Stock Market Quotes

[skimmy]

Hi, I am looking at taking some strategies of my own and trying to automate them. I am a computer science student so this seems like a natural progression for me! Anyways, what I'm looking for is a web service where I can programmatically retrieve quotes for a list of stocks. I have found a couple of web services but I'm not sure how reliable they are or if they will mind me retrieving over 1000 quotes per day.

Thanks for any help you can give me.

[garilou]

First, for the reliability:
I think most sites are quite reliable, since they themselves recover their quotes from a limited amount of providers. You can always do a few hand check, comparing different sites, mainly I guess with your own trading site.

Now ...over 1000 quotes, it a lot!
I have a pretty sophisticated Excel sheet where I daily follow my stocks,
both active position as sold one (or covered in cases or shorts), and my whole portfolio and other investments.
For the stock quotes, I use the MSN web-query, but I think each query allows up to 20 quotes, so I have different books, that allows me to retrieve around 30 to 40 on a click. (For sure, during trading time, the quotes are 15 to 20 minutes delayed).

But 1000? There are all made programs that do just that. They are quite expensive.
You could download one as a trial... and if you are a computer student with some "hacker" dispositions, I guess you could try to find out where and how they do it...

But if you ever find a legal way to do it, let me know 

[Super Stock Picker]

I have already used Hquotes(http://www.hquotes.com/) and it does a great job for us stocks (it can recover data for delisted stocks as well), but I'm not sure of any limits for the number of stocks to download.

It is not free but something like $80, so not too expensive neither.

[garilou]

This seems interesting.
I just went to visit them, as skimmy also probably did.
You can download "Up to 100 intraday symbols and up to 5 000 End-of-Day symbols." Their quotes come from Yahoo.

For Canadian stocks, they also have explanation as to how to get them in the FAQ.
It does not seem to be so complicated, but gees, when will the american  sites come to an agreement as to how to write aanadian tickers!

Some have ticker-T, others T.ticker, others ticker.TO, and when i't gets to ticker.UN it is still more complicated. The simplest would be either CA:ticker (like MSN) or ticker.C

The same with canadian sites quotes for american stocks!

But tell me, skimmy, once you have retrieved them all, what will you do with those .cvs files? integrate all that, and keep historical values in a spreadsheet? Or do you intend to build a whole new program?

Just curious 

L.

[skimmy]

Right now the intention is to start collecting some data and placing it into a database, which is how my relatively crude application is working now. For now I decided just to use to web service that I found already and see how it goes. It needs to be a true web service like this: http://www.webservicex.net/stockquote.asmx?op=GetQuote That way I can actually use it within a program to automatically retrieve the quotes at the end of every day. The next problem though is how I can get a listing of all stocks listed on the TSX! I hate to go through them all by hand and add them to my database.

Regardless, the intention in the end would be to test various strategies within the program and back test it on the data I have collected to see how my picks would have worked out.

[garilou]

Hi Skimmy,
you wrote:

The next problem though is how I can get a listing of all stocks listed on the TSX! I hate to go through them all by hand and add them to my database.

Have you visited:
http://www.americanbulls.com
Look at:
http://www.americanbulls.com/StockList.asp?MarketTicker=TSE&Tick=A


If you use Excel, you could make a new Web Query with each letter.
You'll import all TSE tickers starting with let's say with the letter A, with complete quote and a sort of recommendation.

I've tried it for the letter A, it came in very fast.
Although you would need many web queries, (from A to Z) it would be much faster then going through all by hand.
If your computer is fast and has a lot a RAM you can make 26 sheets in your book, and with a macro, all 26 web queries will be updated in a minute or 2.
Sure, you get only the daily (or weekly) quotes, no individual history, but it is a start... you'll certainly be able to export those data from Excel to your database.

I guess you'd need a much more mighty computer then mine!