public async Task<IEnumerable<Quote>> GetHistoricalData(string quoteSymbol, DateTime from, DateTime to)
{
// link example:
// http://real-chart.finance.yahoo.com/table.csv?s=GOOG&d=11&e=21&f=2015&g=d&a=2&b=27&c=2014&ignore=.csv
using (HttpClient client = new HttpClient())
{
client.BaseAddress = new Uri("http://real-chart.finance.yahoo.com/");
string request = String.Format("table.csv?s={0}&d={1}&e={2}&f={3}&g=d&a={4}&b={5}&c={6}&ignore=.csv",
quoteSymbol,
to.Month - 1,
to.Day,
to.Year,
from.Month - 1,
from.Day,
from.Year
);
using (Stream stream = await client.GetStreamAsync(request))
using (StreamReader reader = new StreamReader(stream))
{
// first row in csv contains column definitions
reader.ReadLine();
List<Quote> quoteList = new List<Quote>();
CultureInfo en = new CultureInfo("en-US"); // for correct parsing
while (reader.Peek() > 0)
{
string[] values = reader.ReadLine().Split(',');
Quote quote = new Quote();
quote.Date = DateTime.Parse(values[0], en);
quote.Open = decimal.Parse(values[1], en);
quote.High = decimal.Parse(values[2], en);
quote.Low = decimal.Parse(values[3], en);
quote.Close = decimal.Parse(values[4], en);
quote.Volume = uint.Parse(values[5]);
quoteList.Add(quote);
}
return quoteList;
}
}
}
public async Task<IEnumerable<Quote>> GetHistoricalData(string quoteSymbol, DateTime from, DateTime to)
{
// link example:
// http://www.google.com/finance/historical?q=NASDAQ:MSFT&startdate=Nov+1%2C+2010&enddate=Nov+15%2C+2011&output=csv
using (HttpClient client = new HttpClient())
{
client.BaseAddress = new Uri("http://www.google.com/finance/");
CultureInfo en = new CultureInfo("en-US");
string request = String.Format("historical?q=NASDAQ:{0}&startdate={1}&enddate={2}&output=csv",
quoteSymbol,
from.ToString("MMM+dd\\%2C+yyyy", en),
to.ToString("MMM+dd\\%2C+yyyy", en)
);
using (Stream stream = await client.GetStreamAsync(request))
using (StreamReader reader = new StreamReader(stream))
{
// first row in csv contains column definitions
reader.ReadLine();
List<Quote> quoteList = new List<Quote>();
while (reader.Peek() > 0)
{
string[] values = reader.ReadLine().Split(',');
Quote quote = new Quote();
quote.Date = DateTime.Parse(values[0], en);
quote.Open = decimal.Parse(values[1], en);
quote.High = decimal.Parse(values[2], en);
quote.Low = decimal.Parse(values[3], en);
quote.Close = decimal.Parse(values[4], en);
quote.Volume = uint.Parse(values[5]);
quoteList.Add(quote);
}
return quoteList;
}
}
}
