finance

Download all stock symbol list of a market [closed]

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Exchanges will usually publish an up-to-date list of securities on their web pages. For example, these pages offer CSV downloads: http://www.nasdaq.com/screening/companies-by-industry.aspx?exchange=NASDAQ&render=download http://www.nasdaq.com/screening/companies-by-industry.aspx?exchange=NYSE&render=download http://www.asx.com.au/asx/research/ASXListedCompanies.csv NASDAQ Updated their site, so you will have to modify the URLS: NASDAQ https://old.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=nasdaq&render=download AMEX https://old.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=amex&render=download NYSE https://old.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=nyse&render=download Depending on your requirement, you could create the map of these URLs by exchange … Read more

Which are the order matching algorithms most commonly used by electronic financial exchanges?

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In general, there are two groups of matching algorithms, one for each of the states of the market: Continuous trading Auction There’s quite a variety of algorithms for auction trading, which is used before the market opens, on market close etc. but most of the time, the markets do continuous trading. I’ll therefore go into … Read more

High Frequency Trading [closed]

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To expand on what Paul said: The server executing HFT or UHFT are almost always collocated in the exchange’s data center. This minimizes latency and also allows the algos use Flash orders (which might be banned soon) to get first look at order flow before the order is broadcast into the market. many algo’s will … Read more

Financial technical analysis in python [closed]

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Here are a few thoughts… I have only used Numpy, Scipy, and Matplotlib for financial calculations. py-fi – very basic financial functions fin2py – financial tools Numpy/Scipy – covers all of the statistics basics Matplotlib – plotting financial functions RPy – a Python interface to R allowing use of R libraries ystockquote – Python API … Read more

Best/Most Comprehensive API for Stocks/Financial Data [closed]

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Yahoo’s api provides a CSV dump: Example: http://finance.yahoo.com/d/quotes.csv?s=msft&f=price I’m not sure if it is documented or not, but this code sample should showcase all of the features (namely the stat types [parameter f in the query string]. I’m sure you can find documentation (official or not) if you search for it. http://www.goldb.org/ystockquote.html Edit I found … Read more

Stock ticker symbol lookup API [closed]

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You can use yahoo’s symbol lookup like so: http://d.yimg.com/autoc.finance.yahoo.com/autoc?query=yahoo&callback=YAHOO.Finance.SymbolSuggest.ssCallback Where query is the company name. You’ll get something like this in return: YAHOO.Finance.SymbolSuggest.ssCallback( { “ResultSet”: { “Query”: “ya”, “Result”: [ { “symbol”: “YHOO”, “name”: “Yahoo! Inc.”, “exch”: “NMS”, “type”: “S”, “exchDisp”: “NASDAQ” }, { “symbol”: “AUY”, “name”: “Yamana Gold, Inc.”, “exch”: “NYQ”, “type”: “S”, “exchDisp”: … Read more

Real life trading API [closed]

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AFAIK, TradeStation is the most famous of the lot. Most other trading softwares provide APIs (NinjaTrader, MetaStock etc). FWIW, there are even competitions of automated trading systems — see this. Also, this is something that the exchange has to support and your broker has to allow. Most exchanges I know of, do not allow automated … Read more

Precise Financial Calculation in JavaScript. What Are the Gotchas?

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You should probably scale your decimal values by 100, and represent all the monetary values in whole cents. This is to avoid problems with floating-point logic and arithmetic. There is no decimal data type in JavaScript – the only numeric data type is floating-point. Therefore it is generally recommended to handle money as 2550 cents … Read more