use yahoo finance streaming api

In the past I used this ruby script to poll for the current stock data and put it into a database to create a little history.

Recently I saw a new feature on the yahoo finance homepage. Now it is possible to enable a streaming option and then you get a live update on certain values via AJAX. So I thought why not get this feature and let yahoo stream the content to the client instead of polling the server from time to time.

So I tried to capture the javascript request with wireshark, so that I could reproduce it. This is what it looks like:

GET /streamer/1.0?s=^GDAXI,USD=X&o=^N225,LHS.F,JI4.F,EEX.F,HEI.F,CBK.F,PRE.F,NDX1.F&k=c10,g00,h00,l10,p20,t10&j=c10,l10,p20,t10&r=0&marketid=us_market&callback=parent.yfs_u1f&mktmcb=parent.yfs_mktmcb&gencallback=parent.yfs_gencb HTTP/1.1
Host: streamerapi.finance.yahoo.com

Here is what I got on this request so far:

parameter ’s’ -> symbol on the main site (what you currently looking at)

parameter ‘o’ -> that is the ticker on the top

parameter ‘k’ and ‘j’ -> that are the values that are transfered

c10 -> unknown

g00 -> day low

h00 -> day high

l10 -> current price

p20 -> unknown

t10 -> timstamp

a00 -> ask

b00 -> bid

With that data you can build a Push-Client with your own custom data. Here is a sample Request for what I needed.

wget -Obla 'http://streamerapi.finance.yahoo.com/streamer/1.0?s=^GDAXI,USD=X&o=BEI.F,SIE.F,PRA.F&k=l10,a00,b00,g00,h00&j=l10,a00,b00,g00,h00&r=0&marketid=us_market&callback=parent.yfs_u1f&mktmcb=parent.yfs_mktmcb&gencallback=parent.yfs_gencb'

(Streaming the current ‘ask’, ‘bid’ and ‘price’ values for the stocks ‘BEI.F’,'SIE.F’ and ‘PRA.F’.)

The response for that looks like that:

<html>
<head>
<script type='text/javascript'> document.domain='finance.yahoo.com';</script>
</head>
<body></body>
<script>try{parent.yfs_mktmcb({"unixtime":1228213139,"open":1228228200,"close":1228251600});}catch(e){}</script>
<script>try{parent.yfs_u1f({"USD=X":{l10:"1.00",a00:"1.00",b00:"1.00",g00:"0.00",h00:"0.00"}});}catch(e){}</script>
<script>try{parent.yfs_u1f({"BEI.F":{l10:"42.31",a00:"41.70",b00:"41.53",g00:"42.31",h00:"43.95"}});}catch(e){}</script>
<script>try{parent.yfs_u1f({"SIE.F":{l10:"44.46",a00:"44.26",b00:"44.20",g00:"44.40",h00:"47.55"}});}catch(e){}</script>

No you can parse that document for the requested Data. But be carefull because the html structure is never closing (at least not as lang as the streaming goes on).

ajax, streaming api, wget, yahoo finance

This entry was posted on Tuesday, December 2nd, 2008 and is filed under yahoo finance. You can follow any responses to this entry through RSS 2.0. You can leave a response, or trackback from your own site.

#1 by Mike on March 31st, 2009

thanks for the info! below are my findings…
-mike

v00 – volume (accumulated since the start of the trading day)
a50 – ask size
b60 – bid size

b20 -?
b30 -?
c10 – close price (??)
c60 -?
c63 -?
c81 -?

Quote

#2 by Nirav Patel on May 1st, 2009

Hi,

Your post seems quite impressive, I found that from Google while searching the same thing for .Net. Do you have any idea, how to implement such feature in .Net?

Your help will be highly appreciated.

#3 by jens on May 4th, 2009

Hey,

basically this shouldn’t be difficult to implement in .NET. First of all use the framework given http-client and use that as input stream. In this stream you need to replace the non-JSON content with white-spaces and maybe put quotes around the API symbols (at least the C parser I use requires it). After that you can use any JSON Parser and get ordinary .NET objects from the parser.
That’s about it. If you combine these 3 steps you have your client.

#4 by Qian on June 1st, 2009

Hi,
I am able to download the normal stock data. But I couldn’t able to download the FTSE data, I have been trying to solve this for age, couldn’t get it to work. I think the “^” symbol in front of FTSE mess things up. Have you got FTSE data to download? Do you have any ideas?

Thanks very much.
Qian

#5 by jens on June 2nd, 2009

I think downloading data for the FTSE shouldn’t be any different than the data in the sample (^GDAXI -> German Index). I tried the following in my command line and it worked right away:
curl -s -o – -N ‘http://streamerapi.finance.yahoo.com/streamer/1.0?s=^FTSE&k=l10&callback=parent.yfs_u1f&mktmcb=parent.yfs_mktmcb&gencallback=parent.yfs_gencb’

document.domain=’finance.yahoo.com’; try{parent.yfs_u1f({“^FTSE”:{l10:”4448.27″}});}catch(e){}try{parent.yfs_u1f({“^FTSE”:{l10:”4451.05″}});}catch(e){}

I’m using curl for this, just because, it is simpler to handle. A sample for curl can be found here.

#6 by xudong on June 19th, 2009

how can i get the per transaction in the flash/yahoo finance flash picture? it seems available with the mouse movements. any clue?thanks

#7 by Anonymous on June 26th, 2009

available symbols do , or may include any of the following:
a00,a50,b00,b20,b30,b60,c10,c60,c63,c64,c81,c82,c85,c86,g00,h00,l10,l84,l86,l90,l91,o40,o50,p20,p40,p41,p43,p44,t10,t50,t51,t53,t54,v00,z02,z08,z09

I haven’t figured out all the numbers yet, but here are a few of the letters:
a ask (a00)
b bid (b00)
c percent from previous day’s close
l last trade (l10)
t time of last trade (t10)
v day’s volume (v00)

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