YQL is a query language that lets you retrieve data from across the web using an SQL-like syntax. By making a simple REST query using a standardized syntax, you can receive XML- or JSON-formatted data from a bunch of web service APIs. You can play around with YQL here
I wrote a YQL wrapper in python which queries the Yahoo! Finance open data tables for financial data. Using this script, you can get current and historical financial info, news feeds, and options data for any ticker symbol.
Usage
The below examples assume the following import/initialization steps have been done. You can get most data with just a line of code.
stocks = stockretriever.StockRetriever()
Getting Current Stock Summary Information
get_current_info() uses the yahoo.finance.quotes datatable to get all of the stock information presented in the main table on a typical stock page and a bunch of data from the key statistics page.
Here’s what a typical result-set looks like:
"symbol": "YHOO",
"Ask": null,
"AverageDailyVolume": "25755200",
"Bid": null,
"AskRealtime": "0.00",
"BidRealtime": "0.00",
"BookValue": "9.184",
"Change_PercentChange": "0.00 - 0.00%",
"Change": "0.00",
"Commission": null,
"ChangeRealtime": "0.00",
"AfterHoursChangeRealtime": "N/A - N/A",
"DividendShare": "0.00",
"LastTradeDate": "6/29/2010",
"TradeDate": null,
"EarningsShare": "0.557",
"ErrorIndicationreturnedforsymbolchangedinvalid": "N/A",
"EPSEstimateCurrentYear": "0.68",
"EPSEstimateNextYear": "0.77",
"EPSEstimateNextQuarter": "0.16",
"DaysLow": null,
"DaysHigh": null,
"YearLow": "13.88",
"YearHigh": "19.12",
"HoldingsGainPercent": "- - -",
"AnnualizedGain": "-",
"HoldingsGain": null,
"HoldingsGainPercentRealtime": "N/A - N/A",
"HoldingsGainRealtime": null,
"MoreInfo": "cnsprmiIed",
"OrderBookRealtime": "N/A",
"MarketCapitalization": "19.446B",
"MarketCapRealtime": null,
"EBITDA": "1.323B",
"ChangeFromYearLow": "+0.16",
"PercentChangeFromYearLow": "+1.15%",
"LastTradeRealtimeWithTime": "N/A - <b>14.04</b>",
"ChangePercentRealtime": "N/A - 0.00%",
"ChangeFromYearHigh": "-5.08",
"PercebtChangeFromYearHigh": "-26.57%",
"LastTradeWithTime": "Jun 29 - <b>14.04</b>",
"LastTradePriceOnly": "14.04",
"HighLimit": null,
"LowLimit": null,
"DaysRange": "N/A - N/A",
"DaysRangeRealtime": "N/A - N/A",
"FiftydayMovingAverage": "15.4047",
"TwoHundreddayMovingAverage": "16.1174",
"ChangeFromTwoHundreddayMovingAverage": "-2.0774",
"PercentChangeFromTwoHundreddayMovingAverage": "-12.89%",
"ChangeFromFiftydayMovingAverage": "-1.3647",
"PercentChangeFromFiftydayMovingAverage": "-8.86%",
"Name": "Yahoo! Inc.",
"Notes": "-",
"Open": null,
"PreviousClose": "14.04",
"PricePaid": null,
"ChangeinPercent": "0.00%",
"PriceSales": "3.00",
"PriceBook": "1.53",
"ExDividendDate": "12-May-04",
"PERatio": "25.21",
"DividendPayDate": "N/A",
"PERatioRealtime": null,
"PEGRatio": "1.47",
"PriceEPSEstimateCurrentYear": "20.65",
"PriceEPSEstimateNextYear": "18.23",
"Symbol": "YHOO",
"SharesOwned": null,
"ShortRatio": "1.40",
"LastTradeTime": "4:00pm",
"TickerTrend": " ====== ",
"OneyrTargetPrice": "19.48",
"Volume": "0",
"HoldingsValue": null,
"HoldingsValueRealtime": null,
"YearRange": "13.88 - 19.12",
"DaysValueChange": "- - 0.00%",
"DaysValueChangeRealtime": "N/A - N/A",
"StockExchange": "NasdaqNM",
"DividendYield": null,
"PercentChange": "0.00%"
}]
Getting Current Stock News
get_news_feed() uses the rss data table to get rss feeds under the Headlines and Financial Blogs headings on a typical stock page. Here’s an example result-set:
{
"pubDate": "Wed, 30 Jun 2010 06:45:23 Etc/GMT",
"title": "Update: Amazon Back To Normal; So Where's The Explanation? (at Barron's Online)",
"link": "http://us.rd.yahoo.com/finance/external/xbarronsblog/rss/SIG=13fvfc6kn/*http%3A//blogs.barrons.com/techtraderdaily/2010/06/30/update-amazon-back-to-normal-so-wheres-the-explanation/?mod=yahoobarrons",
"description": null
},
{
"pubDate": "Wed, 30 Jun 2010 01:56:30 Etc/GMT",
"title": "[$$] Andreessen Horowitz Leads $20 Million Investment in Foursquare (at The Wall Street Journal)",
"link": "http://us.rd.yahoo.com/finance/external/wsj/rss/SIG=12icuornn/*http%3A//online.wsj.com/article/SB10001424052748704103904575337411584163440.html?ru=yahoo&mod=yahoo_hs",
"description": "Andreessen Horowitz Leads Foursquare Investment Foursquare, a mobile-based startup that lets people \"check in\" at bars, restaurants and other places through their smartphones, has raised $20 million from a group of venture capitalists that will help fuel its expansion."
},
{
"pubDate": "Wed, 30 Jun 2010 00:59:13 Etc/GMT",
"title": "[$$] Foursquare Raises New Funds (at The Wall Street Journal)",
"link": "http://us.rd.yahoo.com/finance/external/wsj/rss/SIG=12ircfrro/*http%3A//online.wsj.com/article/SB10001424052748703374104575337434242710928.html?ru=yahoo&mod=yahoo_hs",
"description": "Foursquare Raises New Funds Foursquare, a location-based social networking startup, raised $20 million from a group of venture capitalists to help fuel its expansion."
}
]
Getting Historical Stock Information
get_historical_info() uses the csv datatable to retrieve all available historical data on a typical historical prices page. Here’s an example result-set (truncated):
{
"Date": "2010-06-29",
"Open": "463.44",
"High": "464.55",
"Low": "451.12",
"Close": "454.26",
"Volume": "3502100",
"AdjClose": "454.26"
},
{
"Date": "2010-06-28",
"Open": "472.59",
"High": "477.55",
"Low": "469.01",
"Close": "472.08",
"Volume": "1762300",
"AdjClose": "472.08"
}
]
Getting Options Data
get_options_data() uses the yahoo.finance.options table to retrieve call and put options from the options page. Here’s a typical result-set:
{
"symbol": "YHOO",
"option": [
{
"symbol": "YHOO100717C00007500",
"type": "C",
"strikePrice": "7.5",
"lastPrice": "7.90",
"change": "0",
"changeDir": null,
"bid": "NaN",
"ask": "NaN",
"vol": "1",
"openInt": "363"
},
{
"symbol": "YHOO100717C00010000",
"type": "C",
"strikePrice": "10",
"lastPrice": "5.20",
"change": "0",
"changeDir": null,
"bid": "NaN",
"ask": "NaN",
"vol": "0",
"openInt": "486"
}
}
]
Summary
The script is available here. Although the python script provides quick and easy access to a bunch of finance data, it negates many of the benefits of using YQL in the first place; namely, you can’t add your own conditions to the where clause, do joins, or apply aggregate operators. I’ll write a post sometime in the future on some of the cool stuff you can do with YQL.