Downloading Financial Data

This is a bit more technical post but I hope it will be helpful to someone.

Downloading raw financial and market data for the stocks you follow to your own computer gives you ability to manipulate it in any way you'd like and to create your own unique trading systems. It could give you a chance to test systems and trading methods with historical data and choose the one that best suits your style and vision toward the financial market.
The data could be downloaded from the web as a comma separated file (.csv) and then imported in your application, be it excel or any other of similar kind. The usual problem with the download link the websites offer is that the file you download will contain only the types of data the website decided to put in. As with the data you could download from the Quotes section of finance.yahoo.com - the download link gives you a file with the company stock symbol, the price of the last deal, the time of the last deal, the change (in percent), open price, high,low and volume. These data types are determined by the values sent to the server through the link which in this case are "sl1d1t1c1ohgv". The result would be a row similar to the following one:

"A",29.17,"1/22/2010","4:00pm",-1.35,30.30,30.35,29.09,3049371

The Yahoo interface however has a much wider capabilities and it could be useful to know them. Below is a table with variables which could be sent to the website and each of them will result in different type of data to be returned to you or your application.

a	Ask	a2	Average Daily Volume	a5	Ask Size
b	Bid	b2	Ask (Real-time)	b3	Bid (Real-time)
b4	Book Value	b6	Bid Size	c	Change & Percent Change
c1	Change	c3	Commission	c6	Change (Real-time)
c8	After Hours Change (Real-time)	d	Dividend/Share	d1	Last Trade Date
d2	Trade Date	e	Earnings/Share	e1	Error Indication (returned for symbol changed / invalid)
e7	EPS Estimate Current Year	e8	EPS Estimate Next Year	e9	EPS Estimate Next Quarter
f6	Float Shares	g	Day’s Low	h	Day’s High
j	52-week Low	k	52-week High	g1	Holdings Gain Percent
g3	Annualized Gain	g4	Holdings Gain	g5	Holdings Gain Percent (Real-time)
g6	Holdings Gain (Real-time)	i	More Info	i5	Order Book (Real-time)
j1	Market Capitalization	j3	Market Cap (Real-time)	j4	EBITDA
j5	Change From 52-week Low	j6	Percent Change From 52-week Low	k1	Last Trade (Real-time) With Time
k2	Change Percent (Real-time)	k3	Last Trade Size	k4	Change From 52-week High
k5	Percebt Change From 52-week High	l	Last Trade (With Time)	l1	Last Trade (Price Only)
l2	High Limit	l3	Low Limit	m	Day’s Range
m2	Day’s Range (Real-time)	m3	50-day Moving Average	m4	200-day Moving Average
m5	Change From 200-day Moving Average	m6	Percent Change From 200-day Moving Average	m7	Change From 50-day Moving Average
m8	Percent Change From 50-day Moving Average	n	Name	n4	Notes
o	Open	p	Previous Close	p1	Price Paid
p2	Change in Percent	p5	Price/Sales	p6	Price/Book
q	Ex-Dividend Date	r	P/E Ratio	r1	Dividend Pay Date
r2	P/E Ratio (Real-time)	r5	PEG Ratio	r6	Price/EPS Estimate Current Year
r7	Price/EPS Estimate Next Year	s	Symbol	s1	Shares Owned
s7	Short Ratio	t1	Last Trade Time	t6	Trade Links
t7	Ticker Trend	t8	1 yr Target Price	v	Volume
v1	Holdings Value	v7	Holdings Value (Real-time)	w	52-week Range
w1	Day’s Value Change	w4	Day’s Value Change (Real-time)	x	Stock Exchange
y	Dividend Yield

So a request to an url like http://download.finance.yahoo.com/d/quotes.csv?s=A+AA+AAPL&f=sohgl1v&e=.csv will give you a .csv file with the following content:

"A",30.30,30.35,29.09,29.17,3049371
"AA",14.18,14.18,13.33,13.40,84478416
"AAPL",206.78,207.50,197.16,197.75,31491696

Notice how the particular companies whose stock you would like to get the data for are written with a plus sign between them. That way you can get data for almost any stock you want. You can also download data for all companies in indexes such as S&P500 - the symbol for that would be "@%5EGSPC" which is to be put instead of the companies symbols in the URL. Yahoo has some limitations to the number of companies you can download data at once so you should respect that number.

The data could be downloaded directly to your favorite application. On the net there are some already prepared .xls files like those on gummy-stuff site. If you know how to make your own macros in .xls or similar files you can perfectly organize your own system and track the data you want.