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@Thorium
Created March 4, 2012 10:40
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Get Stock Quote Data and Historical Stock Prices from Yahoo Finance
open System
open System.IO
open System.Xml
open System.Text
open System.Net
open System.Globalization
let makeUrl symbol (dfrom:DateTime) (dto:DateTime) =
//Uses the not-so-known chart-data:
let monthfix (d:DateTime)= (d.Month-1).ToString()
new Uri("http://ichart.finance.yahoo.com/table.csv?s=" + symbol +
"&e=" + dto.Day.ToString() + "&d=" + monthfix(dto) + "&f=" + dto.Year.ToString() +
"&g=d&b=" + dfrom.Day.ToString() + "&a=" + monthfix(dfrom) + "&c=" + dfrom.Year.ToString() +
"&ignore=.csv")
let fetch (url : Uri) =
let req = WebRequest.Create (url) :?> HttpWebRequest
use stream = req.GetResponse().GetResponseStream()
use reader = new StreamReader(stream)
reader.ReadToEnd()
let reformat (response:string) =
let split (mark:char) (data:string) =
data.Split(mark) |> Array.toList
response |> split '\n'
|> List.filter (fun f -> f<>"")
|> List.map (split ',')
let getRequest uri = (fetch >> reformat) uri
//Example: Microsoft, from 2010-03-20 to 2010-04-21
let req = makeUrl "MSFT" (new DateTime(2010, 3, 20)) (new DateTime(2010, 4, 21)) |> getRequest
//val req : string list list =
// [["Date"; "Open"; "High"; "Low"; "Close"; "Volume"; "Adj Close"];
// ["2010-04-21"; "31.33"; "31.50"; "31.23"; "31.33"; "55343100"; "30.83"];
// ["2010-04-20"; "31.22"; "31.44"; "31.13"; "31.36"; "52199500"; "30.86"];
// ...
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