrator commenting on the 999 error message initially stated it was a technical issue and would be fixed. 2 hours ago he updated his message to say that the use of downloads.finance.yahoo.com (which has been going on for 2 decades without a yahoo whimper) violates the ToS and would not be restored.
RIP. On to other things. I’m writing a python routine to get data from other sources. If anyone wants what I’ve got, feel free to let me know.
Hey Walt, I too have run into the issue of yahoo finance not working but I’m not finding very many others on the web discussing it. I’d like to see what you come up with.
Had a script for Yahoo prices, and it failed today…very depressing…thanks for all the notes here…my script was php … Hosting service was a faster link and has lots of disk space…but would look at python…
Jack,
Here’s what I’m doing. I’ve written a python3 program that collects and displays alphavantage.co data using .csv formats. Alphavantage produces much more data than I need and is slower than yahoo was. Today, I’m going to re-write the data collection module to try the json approach. I have run into one problem tracking mutual funds. It is at least 1 day behind. I don’t know how often they update their funds data, so I’m looking at a few other options. I’ll try to get a web site or possibly set up a github soon.
More Info. I’ve read yahoo’s entire ToS and cannot see how using the download feature violates any of them. Their decision may be due more to risk management paranoia than anything. Their ToS clause 22 contains some express disclaimers about the accuracy of data, which I hope we were all willing to accept. I’ve been involved in the internet from the late 1970s (milnet/darpa). The internet went from the domain of a few scientists to a useful tool for everybody, to .com ads that snoop on us to send us more ads, while useful tools like yahoo are fading. I think that the current FCC position on net neutrality (they don’t like it and want to sell bandwidth to the highest bidder) will accelerate this trend. Everyone should go to the FCC web site and oppose the current proposal ending net neutrality before thanksgiving.
So Ive been using the Yahoo API in an excel spreadsheet with VBA macros that fetch certain stock data… and it worked until yesterday 11/2. Anybody know of a workaround for this? Caught me completely by surprise
I too am dismayed at the loss of Yahoo’s API. I’m not interested in tons of historical data, I just want to update my portfolio spreadsheet (personal use only) with the current stock or fund price. I’d appreciate any useful comments regarding a simple excel fix.
My “current price” cell contained:
=NUMBERVALUE(WEBSERVICE(“http://download.finance.yahoo.com/d/quotes.csv?s=”&G3&”&f=l1”)) {G3 is the cell containing the stock ticker.}
Thanks All!
Alfavantage.com does not support bulk download the way Yahoo did, i.e. stock=A,AA,AAP,AAPL,… in the url to get last quotes for let say 100 stocks. Downloading each stock in separate url is too slow. Besides, stock history is not necessary, I only need last quotes.
Actually I’m duplicating the above comment, if someone finds the Yahoo substitute, I would appreciate.
When writing your next doctoral thesis on how NOT to run a tech company please place asterisks next to Yahoo Inc. and include pictures for future generations. Discontinuation of Yahoo finance is the final straw of my use of the service (service?). I don’t need any more liberal idiotic news sites, junk mail breeders or an incomprehensible search engine…..using an old yahoo addy to fill in form….it will self destruct in 3-2-1…….
Don’t blame Yahoo!. This was Verizon’s decision. It took all of 5 months from the time they bought Yahoo! to ditch something good with no notice. Typical Verizon.
Where does Alpha Vantage get their data from?
If you’re looking for an alternative now that both Yahoo and Google have shut down their Financial APIs, then you should check out Intrinio (www.intrinio.com). They currently offer the least expensive Real-Time and REST API for US stock prices.
You can access it via WebSocket, or Web API. No other firm currently offers this data via WebSocket which is especially helpful as you only need a few lines of code to implement. Additionally, Intrinio’s customer service chat support is live practically 24/7.
Good luck!
If anyone is looking for instruments from exchanges in US only, including forex, I remember that barchart.com offered free API for limited request, 1000 requests per instrument per day when I checked with them about 18 months ago. You can get delayed prices of multiple instruments in a single request. They should also offer real time and unlimited request on their paid API service.
Please check with them directly to see if they still offer the free API.
https://www.barchart.com/ondemand/api
It looks like barchart.com still offer the free API
https://www.barchart.com/ondemand/free-market-data-api
try tiingo. i converted all of my yahoo download code to tiingo very easily.
Update:
I’ve successfully used alphavantage.co with python retrievals. Right now it’s crude and primitive, but the key is a pretty nice set of routines written by RomelTorres, which is available for python through pip. The code is available on github (RomelTorres/alpha_vantage). I’ll work on getting something put together for importing into LibreOffice calc using this as a base, but I’ve only been using python for a couple of weeks, so I’m a babe in the woods and LibreOffice’s python macro stuff is what it is…
I have been using Deriscope for free in Excel (download site at https://www.deriscope.com ) and so far works great. What I like in particular is its asynchronous fetch of stock prices from Alpha Vantage and the filtering it applies behind the scenes so that any network failures do not corrupt the displayed feeds. Stock prices are fast enough for my needs (less than one minute time delay), but fx rates suck! I hope the Alpha Vantage guys manage to fix that quickly.
Yahoo gone … admittedly “I did not see this coming”. The signs were there “changing the url to download.yahoo”, “changing the commodities table” to something almost unreadable … “changing the Income, Balance Sheet and Cash Flow tables” pretty much signaled that someone was running Yahoo Finance who didn’t know wtf they were doing(sorry).
You would have thought they’d at least look at the million plus a month legacy users like me (15 plus years) and think what if we charged a couple of bucks to keep it the way it is … don’t up date … do nothing … 2 million a month down the tubes to be replaced by what … news readers . That’s not going to happen.
I’m betting someone is scrambling right now to hide the fact that web traffic to yahoo just took a significant hit and the cost justification for closing yahoo finance is so much vapor ware.
I’ve looked at Alpha and like that the url is easily enterable into my existing programs … the problem for me is the granularity. I’m looking at the “forex” numbers and doing some variance testing before I send my limit order out.
The numbers over a minute at 5 second intervals don’t vary. Probably means “real time” for Alpha means within the last minute instead of the exact moment you asked for it … way too slow. Even Yahoos time delayed information showed variance (just look at it). The 15 minute time delay wasn’t a problem because the demo platforms of most forex brokers are also time delayed.
I’ve emailed Alpha twice over the last week and a half with no response ?
The search goes on …
For those who needs outside US data, there aren’t any affordable choices.
http://eodhistoricaldata.com/ is full of errors for Singapore data. Some tickers are missing. Customer service is always over promise but never deliver.
Get rid of it.
Yesterday I uploaded the latest version of the free Deriscope Excel addin, which brings TRUE REAL TIME (one second delay) prices for over 8,000 US stocks and ETFs into Excel. Note that several companies charge a few thousands per month for the same service. For example, tiingo.com boasts to be the cheapest with … only 500$/month!!!
In the coming days I will also provide access to the whole IEX Limit Order Book so that Excel users can build custom spreadsheets that provide trading signals based not only on the latest traded prices but also on the actual bids and offers!
Apart from US stocks, Deriscope also provides live prices on most global stocks and indices with only one minute delay through Alpha Vantage. Unlike other interfaces to Alpha Vantage, Deriscope uses an internal asynchronous buffer so that the most recent healthy quote is always available! This resolves the problem that several users have with randomly failing live Alpha Vantage feeds.
Deriscope supplies historical data from Yahoo Finance by solving the “crumb and cookie” problem as well as from Alpha Vantage. It also supplies US company quarterly financial data from IEX and FX rates on psysical and digital currencies from Alpha Vantage.
Video tutorial on TRUE REAL TIME US stock prices from IEX: https://youtu.be/7xd_ZohgY08
Video tutorial on one minute delayed LIVE GLOBAL stock prices from Alpha Vantage: https://youtu.be/1GoLvT2lG8I
Video tutorial on HISTORICAL DATA from Yahoo Finance: https://youtu.be/vbMHY_nhrCo
Video tutorial on HISTORICAL DATA from Alpha Vantage: https://youtu.be/alWILMgeY1s
Video tutorial on US COMPANY QUARTERLY FINANCIAL DATA from IEX: https://youtu.be/JeYVBCcwSaY
Looking for Google/Yahoo Free replacements for a securities “Snap Shot” program I wrote, came up with Barchart and AlphaVantage. They both work, but have pro’s and con’s so far. I suspect they are both seeing expanded traffic since the demise of Yahoo.
BarChart OnDemand – Fast, can get multi-symbols in 1 call. Have all the fields I mostly care about (was able to add 4 or so beyond the default). Big Neg. is only BATS access for the Free API, so many symbols are not available (OTC, FUNDS, etc.). (I’m OK with 15min. delayed data for my use)
AlphaVantage – Most all active symbols symbols I tested are available. Price data is only delayed a min. or 2. Big Negative is very slow access. Had to setup about a 4 sec. pacing delay / symbol, and about 30 sec. on average to receive (I’ve had it hit my 2 min. timer at times). Minimum fixed data fields. Minimum receive for my call has 100 days of history (98 of which I don’t care about). Have to make a call for each symbol individually.
Basically I have to make 2 calls for each of my lists, AlphaVantage to pickup everything not BATS, and Barchart to get the extra fields on what it can (about 80% of what I track).
Neither of these are entirely stable at this point (receive data and server errors, call again in a few min. and works fine (maybe), etc.). I really appreciate both of these vendors providing their service, and hope they continue. Also hope each can improve there stability and expand API abilities.
Dean,
I do not understand why do you bother with Barchart since there is IEX available that brings prices on over 8,000 US stocks and ETFs with no time delay and is extremelly stable?
Regarding AlphaVantage, I think you need the right software.
I am using Deriscope ( https://www.deriscope.com ) in Excel that filters away failed feeds and also stores the 100 rows you mention internally, so that they don’t bother me!
Deriscope allows you to extract a portion of any object being held in memory. I use this facility on my spreadsheet so that I am only seeing the top two rows and completely ignore the remaining 98.
Andreas
Really nice free news feed http://www.cityfalcon.com/financial-news-api?utm_capmaign=ao_financial-hacker
Andreas, Hadn’t heard of IEX so checked it out a bit. Thanks for the heads up on that. I’ll probably stick with Barchars for now. It has a field (yield) that I like sometimes.
IEX is nice in that no key required, multi-returns / call, Price data is mostly realtime (AV seems a little more timely/accurate), and more fundamental data available. Same disadvantage as BC in that only stocks (no FUNDS, etc.) Seemed like Open/Close was 15min. delayed though (didn’t evaluate other fields). Stability looked very good/quick on my tests, so will keep it on my list for further review.
AlphaVantage stability varies so far. When it is working, it works well and covers most everything in the market (I need that). Wish they had some of those other fields, but for intraday pricing, seems the best so far. Hoping it becomes more stable in the near future, which should speed up access too (much less pacing / return delays). I’ve emailed them multiple times, but they are not very responsive. No idea where they are headed.
(IEX, actually, it was day Hi/Low that seemed delayed in my add-hoc testing)
Thanks Andreas for the helpful note on IEX. While I had initially glanced at the comments and tried AlphaVantage and found it quick and easy, the API commands offered little flexibility in choosing the data I wanted. So I thought on my own about different ideas for a couple weeks, got nowhere and decided to come back and read through all the comments again. Solution found from your post! Thanks! As one example, IEX allows me to get the previous day’s data only (open, high, low, close, volume, vwap) whereas AlphaVantage would give me the last 100 days or so in their “compact” retrieve. The ability to batch the requests, even though they are limited to 100 tickers, is no problem with IEX as you can request up to 100x per second. That’s 10,000 stocks in 1 minute…problem solved.
IEX looks indeed good. It would be even better when they returned CSV instead of JSON.
https://iextrading.com/developer/docs/
jcl, concur with a CSV export adding value. Much more efficient on our end. Would be even greater if we could get a return with only the fields we requested (like yahoo use to do).
Hi guys!
I have managed to bring the whole IEX output to Excel! This includes the top and deep part of the real time order book plus all sorts of financial data on over 8,000 US stocks and ETFs. This allowed me to build a spreadsheet that functions as a REAL TIME TRADING SIMULATOR. If you are interested in trading, please have a look at the tutorial https://youtu.be/4b8ALCtZ0BY and download the free spreadsheet from https://www.deriscope.com/freedownload.php
A special tutorial on how to access asynchronously in Excel the top bid/ask quotes without time delay is https://youtu.be/kWy_E1ZUy1o
Finally the tutorial https://youtu.be/rQbwlq_umJk shows you how you can get virtually anything from IEX into Excel.
All this stuff is free, but I would appreciate it if you drop me a note with your thoughts on these products.
Cheers.
Gotta love the agility of Alpha Vantage in responding to feedbacks.
They just launched a multi-symbol batch quote service as well!
Documentation: https://www.alphavantage.co/documentation/#batchquotes
Example JSON output: https://www.alphavantage.co/query?function=BATCH_STOCK_QUOTES&symbols=MSFT,FB,AAPL&apikey=demo
Hi,
IEX and AlphaVantage (don’t they retrieve data from IEX?) look promising indeed.
On a Python platform, has anyone managed to pull out high frequency data (minute is the highest) for single days from the address below
https://api.iextrading.com/1.0/stock/aapl/chart/1d
Cheers
iex works with csv: ?format=csv
Added new stuff to the free Excel Deriscope addin:
1) Real time forex rates on most important currency pairs from TrueFX to Excel. Video at https://youtu.be/bmEJpxS1k0k
2) Advanced Live Feeds Engine that works with TrueFX, IEX and Alpha Vantage and is capable of retaining the received feeds for custom time series analysis. This feature enables the user to write custom Excel UDFs and VB code that generate trading signals based on the retained price history. Video at https://youtu.be/SFmMCwZF88U
3) Excel-based Forex Trading Simulator. Video at https://youtu.be/7Y18ZJmPoPA
4) New version of Excel-based Stock Trading Simulator. Video at https://youtu.be/poXBBCXtM1M
The Alpha Vantage data is very promising! Great to have them offering a free solution.
I have discovered a couple bugs related to splits. In some cases only the split_coefficient values are incorrect (remain a 1), for others it’s also the unadjusted prices! This may be limited to TSE stocks. I’ve noticed it with TSE:PMTS on Dec 20, 2017; TSE:HXS on Nov 18, 2017; and TSE:XIC on Aug 5, 2008.
Beware of these bugs until they are resolved. I’ve contacted Alpha Vantage support. I’ll post a followup if their team doesn’t first.
I just tested (1/16/18) the alphadvantage “Daily Time Series with Splits and Dividend Events” API. Looks very promising but ..I tried two ETFs “IJH” and “PFF”. “IJH” worked well. “PFF” returned with a system error. Equities seem fine – “T”, “NVDA”, “AFSI”, …. Obviously a Python try/except block will be used in my hobbyshop code. I hope the API documentation can provide the expected exception types..I’ll write another review when I find what works best.
Update from my post yesterday. A python wrapper for alpha vantage has already been written. Thank you Romel J. Torres! He resolves my comment about a failure in retrieving a quote by implementing a retry inside a try/except block. It appears he doesn’t resolve specific failure codes, except to print out the return code for the user to decode and react to, which is fine. A dictionary of exception codes would be nice to have in alphavantage doc, but … it is fine as is.
Below is a link to Romel Torres’s code.
https://pypi.python.org/pypi/alpha_vantage/0.2.1
Hi, there is a paid solution (payment range according to how many symbols you need and the frequency you ask for an update) no real time , no history , delayed 15 min and not expensive…
I’m using it to my dynamic data since yahoo… well you know
I don’t know if i can post here there name but if you reach me in private massage i can send their details
Get prices via Excel: http://gaiersoftware.com/Excel/
The AlphaVantage EOD historical data service is not just JSON; CSV is supported with &datatype=csv.
Hi All – heads up -AlphaVantage just stopped being free – they terminated our account this morning with a response asking us to start paying for the service as they are taking financial strain offering a free service.
Would have been respectful of them to have given us notice to make arrangements as we understand the predicament. Now it just feels like we are being held ransom to pay an reactivate the service.
Not sure if this is a selective process by them or not.
I can still download from AlphaVantage with Zorro with no problem. I see also on their website nothing about a fee – they have even recently added cryptos. Can you post that response here?
That’s strange – Also don’t see anything on the web, unless they are not happy with how we are using the API.
Here is what was sent:
“Hello,
The CURRENCY_EXCHANGE _RATE and DIGITAL_CURRENCY_INTRADAY APIs are by far the most expensive source of data we are currently providing to our end users (like you) for free. Given the current API call volume we are receiving, it is very likely that Team Alpha Vantage will run into financial difficulty in the very near horizon.
To help us build a high-quality, sustainable business serving a global community of software developer and investors, would it be possible that you kindly share part of the data acquisition cost with us with a monthly fee of your choice? We would happily grant your current API key full access to the CURRENCY_EXCHANGE _RATE and DIGITAL_CURRENCY_INTRADAY APIs.
Thank you very much for your time and kind help!
Sincerely,
Team Alpha Vantage”
Ah, that seems to be the cryptos. I can indeed imagine that they receive high volume, since you must elsewhere get an exchange account or otherwise pay for intraday crypto data.
I have just published the blog post below, where I summarize the current status of getting cost-free live feeds in Excel from Yahoo, Alpha Vantage, IEX and TrueFX:
https://blog.deriscope.com/index.php/blog/introduction-deriscope-5
I could understand that, however we just returning daily rates and nothing to do with crypto..
Have asked them for more details anyways so waiting to hear back form them. They have a decent service so would want to stick around with them.
I think it is just normal we pay a little amount to support the Alpha Vantage Services. For me it is the best solution so far.
Do agree Jeremie. Just waiting for them to get back to us.
I am using https://intrinio.com/ now. It is actually a little better than Yahoo. The stock splits are actually in the basic data.
For those who need to pull multiple stocks per request (from any exchange) I have found http://www.worldtradingdata.com. Their API is really simple and they also have 30+ years of historical data available too.
If you need commodities, market index, currencies or crypto data, here is the data-api website for programmers and very handy to use. 🙂
https://quantapi.co/
Sadly Stooq (https://stooq.com/db/h/) has announced on its website that it is closing shop on April 1st 2018(maybe an April fools joke…lol), so I was happy to find this blog as I rush to secure a new intraday 5min data source to download for my TA software. AlphaAdvantage seemed to show promise for 5min data, unfortunately after closer investigation AlphaAdvantages intraday data is an exact copy of Google Finances data, i.e. the pricing is good but the volume is less by a factor of between 3 and 6 it doesn’t appear proportional reduced making it unusable.
Anybody know where to download intraday 5min data? I don’t need realtime thanks….
Hi Team,
Are there any free data providers for Asia (India)? I had been using a Google API however it is shutdown now and my personal Android App is unable to update with latest data. Though I have written to Google, there had not been any responses.
I tried with above URLs provided, sadly most of them are for US.
Dividend Meter, http://dividendmeter.com/dividend-meter-data-feed/ , has a really simple Google Sheets add-on that provides basic data for U.S. stocks (doesn’t have international or historical data). Works great for my 500+ watch list of dividend stocks though.
Dear colleagues,
It seems that AlphaVantage is slowly dying. Access rate dropped to 6-7 requests per minute last few days ago. Posts about situation are being deleted by moderators on their community board (or owners of the resource – it’s actually does not matter).
Who can share their own vision on the current situation? What of the alternatives still exists and recommended?
IEX still does not provide Open/Close intra-day prices (only High/Low). BarChart’s data does not correlate with their own (intra-day vs eod). etc… Just some kind of conspiracy, don’t you think? :)))