Yahoo Finance and Quandl data downloader

YahooFinance/Quandl data downloader

The toolbox contains two functions:

(a) getMarketDataViaYahoo()

% INPUT:

% symbol - is a ticker symbol i.e. 'AMD', 'BTC-USD'

% startdate - the market data will be requested from this data

% enddate - the market data will be requested till this date

% interval - the market data will be returned in this intervals

% supported intervals are '1d', '5d', '1wk', '1mo', '3mo'

%

% OUTPUT:

% data - is a retrieved dataset returned as a table

data = getMarketDataViaYahoo('AMD', '1-Jan-2018', datetime('today'), '5d'); % Downloads AMD share historic price

(b) getMarketDataViaQuandl()

% INPUT:

% set_name - is a dataset name e.g. 'WIKI/AAPL'

% startdate - the market data will be requested from this data

% enddate - the market data will be requested till this date

% collapse - the market data will be returned in this intervals

% supported intervals are 'daily', 'weekly', 'monthly', 'quarterly', 'annual'

% key - user's api key

%

% OUTPUT:

% data - is a retrieved dataset returned as a table

opec_orb_raw = getMarketDataViaQuandl('OPEC/ORB', '1-Jan-2018', date(), 'weekly'); % Downloads historic OPEC basket price from Quandl

For a complete list of free datasets provided by Quandl check https://www.quandl.com/search?filters=%5B%22Free%22%5D

Examples:

(a) Yahoo Finance

disp('Request historical YTD Bitcoin price and plot Close, High and Low');

initDate = '1-Jan-2018';

symbol = 'BTC-USD';

btcusd = getMarketDataViaYahoo(symbol, initDate);

btcusdts = timeseries([btcusd.Close, btcusd.High, btcusd.Low], datestr(btcusd(:,1).Date));

btcusdts.DataInfo.Units = 'USD';

btcusdts.Name = symbol;

btcusdts.TimeInfo.Format = "dd-mm-yyyy";

plot(btcusdts);

legend({'Close', 'High', 'Low'});

(b) Quandl

dataset = 'LBMA/GOLD';

initDate = '1-Jan-2018';

lbma_gold_raw = getMarketDataViaQuandl(dataset, initDate, date(), 'daily');

lbma_gold_ts = timeseries(lbma_gold_raw.("EURO(AM)"), datestr(lbma_gold_raw.Date));

lbma_gold_ts.DataInfo.Units = 'USD';

lbma_gold_ts.Name = dataset;

lbma_gold_ts.TimeInfo.Format = "dd-mm-yyyy";

figure, plot(lbma_gold_ts);