I was looking for long time after a way to get some finance data from sources like: google, yahoo etc’ without the need to parse long html pages. Than, a friend point me to some simple pipe that fetch this information. From there it was a short step to gain access to this nice (hidden) API was inevitable.
In a nutshell, if you want to get data on some stocks you can use this request:
http://finance.yahoo.com/d/quotes.csv?s=GE+PTR+MSFT&f=snd1l1yr
where some special tags:
| a | Ask | a2 | Average Daily Volume | a5 | Ask Size |
| b | Bid | b2 | Ask (Real-time) | b3 | Bid (Real-time) |
| b4 | Book Value | b6 | Bid Size | c | Change & Percent Change |
| c1 | Change | c3 | Commission | c6 | Change (Real-time) |
| c8 | After Hours Change (Real-time) | d | Dividend/Share | d1 | Last Trade Date |
| d2 | Trade Date | e | Earnings/Share | e1 | Error Indication (returned for symbol changed / invalid) |
| e7 | EPS Estimate Current Year | e8 | EPS Estimate Next Year | e9 | EPS Estimate Next Quarter |
| f6 | Float Shares | g | Day’s Low | h | Day’s High |
| j | 52-week Low | k | 52-week High | g1 | Holdings Gain Percent |
| g3 | Annualized Gain | g4 | Holdings Gain | g5 | Holdings Gain Percent (Real-time) |
| g6 | Holdings Gain (Real-time) | i | More Info | i5 | Order Book (Real-time) |
| j1 | Market Capitalization | j3 | Market Cap (Real-time) | j4 | EBITDA |
| j5 | Change From 52-week Low | j6 | Percent Change From 52-week Low | k1 | Last Trade (Real-time) With Time |
| k2 | Change Percent (Real-time) | k3 | Last Trade Size | k4 | Change From 52-week High |
| k5 | Percebt Change From 52-week High | l | Last Trade (With Time) | l1 | Last Trade (Price Only) |
| l2 | High Limit | l3 | Low Limit | m | Day’s Range |
| m2 | Day’s Range (Real-time) | m3 | 50-day Moving Average | m4 | 200-day Moving Average |
| m5 | Change From 200-day Moving Average | m6 | Percent Change From 200-day Moving Average | m7 | Change From 50-day Moving Average |
| m8 | Percent Change From 50-day Moving Average | n | Name | n4 | Notes |
| o | Open | p | Previous Close | p1 | Price Paid |
| p2 | Change in Percent | p5 | Price/Sales | p6 | Price/Book |
| q | Ex-Dividend Date | r | P/E Ratio | r1 | Dividend Pay Date |
| r2 | P/E Ratio (Real-time) | r5 | PEG Ratio | r6 | Price/EPS Estimate Current Year |
| r7 | Price/EPS Estimate Next Year | s | Symbol | s1 | Shares Owned |
| s7 | Short Ratio | t1 | Last Trade Time | t6 | Trade Links |
| t7 | Ticker Trend | t8 | 1 yr Target Price | v | Volume |
| v1 | Holdings Value | v7 | Holdings Value (Real-time) | w | 52-week Range |
| w1 | Day’s Value Change | w4 | Day’s Value Change (Real-time) | x | Stock Exchange |
| y | Dividend Yield |
Simple, right? 🙂
As for historical data you can use something like:
http://finance.yahoo.com/q/hp?s=WU&a=01&b=19&c=2010&d=01&e=19&f=2010&g=d
where the FROM date is: &a=01&b=10&c=2010
and the TO date is: &d=01&e=19&f=2010
You can also get it as CSV file with link like:
http://ichart.finance.yahoo.com/table.csv?s=WU&a=01&b=19&c=2010&d=01&e=19&f=2010&g=d&ignore=.csv
Now, if you want to play with the data you are getting from yahoo! you can run some fun SQL like:
Getting the Standard divination of a specific stock:
SELECT stock, STD(Close-Price) from `historic_prices` where stock = "NFLX" AND date > "2010-01-01" group by stock
This will give you the Standard divination on Netflix (hot hot stock these days) from the beginning of 2010 (and like the meaning of the universe… it’s 42!)
Here is another way to work with finance data from NodeJS.
Happy hacking!
jQuery is making our life so much more productive (e.g. !(‘do less – write more’).
I’ve just finish to read this 
From time to time – it’s great to get new ideas so the kids will have something new to eat 🙂
Ido Green 