Download Daily Data from Google and Yahoo! Finance
Editor's Note: This file was selected as MATLAB Central Pick of the Week
This archive contains functions for downloading daily stock price information from both Google and Yahoo! Finance as well as helpful utility functions. It furthermore contains a (basic but decent) example of a unit test harness created using MATLAB's functional unit test framework.
The utility functions allow you to convert the Google-formatted ticker symbols to the Yahoo! format and vice versa. Since Google does not provide adjusted closing prices, a helper function that uses dividend information to calculate them is automatically called.
Both Google and Yahoo! seem to allow the use of financial data for PERSONAL, INFORMATIONAL use ONLY and do not warrant against inaccuracies. These discrepancies are fairly common and are the main reason that this suite uses both Yahoo! AND Google data -- only if both sources agree on a piece of data should you begin to trust it.
For questions and discussion, go to www.quantsupport.com.
Cite As
Michael Weidman (2024). Download Daily Data from Google and Yahoo! Finance (https://www.mathworks.com/matlabcentral/fileexchange/43627-download-daily-data-from-google-and-yahoo-finance), MATLAB Central File Exchange. Retrieved .
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- Computational Finance > Datafeed Toolbox > Financial Data >
- MATLAB > External Language Interfaces > Other languages > Google >
- Computational Finance > Datafeed Toolbox > Financial Data > Money.Net >
Tags
Acknowledgements
Inspired by: Google Finance Historical Stock Data Downloader
Inspired: Yahoo! Finance Data Loader, Online portfolio selection with transaction costs including market impact costs, Walk-Forward Analysis (WFA) - Files for WFA webinar
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