Historical stock market data - how to take it? March 26, 2009
Posted by artiko in: Web , trackback When implementing a project in which I participate need arose to acquire historical data from exchanges around the world. At this point, began to search databases of such information in the network. As expected, these data can be found in several places, both for our native Warsaw Stock Exchange, as well as the important markets of the world.
Historical data for companies listed on the WSE, you can find and retrieve what is most important, for example, the site Gazeta.pl Exchange , so they look all the quotations for the company KGHM . Available formats include CSV, XLS and PDF.
A good source of data from the world is the service Yahoo! Finance . Provides a bulky collection of quotations and their history, often dating back to the beginning of trading of the company. As the quotations are as Apple Inc.. since its debut on the stock exchange: notownia . This data can also be downloaded in CSV format.
In summary, the search for historical data listed recommend these two websites.
PS Also at this address you can find historical data from the Polish stock exchange available in CSV and XLS.
P.S2 Probably many of you would like to know how these data can be quickly and easily downloaded. I recommend BASH or PHP scripts and parsers collecting and aggregating the data into a whole. Several minutes and finished the script works 
You still have to prepare that it can carry up to 24 hours (or more) and download a few gigabytes of data.
Comments »
Hey, I need you to do such a script. Unfortunately, I do not know much about php can you direct me what to look for in order to create such a script?
Hi,
I recommend first preparing the URLs at which they will download the data (that look exactly the page). Then prepare a scheme of their order (for very rare large period of time is available under a single link. Having had this data we create a simple PHP script with a loop that retrieve data (if not csv, then the whole page in html, then you still need to earn some extra parsing the data).
If you need to develop something, please write.
Yours.
Thanks for sarhing. What a pleasure to read!