雅虎金融 API 和 excel vba

Question

I am building excel VBA program wherein it would fetch the result from yahoo finance api for more than 60K ticklers. as there are limitation of 200 tracing tickers at a time, there are few which returns blank as a result if I am trying to trace 200 tickers a time the resultant CSV file returns only 198 symbols result as it overrides the one which has blank entry because yahoo API does not returns anything for the few symbols.

Please see below query for the same.

http://download.finance.yahoo.com/d/quotes.csv?s=VPV+VPY.V+VQA.V+VQS.V+VQT+VR+VR.V+VR9F.EX+VRA+VRAP.PA+VRD+VRD.V+VRE.AX+VRE.TO+VRL.AX+VRML+VRNG+VRNGW+VRNL.PA+VRNM+VRNT+VRP.L+VRS+VRS.L+VRS.V+VRSK+VRSN+VRT.AX+VRTA+VRTB+VRTS+VRTU+VRTX+VRTX.MX+VRW.MI+VRW.V+VRX+VRX.AX+VRX.TO+VRZ.H.V+VRZ-H.V+VSAF.EX+VSAT+VSB+VSB.TO+VSBN+VSC.AX+VSC.TO+VSCI+VSCP+VSEC+VSH+VSI+VSI.V+VSMO.ME+VSN.DB.C.TO+VSN.PR.A.TO+VSN.TO+VSO.AX+VSP.TO+VSPY+VSR+VSR.V+VSS+VST.V+VSTM+VSTX.L+VSVS.L+VSXG.L+VSXX.L+VSYG.L+VT+VTA+VTA.AS+VTBR.IL+VTBR.L+VTC.L+VTG+VTG.AX+VTHR+VTI+VTI.V+VTIP+VTM.AX+VTM-H.V+VTMO.AX+VTN+VTN.TO+VTNC+VTNR+VTP.AX+VTR+VTR.TO+VTRB+VTS.AX+VTSF.EX+VTSS+VTU.L+VTUS+VTV+VTWG+VTWO+VTWV+VTX.AX+VUG+VUI.V+VUKE.L+VUL.V+VULC3.SA+VULC3F.SA+VUN.TO+VUS.TO+VUSA.L+VUSD.L+VV+VV.V+VVC+VVC.V+VVDG.EX+VVI+VVI.V+VVN.V+VVR+VVTV+VVUS+VVV.V+VWA.AS+VWM.AX+VWO+VWOB+VWRD.L+VWRL.L+VXF+VXIM.L+VXIS.L+VXR.AX+VXS.TO+VXSC.TO+VXUS+VXX+VXX.TO+VXX.U.TO+VXXKRB.AX+VXXKRD.AX+VXXKRE.AX+VXXKRG.AX+VXXKRP.AX+VXXKRR.AX+VXZ+VYC.V+VYFC+VYM+VZ+VZ.MX+VZC.L+VZN.SW+VZX.V+VZZ.V+W.PR.H.TO+W.PR.J.TO+W:707284.TWO+W:707285.TWO+W01.SI+W05.SI+W12.SI+W81.SI+WAA.AX+WAAO.AX+WAB+WABC+WAC+WAC.AX+WACO.AX+WAF.AX+WAFD+WAFDW+WAFM.L+WAG+WAGE+WAI.V+WAIR+WAL+WAL.AX+WALG.L+WALMEXV.MX+WAM.AX+WAN.V+WAND.L+WAPO.JK+WAR.L+WAR.V+WAS.AX+WAS.L+WAS.P.V+WASH+WASO.AX+WAT+WAT.AX+WAT.V+WATL.L&f=nl1d1hgkjx

Is there anyway we can have NULL kind of stuff as a return wherein it would return nothing ?

You can see in above querying URL it is trying to fetch the result for 200 symbols and it returns only 198 because two of them returns nothing and as a result the blank overrides with next rows which has data.

Answer 1

There are two Symbols that don't look like a regular ticker:

W:707284.TWO
W:707285.TWO

You shoud verify, if they are valid in Yahoo Universe. I've never heard that there is a error code for not valid Symbols.

Answer 2

Well, I don't think the Yahoo Finance API works anymore. Take a look at the link below. I think 60k tickers may be pushing the limit, but basically, download the sample file from the link below and it should do what you want.

http://investexcel.net/multiple-stock-quote-downloader-for-excel/

Answer 3

Yahoo Finance stopped their free api service in November 2017. So far I don't know of anyone who offers an api link to YF that you can use in your vba program. But there exists an Excel AddIn (I produced it) that manages to bring YF live data into Excel. You may read this blog post for more details. If you still need vba access to the live feeds, I could easily provide you with the appropriate vba function to call from within your code. Just let me know.

Answer 4

I've built an Excel Add-in ( https://www.excelpricefeed.com/ ) which enables retrieval of data from Yahoo Finance (as well as other data providers). The Add-in currently provides live prices to Excel cells via simple formulas such as:

=EPF.Yahoo.Price("AAPL")

I am looking at adding historical data access as well as other functionality depending on user feedback.

Hope you find it useful.