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Downloading Market Data For Free

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Downloading Market Data For Free

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HappyFinancial market data can be downloaded into Excel for free by using Excel web queries.  The market data can be automatically extracted from financial web sites that provide such data for free.  This example uses Yahoo Finance; however similar approaches could be made with MSN Finance, Google Finance or other such web sites.

Download a free Excel program that uses a variation of the code below here.

Update - 07 January 2012:
Given the high popularity of this solution, we have developed an updated version that resolves the issues raised in the posts here and adds the following features:
  • Works with all versions of Excel and OS including Excel 2011 for Mac.
  • Symbol look up with click to add to list of securities and indices for data download.
  • Progress bar shows status of data downloading.
  • Technical analysis sheet allows charting and calculation of return metrics for selected downloaded data.
  • Optimized open source code with detailed comment documentation.
Some have asked why this is free. For several reasons but the most important is that we believe that market data is public information and should be freely available to all.

This example will download both real-time quotes and historical price data for a specified stock or index ticker symbol. Suppose we have the following Excel spreadsheet.

Excel Spreadsheet:
  A B C D E
1          
2  Start Date:  01/01/10    Symbol:  MSFT
3  End Date:  01/01/12    Frequency:  Daily
4          


Cells B2 and B3 specify the start and end dates for the historical data.  Cell E2 specifies the stock or index ticker symbol.  Cell E3 specifies the historical data frequency.  This can be either Daily, Weekly, or Monthly or even D, W or M as only the first letter is used in the web query.

The following VBA macro code can then be loaded through the VBA editor and executed from the spreadsheet to return the data.

VBA Code:
Sub Download_Data()
Application.ScreenUpdating = False
Dim symb As String
Dim startdate As Date
Dim enddate As Date
Dim a, b, c, d, e, f As Integer
Dim g As String

symb = Range("E2").Value
startdate = Range("B2").Value
enddate = Range("B3").Value
a = Month(startdate) - 1
b = Day(startdate)
c = Year(startdate)
d = Month(enddate) - 1
e = Day(enddate)
f = Year(enddate)
g = Lcase(Left(Range("E3").Value, 1))

'Real-time Quotes

With ActiveSheet.QueryTables.Add(Connection:= _
    "URL;http://finance.yahoo.com/q/ecn?s=" & symb, Destination:=Range("A5"))
    .Name = "Quote: " & symb
    .FieldNames = True
    .RowNumbers = False
    .FillAdjacentFormulas = False
    .PreserveFormatting = True
    .RefreshOnFileOpen = False
    .BackgroundQuery = True
    .RefreshStyle = xlOverwriteCells
    .SavePassword = False
    .SaveData = True
    .AdjustColumnWidth = False
    .RefreshPeriod = 0
    .WebSelectionType = xlSpecifiedTables
    .WebFormatting = xlWebFormattingNone
    .WebTables = """table1"""
    .WebPreFormattedTextToColumns = True
    .WebConsecutiveDelimitersAsOne = True
    .WebSingleBlockTextImport = False
    .WebDisableDateRecognition = False
    .WebDisableRedirections = False
    .Refresh BackgroundQuery:=False
End With

 

'Historical Data
With ActiveSheet.QueryTables.Add(Connection:= _
    "URL;http://finance.yahoo.com/q/hp?s=" & symb & "&a=" & a & "&b=" & b & "&c=" & c & "&d=" & d & "&e=" & e & "&f=" & f & "&g=" & g _
    , Destination:=Range("A12"))
    .Name = "Quote: " & symb
    .FieldNames = True
    .RowNumbers = False
    .FillAdjacentFormulas = False
    .PreserveFormatting = True
    .RefreshOnFileOpen = False
    .BackgroundQuery = True
    .RefreshStyle = xlOverwriteCells
    .SavePassword = False
    .SaveData = True
    .AdjustColumnWidth = False
    .RefreshPeriod = 0
    .WebSelectionType = xlSpecifiedTables
    .WebFormatting = xlWebFormattingNone
    .WebTables = "15"
    .WebPreFormattedTextToColumns = True
    .WebConsecutiveDelimitersAsOne = True
    .WebSingleBlockTextImport = False
    .WebDisableDateRecognition = False
    .WebDisableRedirections = False
    .Refresh BackgroundQuery:=False
End With

Application.ScreenUpdating = True
End Sub

By simply changing the input cells, the same macro can be run to extract new data. This is a basic example and there are several enhancements which could be made to suit requirements such as:
  • Loop through the historical data query to page through data on Yahoo back to the start date.  This could be done by going to the bottom observation date, resetting the end date to this date, rerun and append new data to the bottom until the reset end date is less than or equal to the start date.
  • Add extra code at the end to extract data and insert into other trading system or analytical applications in Excel.
  • Format and clean up the data such as removing dividends from the historical data or removing the date text from the last price real-time quote.
  • Add a button at the top to launch the macro.
 Excel Business Forums Administrator
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Replies - Displaying 1 to 10 of 48Order Replies By: Most Recent | Chronological | Highest Rated
Happy
A free solution to download
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These last two issues are indeed interesting ones:
  1. Downloading more than one security price at the same time, and
  2. Getting around the paging limit from the Yahoo Finance web page.
But, we like a challenge so we developed a VBA program that uses the original code and overcomes these issues. 

We liked it so much that we decided to host it and it can be downloaded freely here.

For interest, the first issue was not so straight forward.  This is because the dates differ for each security due to availability, dividends etc. To overcome this, we first calculated the dates required and then matched the results of each web query to the dates. We even took into account public holidays.

To overcome the second issue, we broke the date range into chunks and execute the web query multiple times to get the full date range specified.

The VBA code is open and commented.  Any feedback is much appreciated.

Enjoy.


 Excel Business Forums Administrator
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Happy
Downloading Market Data
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MarketXLS works for me just fine for this. It's great. http://marketxls.com/stock-quotes-in-excel/
 Posted by on
Confused
Help~~~!!
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Hi,
  I have been trying for a while to find something like this, but this code seems to have some issue.  When i try to run it on my computer, it only downloads the string with todays data, and it doesnt pull in historical data.  Another issue i have been having is when a macro similar to this run my web queries to pulll in this historical data, it crashes vba and gives the error "error web querry is still refreshing" 

I need a query such as this to pull in dynamickly the price history for the a list of stocks,

someone please help!!!

 Valentine
 Posted by on
Oops
Record Macro and adjust code
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You could try to first record a macro that executes the web query that downloads the historical data.

After this you can modify the VBA code with snippets from the example above to automate the web query from cell values.
 Excel Business Forums Administrator
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Happy
Web Page format changed
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The Yahoo Finance web page layout had changed since the original post was made.  This is a common problem with web queries whereby the extraction of certain areas of the web page using the ".WebTables" parameter can cause the coded web query to fail when changes are made to the web site layout structure.

The VBA code in the original post has been modified to now work correctly with the layout of the web page. 

Should the layout change again, the solution is to record a macro by creating a new web query with the full URL and parameters and select the area in the web page for the historical data (Data > Import External Data > New Web Query).  This will populate the ".WebTables" parameter with the correct value which can then be replaced in the original code.

 Excel Business Forums Administrator
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Confused
Excel Stock
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you might want to take a look of the website below, it's all about using excel to extract stock market information, like historical data, Options data, daily quotes and others.

There are some ready-to-use script which you can download, view and modify to suit to your need.

[http://excelstock.googlepages.com/]

cheers
 Posted by on
Confused
Issues with query tables
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 To get right to the point here I've wirtten a routine, nearly exactly what you show below, to grab data from yahoo finance. I list a number of stock sybmols on a worksheet, the routine goes and gets finance data on those symbols from yahoo finance and places them onto a worksheet so I can compare the finanancials in a given industry grou, sector, or between stocks I'm looking at...it depends whats in the list. It works great except for a small little problem.

My querytables are not consistent in returning data. For example, if I create a list of stock symbols which are the same, say SLB, and list, oh say 30 of the same symbol, I may get 95% of my data.  I've created an error handler to grab the errors and you would think I would get the same error but it don't.  Sometimes it's error 438 or 1004 or something else.


This is driving me nuts. Each time I have the routine grab a list of stocks it returns the correct info but doesn't always grab all of it.  It's almost like the routine is grabbing the data too fast and Excel can't keep up.


Have you had experience with this or know a fix? If you would like me to submit my code I'm more than happy to do that too.

Thanks.

Paul  
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Confused
errors
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Paul, I have pretty much the same problem. I thought the same problem with the speed concerns and tried putting in a wait() command and it seems to make little difference. Have you solved this problem yet?

Thanks


 Posted by on
Sad
Web Query fails erratically
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I too am having the same problem.  My web query is the same as what's shown in the original post in the VBA code box.  When I let the code run without an "on error" statement it sometimes errs on the ".Refresh BackgroundQuery:=False" statement and when I choose debug and then resume it executes fine till a few queries down the road and it fails the same way.  When I add an on error statement and have it do a resume with or without a 5 second wait it often fails the second and third times.

I had a similar macro working in 7 years ago under office 2000 using a dial up modem.  Now that I have Office 2007 and DSL my upgraded version works very spottily.  If anyone has a solution please post it.   
 Posted by on
Confused
Re Downloading Market Data
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I don't see any solution to the problem dcfvaxman wrote about 20-Dec-08.  I've got an EXCEL macro that loads stock histories from Yahoo Finance and option quotes from Prophet.com but times out after approximately 50 stocks.  As a work around I put  a pause in the macro so it stops after every 50 stocks allowing me to go into Internet Explorer and do an options->Delete All and the continue the macro.  It would be nice if this wasn't necessary.  Because it pauses every 50 stocks I can't do anything else while the macro is running.  It takes a bit less than an hour for 300 stocks.  I had written a similar macro back in 2001 using Office 2000 which did not have this problem. 
 Posted by on
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