Yahoo Data Download

Stock data can be downloaded from http://finance.yahoo.com/d/quotes.csv?s=[stock symbol string]&f=[special tags]. Some tags are listed in the table at the end of the post, but that's not the point. I'll be using a static url for a code example, such as http://download.finance.yahoo.com/d/quotes.csv?s=GOOG+AAPL+MSFT+YHOO&f=snd1l1t1vb3b2hg which will return values for Symbol, Name, Last trade date, Last trade (price only), Last trade time, Volume, Bid (real-time), Ask (real-time), Day's High and Day's Low.

The plan is to have a list of symbols (configurable), to get the data from yahoo and dynamically load the data into the WebGrid control. Therefore, I started with the basic ViewModel that has two sets of entities - one for the symbols and one for the data itself. Eventually the list of symbols will be made configurable.

//ViewModel
public class YahooViewModel
{
 public List<YahooData> Datas { get; set; }
 public List<YahooSymbol> Symbols { get; set; }
 public YahooSymbol Symbol { get; set; }
 public int YahooSymbolID { get; set; }

 public YahooViewModel(int symbolid, YahooSymbol symbol, List<YahooSymbol> symbols, List<YahooData> datas)
 {
  Symbol = symbol;
  YahooSymbolID = symbolid;
  Symbols = symbols;
  Datas = datas;
 }
}

The controller requests and populates the data, and later the automatic authentication may be added as described in the previous post.

//Controller
public ActionResult Index()
{
 List<YahooData> datas = GetData();
 List<YahooSymbol> symbols = db.YahooSymbols.ToList();
 YahooSymbol symbol = symbols.First();
 int id = symbol.YahooSymbolID;
 return View(new YahooViewModel(id, symbol, symbols, datas));
}

public List<YahooData> GetData()
{
 List<YahooData> datas = new List<YahooData>();

 HttpWebRequest req = (HttpWebRequest)WebRequest.Create("http://download.finance.yahoo.com/d/quotes.csv?s=GOOG+AAPL+MSFT+YHOO&f=snd1l1t1vb3b2hg");
 HttpWebResponse resp = (HttpWebResponse)req.GetResponse();

 using (StreamReader streamReader = new StreamReader(resp.GetResponseStream()))
 {
  string t = streamReader.ReadToEnd();
  string[] strings = t.Split(new string[] { Environment.NewLine }, StringSplitOptions.None);
  datas = InsertData(strings);
 }
 return datas;
}

private List<YahooData> InsertData(string[] lines)
{
 List<YahooData> datas = new List<YahooData>();

 foreach (string line in lines)
 {
  if (!String.IsNullOrEmpty(line))
  {
   YahooData datum = GetDatum(line);
   datas.Add(datum);
  }
 }
 return datas;
}

private YahooData GetDatum(string line)
{
 var datum = new YahooData();
 string[] splitLine = line.Split(',');
 datum = new YahooData()
 {
  DataName = splitLine[1].Replace("\"", ""),
  Date = DateTime.ParseExact(splitLine[2].Replace("\"", ""), "MM/d/yyyy", CultureInfo.InvariantCulture),
  LTP = decimal.Parse(splitLine[3]),
  Time = DateTime.Parse(splitLine[4].Replace("\"", "")),
  Volume = decimal.Parse(splitLine[5]),
  Ask = decimal.Parse(splitLine[6]),
  Bid = decimal.Parse(splitLine[7]),
  High = decimal.Parse(splitLine[8]),
  Low = decimal.Parse(splitLine[9])
 };
 return datum;
}

The symbols are seeded initially, and may be later made configurable.

//Seeding database with initial values
public class SampleData : DropCreateDatabaseIfModelChanges<RecipesEntities>
{
 protected override void Seed(RecipesEntities context)
 {
  AddSymbols(context);
 }
}

public static void AddSymbols(RecipesEntities context)
{
 List<YahooSymbol> symbols = new List<YahooSymbol>
 {
  new YahooSymbol {YahooSymbolID = 1, YahooSymbolName = "GOOG"},
  new YahooSymbol {YahooSymbolID = 2, YahooSymbolName = "AAPL"},
  new YahooSymbol {YahooSymbolID = 3, YahooSymbolName = "MSFT"},
  new YahooSymbol {YahooSymbolID = 4, YahooSymbolName = "YHOO"}
 };

 symbols.ForEach(p => context.YahooSymbols.Add(p));
 context.SaveChanges();
}

Finally, the table of tags and their meanings - just for the interest.

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

by Evgeny. Also posted on my website