SALM

Market Data

How to get Intraday Trading Data using R

####################################################### # getIntradayPrice ####################################################### getIntradayPrice <- function(symbol, …) { # ensure xts is available stopifnot(require(xts)) # construct URL URL <- paste0(“http://chartapi.finance.yahoo.com/instrument/1.0/”, symbol, “/chartdata;type=quote;range=1d/csv”) # read the metadata from the top of the file and put it into a usable list…

LMD Market Watch: Yahoo Finance – Download Prices

Const sSQLConn_Access = “OLEDB;Provider=Microsoft.ACE.OLEDB.12.0;Persist Security Info=False;Data Source=C:\TEMP\LMD\LMD.accdb” Const sSQLConn_SQLServer = “OLEDB;Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Security Info=True;Data Source=127.0.0.1;Initial Catalog=MarketData” ‘# Download YF Chart ‘Private Declare Function URLDownloadToFile Lib “urlmon” Alias “URLDownloadToFileA” (ByVal pCaller As Long, ByVal szURL As String, ByVal szFileName As String,…

MRU_Flatline_Survey_Spike_All_To_CSV_cx_Oracle.py

####################################################################################### # File/Database handling with Oracle Stored Procedure # Writer: David Kim # Date: 9/6/2015 # Revision: Beta ####################################################################################### #!/usr/bin/python import threading import time import csv import cx_Oracle import ctypes StartDate = ‘1-MAY-2010’ EndDate = ’31-MAY-2015′ Occurence = 2 Threshold…