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Re: Yahoo has changed their protocol [Re: jcl] #465935
05/18/17 08:15
05/18/17 08:15
Joined: Jul 2015
Posts: 8
J
Jens Offline
Newbie
Jens  Offline
Newbie
J

Joined: Jul 2015
Posts: 8

Re: Yahoo has changed their protocol [Re: Jens] #465936
05/18/17 08:40
05/18/17 08:40
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
That's their browser button. It works only in a browser and cannot be used for automated download.

Re: Yahoo has changed their protocol [Re: jcl] #465945
05/18/17 11:06
05/18/17 11:06
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Ok, we found that you can download the same ETF data from Google. But I don't know how long, their API is also depreciated. For the moment, it works. So when you want to test or run Z8, run this script before:

Code:
void main()
{
	string Code;
	int N = assetList("AssetsZ8");
	while(--N >= 0) 
	{
		string URL = strf("https://www.google.com/finance/historical?q=%s&startdate=01-Jan-2000&output=csv",Assets[N]);
		string Content = http_transfer(URL,0);
		file_write("History\\history.csv",Content,0);
		free(Content);
		dataNew(1,0,7);
		dataParse(1,"%d-%b-%y,f3,f1,f2,f4,f6","History\\history.csv");
		printf(" %s",Assets[N]);
		dataSave(1,strf("%s.t6",Assets[N]));
  }
}




Re: Yahoo has changed their protocol [Re: jcl] #465962
05/18/17 17:51
05/18/17 17:51
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Quote:
it's unlikely that the "Yahoo engineers" will fix it in the next time.

Very unlikely:
https://forums.yahoo.net/t5/Yahoo-Finance-help/Is-Yahoo-Finance-API-broken/td-p/250503/page/3:
"This feature was discontinued by the Finance team and they will not be reintroducing that functionality."

This has a massive impact, imagine only how many R analysis' work with Yahoo API ...

Re: Yahoo has changed their protocol [Re: Sphin] #465970
05/19/17 04:04
05/19/17 04:04
Joined: Jan 2017
Posts: 64
J
Jeff1228 Offline
Junior Member
Jeff1228  Offline
Junior Member
J

Joined: Jan 2017
Posts: 64
I have account and data subscription with IB, and I run your scripts Heatmap and MVO, can I simple change "assetHistory(Names[N],FROM_YAHOO)" to "assetHistory(Names[N],FROM_IB)"? Would it work?

Is your code a seperate script I should run before I run other scripts? If so, should I run it every time before I run others? or I should put it somewhere in your Heatmap and MVO script?

Can I get stocks data from Google?

Last edited by Jeff1228; 05/19/17 04:17.
Re: Yahoo has changed their protocol [Re: Jeff1228] #465971
05/19/17 04:28
05/19/17 04:28
Joined: Jan 2017
Posts: 64
J
Jeff1228 Offline
Junior Member
Jeff1228  Offline
Junior Member
J

Joined: Jan 2017
Posts: 64
I tried, and found this


google compiling...........

Parse Historyhistory.csv... UCTT
Parse Historyhistory.csv... UVE
Parse Historyhistory.csv... BSX
Parse Historyhistory.csv... LOW. FRME
Parse Historyhistory.csv... EQIX
Parse Historyhistory.csv... MTN
Parse Historyhistory.csv... UGI
Parse Historyhistory.csv... TREX
Error 111: Crash in script: main()


My assetList comprises all stocks.

Re: Yahoo has changed their protocol [Re: jcl] #465972
05/19/17 05:40
05/19/17 05:40
Joined: Jul 2016
Posts: 51
H
hatten Offline
Junior Member
hatten  Offline
Junior Member
H

Joined: Jul 2016
Posts: 51
This script for google is unfortunately not working. It yields the following:

googleDownload compiling......

Parse Historyhistroy.csv... XRT
Parse Historyhistory.csv... XLY
Bad - can't parse Historyhistory.csv XLV
Parse Historyhistory.csv... XLU XLP XLK XLI XLF
Parse Historyhistory.csv... XBI
Parse Historyhistory.csv... UPRO
Error 111: Crash in script: main()

Interesting enough, a second run does not yield the same
log:

googleDownload compiling...........

Parse Historyhistory.csv... XRT
Error 111: Crash in script: main()

Without the download functionality, the usefullness of zorro is very limited if any. What options do we have?

Re: Yahoo has changed their protocol [Re: hatten] #465973
05/19/17 06:38
05/19/17 06:38
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Dowloading from Google works for me with the default Z8 assets, but maybe not with old Zorro versions or when you have added other assets. If Google does not support the asset, the parse function returns 0 and the script crashes. Printing an error message instead is left as an exercise to the reader.

Google is no final solution since they will also discontinue the API some day. I'm afraid the final solution will possibly not be free.

-The Google download can be run before any script with Yahoo download. The script will detect that the data is already up to date. Google has also stocks, but major stocks are no problem anyway since you get them free from Quandl. The problem are ETFs.

Re: Yahoo has changed their protocol [Re: jcl] #465976
05/19/17 07:27
05/19/17 07:27
Joined: Jan 2017
Posts: 64
J
Jeff1228 Offline
Junior Member
Jeff1228  Offline
Junior Member
J

Joined: Jan 2017
Posts: 64
Thank you for your always prompt reply. Like I said, I have IB data subscription, how can I use it?

Thanks

Re: Yahoo has changed their protocol [Re: Jeff1228] #465977
05/19/17 07:36
05/19/17 07:36
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Not directly. IB delivers only 1 year history.

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