5 ms·

Yahoo Stock Quotes in Go

49 points by emvein 11y ago

hbharadwaj 11y ago
Does anyone know of any true market data sources that are not delayed, free and open for commercial use?
- klenwell 11y ago
  I was looking into this recently. Here's what looks to be the canonical Stack Overflow post on the subject: http://stackoverflow.com/questions/10040954/alternative-to-google-finance-api http://stackoverflow.com/questions/10040954/alternative-to-g... Questions of this nature seem to usually end up pointing to Yahoo's API. I saw elsewhere (can't locate source at moment) quotes ranging in the $10,000's a month range for real-time data. I'm sure someone on here could provide a more accurate figure. It's valuable data associated with an industry that's famous for extracting value out of data so I'm not really surprised it's not free.
  - ddeck 11y ago
    >quotes ranging in the $10,000's a month range for real-time data. That sounds excessive. You basically either subscribe to individual exchanges or a consolidated feed from a 3rd party that typically incorporates multiple venues. For applications that need something professional and reliable, but don't need direct exchange connections (i.e. can deal with ~1-200ms latency), I recommend IQfeed [1]. Depending on exchanges, cost is probably around $100/month Source: I've been using them for fully automated trading for a couple of years [1] http://www.iqfeed.net/ http://www.iqfeed.net/
- toby 11y ago
  Interactive Brokers has a very robust API, and market data fees are $10/month or free if you spend more than $30 on commissions. (I'm not affiliated, but I've used their services before and have been happy)
  - ddeck 11y ago
    >Interactive Brokers has a very robust API IB's API is anything but robust. It is inconsistent, poorly documented, and IB have a history of changing it without notice. It also requires all communication runs through their client side Java GUI app, which is also prone to a variety of problems. That said, IB are a very good low cost broker with amazing product breadth. But I would suggest caution if using their data API for anything remotely serious.
    - bobcostas55 11y ago
      You can always use FIX if you don't like their API, no?
      - genericacct 11y ago
        ...and now you have two problems
      - ddeck 11y ago
        FIX is for execution, market data is still via their API and client software.
  - bobcostas55 11y ago
    IB doesn't have anything approaching "true market data" though. The best you can get are consolidated "snapshots" every 250ms or so.
- fixxer 11y ago
  What level are you looking for? There are a lot of ways to define that stream. Last trade, book data, etc. What degree of latency is tolerable for your application?
- chimeracoder 11y ago
  > Does anyone know of any true market data sources that are not delayed, free and open for commercial use? Short answer: No Long answer: It depends on what you mean by "true market data". This requires understanding a lot more about how the market and bidding process actually functions, but there really isn't a single canonical price at any point, and there are many ways to define what you're looking for, depending on what you're referring to - all of which are valid according to different assumptions. Think of it as a special kind of eventually-consistent database. Depending on the consistency model, you can't ask what the value of x is right now, because there are multiple possible values that are all valid. It's only after they converge (which takes time) that a single, canonical value emerges. This is one of the reasons that quotes are always delayed - it's possible to talk about what the price was at some point in the past, because those ways of defining the price dynamically have all essentially converged to the same value, but it's not possible to pinpoint a single price in the present. To get all of the various sources of real-time data that can be considered the "current price" requires a lot of low-latency connections to various market players. That's not cheap, so there's nothing that's not delayed and free and available for commercial use.
- xasos 11y ago
  Bloomberg's API is real-time, but you have to pay for how much data is consumed.
agrafix 11y ago
I've done something similar using Haskell: https://github.com/agrafix/yahoo-finance-conduit https://github.com/agrafix/yahoo-finance-conduit I tried to do this using a streaming approach (conduits), but the data is delayed and there is no real streaming api.
nodesocket 11y ago
Related: I hacked Quote Stream (https://github.com/nodesocket/quote-stream https://github.com/nodesocket/quote-stream) together a while ago. It pushes real-time quotes (not delayed) from Google to your browser via websockets using node.js. Heads up, it has not been touched in 3 years.
IBM 11y ago
Unrelated, but is Google Finance never going to get updated?
- adambratt 11y ago
  Doesn't look like the API side will make a comeback at least.
xasos 11y ago
Is this just a Go Wrapper for the Yahoo Finance API?
- andrew12361 11y ago
  Looks like it!
dysoco 11y ago
I wrote something similar in Go about one year ago for my IRC bot. I never thought it'd be useful for anyone, but well, I guess it can :P
- Xeoncross 11y ago
  If you wanted it...
krosaen 11y ago
> Have you seen sample code using a JSON API? Of course. > Yeah, but have you seen sample code using a json API.... * IN GO!?!? * (mindblown) http://i.huffpost.com/gen/1025913/images/o-JON-STEWART-WEED-facebook.jpg http://i.huffpost.com/gen/1025913/images/o-JON-STEWART-WEED-...
adambratt 11y ago
What sites do you all use to check up on your stocks, read news etc?

49 points by emvein 11y ago

hbharadwaj 11y ago

Does anyone know of any true market data sources that are not delayed, free and open for commercial use?

klenwell 11y ago
I was looking into this recently. Here's what looks to be the canonical Stack Overflow post on the subject: http://stackoverflow.com/questions/10040954/alternative-to-google-finance-api http://stackoverflow.com/questions/10040954/alternative-to-g... Questions of this nature seem to usually end up pointing to Yahoo's API. I saw elsewhere (can't locate source at moment) quotes ranging in the $10,000's a month range for real-time data. I'm sure someone on here could provide a more accurate figure. It's valuable data associated with an industry that's famous for extracting value out of data so I'm not really surprised it's not free.
- ddeck 11y ago
  >quotes ranging in the $10,000's a month range for real-time data. That sounds excessive. You basically either subscribe to individual exchanges or a consolidated feed from a 3rd party that typically incorporates multiple venues. For applications that need something professional and reliable, but don't need direct exchange connections (i.e. can deal with ~1-200ms latency), I recommend IQfeed [1]. Depending on exchanges, cost is probably around $100/month Source: I've been using them for fully automated trading for a couple of years [1] http://www.iqfeed.net/ http://www.iqfeed.net/
toby 11y ago
Interactive Brokers has a very robust API, and market data fees are $10/month or free if you spend more than $30 on commissions. (I'm not affiliated, but I've used their services before and have been happy)
- ddeck 11y ago
  >Interactive Brokers has a very robust API IB's API is anything but robust. It is inconsistent, poorly documented, and IB have a history of changing it without notice. It also requires all communication runs through their client side Java GUI app, which is also prone to a variety of problems. That said, IB are a very good low cost broker with amazing product breadth. But I would suggest caution if using their data API for anything remotely serious.
  - bobcostas55 11y ago
    You can always use FIX if you don't like their API, no?
    - genericacct 11y ago
      ...and now you have two problems
    - ddeck 11y ago
      FIX is for execution, market data is still via their API and client software.
- bobcostas55 11y ago
  IB doesn't have anything approaching "true market data" though. The best you can get are consolidated "snapshots" every 250ms or so.
fixxer 11y ago
What level are you looking for? There are a lot of ways to define that stream. Last trade, book data, etc. What degree of latency is tolerable for your application?
chimeracoder 11y ago
> Does anyone know of any true market data sources that are not delayed, free and open for commercial use? Short answer: No Long answer: It depends on what you mean by "true market data". This requires understanding a lot more about how the market and bidding process actually functions, but there really isn't a single canonical price at any point, and there are many ways to define what you're looking for, depending on what you're referring to - all of which are valid according to different assumptions. Think of it as a special kind of eventually-consistent database. Depending on the consistency model, you can't ask what the value of x is right now, because there are multiple possible values that are all valid. It's only after they converge (which takes time) that a single, canonical value emerges. This is one of the reasons that quotes are always delayed - it's possible to talk about what the price was at some point in the past, because those ways of defining the price dynamically have all essentially converged to the same value, but it's not possible to pinpoint a single price in the present. To get all of the various sources of real-time data that can be considered the "current price" requires a lot of low-latency connections to various market players. That's not cheap, so there's nothing that's not delayed and free and available for commercial use.
xasos 11y ago
Bloomberg's API is real-time, but you have to pay for how much data is consumed.

agrafix 11y ago

I've done something similar using Haskell: https://github.com/agrafix/yahoo-finance-conduit https://github.com/agrafix/yahoo-finance-conduit I tried to do this using a streaming approach (conduits), but the data is delayed and there is no real streaming api.

nodesocket 11y ago

Related: I hacked Quote Stream (https://github.com/nodesocket/quote-stream https://github.com/nodesocket/quote-stream) together a while ago. It pushes real-time quotes (not delayed) from Google to your browser via websockets using node.js. Heads up, it has not been touched in 3 years.

IBM 11y ago

Unrelated, but is Google Finance never going to get updated?

adambratt 11y ago
Doesn't look like the API side will make a comeback at least.

xasos 11y ago

Is this just a Go Wrapper for the Yahoo Finance API?

andrew12361 11y ago
Looks like it!

dysoco 11y ago

I wrote something similar in Go about one year ago for my IRC bot. I never thought it'd be useful for anyone, but well, I guess it can :P

Xeoncross 11y ago
If you wanted it...

krosaen 11y ago

> Have you seen sample code using a JSON API? Of course. > Yeah, but have you seen sample code using a json API.... * IN GO!?!? * (mindblown) http://i.huffpost.com/gen/1025913/images/o-JON-STEWART-WEED-facebook.jpg http://i.huffpost.com/gen/1025913/images/o-JON-STEWART-WEED-...

adambratt 11y ago

What sites do you all use to check up on your stocks, read news etc?