Yahoo Finance and Quandl data downloader

버전 1.131 (545 KB) 작성자: Artem Lenskiy
YahooFinance/Quandl data downloader

다운로드 수: 5K

업데이트 날짜: 2021/3/7

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The toolbox contains two functions:
(a) getMarketDataViaYahoo()
% INPUT:
% symbol - is a ticker symbol i.e. 'AMD', 'BTC-USD'
% startdate - the market data will be requested from this data
% enddate - the market data will be requested till this date
% interval - the market data will be returned in this intervals
% supported intervals are '1d', '5d', '1wk', '1mo', '3mo'
%
% OUTPUT:
% data - is a retrieved dataset returned as a table
data = getMarketDataViaYahoo('AMD', '1-Jan-2018', datetime('today'), '5d'); % Downloads AMD share historic price
(b) getMarketDataViaQuandl()
% INPUT:
% set_name - is a dataset name e.g. 'WIKI/AAPL'
% startdate - the market data will be requested from this data
% enddate - the market data will be requested till this date
% collapse - the market data will be returned in this intervals
% supported intervals are 'daily', 'weekly', 'monthly', 'quarterly', 'annual'
% key - user's api key
%
% OUTPUT:
% data - is a retrieved dataset returned as a table
opec_orb_raw = getMarketDataViaQuandl('OPEC/ORB', '1-Jan-2018', date(), 'weekly'); % Downloads historic OPEC basket price from Quandl
For a complete list of free datasets provided by Quandl check https://www.quandl.com/search?filters=%5B%22Free%22%5D
Examples:
(a) Yahoo Finance
disp('Request historical YTD Bitcoin price and plot Close, High and Low');
initDate = '1-Jan-2018';
symbol = 'BTC-USD';
btcusd = getMarketDataViaYahoo(symbol, initDate);
btcusdts = timeseries([btcusd.Close, btcusd.High, btcusd.Low], datestr(btcusd(:,1).Date));
btcusdts.DataInfo.Units = 'USD';
btcusdts.Name = symbol;
btcusdts.TimeInfo.Format = "dd-mm-yyyy";
plot(btcusdts);
legend({'Close', 'High', 'Low'});
(b) Quandl
dataset = 'LBMA/GOLD';
initDate = '1-Jan-2018';
lbma_gold_raw = getMarketDataViaQuandl(dataset, initDate, date(), 'daily');
lbma_gold_ts = timeseries(lbma_gold_raw.("EURO(AM)"), datestr(lbma_gold_raw.Date));
lbma_gold_ts.DataInfo.Units = 'USD';
lbma_gold_ts.Name = dataset;
lbma_gold_ts.TimeInfo.Format = "dd-mm-yyyy";
figure, plot(lbma_gold_ts);

인용 양식

Artem Lenskiy (2022). Yahoo Finance and Quandl data downloader (https://github.com/Lenskiy/Yahoo-Quandl-Market-Data-Donwloader/releases/tag/v1.131), GitHub. 검색됨 .

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