Yahoo finance historical stock price power query r

2019-07-11 17:12发布

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问题:

Until today my Excel 2016 power query was able to obtain historical stock pricing data from the following URL https://finance.yahoo.com/quote/AAL/history?p=AAL. The Credential type was anonymous and the privacy level was public. I also tried using my username and password for my yahoo account in the Web Credential window with no luck. Excel returns a message that contains a 301 response.

Power query does work with Google Finance but the URL https://www.google.com/finance/historical?q=NASDAQ%3AAAL&ei=GqITWbGNIMvIebuQqXA has a parameter "ei" that makes no sense to me and I don't think I would be able to automate this.

Question; has yahoo recently changed so that this type of request is no longer viable?

Question; does anyone have VBA example of Yahoo Query Language (YQL) requesting historical stock quotes from yahoo.api?

Thanks for any help with this.

回答1:

I think Yahoo changed it's API very recently. Download the file from the link titled "Get Excel Spreadsheet to Download Bulk Historical Stock Data from Google Finance"

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

'Samir Khan
'simulationconsultant@gmail.com
'The latest version of this spreadsheet can be downloaded from http://investexcel.net/multiple-stock-quote-downloader-for-excel/
'Please link to http://investexcel.net if you like this spreadsheet


Sub DownloadStockQuotes(ByVal stockTicker As String, ByVal StartDate As Date, ByVal EndDate As Date, ByVal DestinationCell As String, ByVal freq As String)

Dim qurl As String
Dim StartMonth, StartDay, StartYear, EndMonth, EndDay, EndYear As String

qurl = "http://finance.google.com/finance/historical?q=" & stockTicker
qurl = qurl & "&startdate=" & MonthName(Month(StartDate), True) & _
       "+" & Day(StartDate) & "+" & Year(StartDate) & _
       "&enddate=" & MonthName(Month(EndDate), True) & _
       "+" & Day(EndDate) & "+" & Year(EndDate) & "&output=csv"

On Error GoTo ErrorHandler:

QueryQuote:
With ActiveSheet.QueryTables.Add(Connection:="URL;" & qurl, Destination:=Range(DestinationCell))
    .BackgroundQuery = True
    .TablesOnlyFromHTML = False
    .Refresh BackgroundQuery:=False
    .SaveData = True
End With

ErrorHandler:

End Sub

Sub DownloadData()

Dim frequency As String
Dim numRows As Integer
Dim lastRow As Integer
Dim lastErrorRow As Integer
Dim lastSuccessRow As Integer
Dim stockTicker As String
Dim numStockErrors As Integer
Dim numStockSuccess As Integer

numStockErrors = 0
numStockSuccess = 0

Application.Calculation = xlCalculationManual
Application.ScreenUpdating = False

lastErrorRow = ActiveSheet.Cells(Rows.Count, "J").End(xlUp).Row
lastSuccessRow = ActiveSheet.Cells(Rows.Count, "L").End(xlUp).Row

ClearErrorList lastErrorRow
ClearSuccessList lastSuccessRow

lastRow = ActiveSheet.Cells(Rows.Count, "a").End(xlUp).Row
frequency = Worksheets("Parameters").Range("b7")

'Delete all sheets apart from Parameters sheet
Dim ws As Worksheet
Application.DisplayAlerts = False
For Each ws In Worksheets
    If ws.Name <> "Parameters" And ws.Name <> "About" Then ws.Delete
Next

Application.DisplayAlerts = True

'Loop through all tickers
For ticker = 12 To lastRow

    stockTicker = Worksheets("Parameters").Range("$a$" & ticker)

    If stockTicker = "" Then
        GoTo NextIteration
    End If

    Sheets.Add After:=Sheets(Sheets.Count)

    If InStr(stockTicker, ":") > 0 Then
        ActiveSheet.Name = Replace(stockTicker, ":", "")
    Else
        ActiveSheet.Name = stockTicker
    End If

    Cells(1, 1) = "Stock Quotes for " & stockTicker
    Call DownloadStockQuotes(stockTicker, Worksheets("Parameters").Range("$b$5"), Worksheets("Parameters").Range("$b$6"), "$a$2", frequency)
    Columns("a:a").TextToColumns Destination:=Range("a1"), DataType:=xlDelimited, _
                                 TextQualifier:=xlDoubleQuote, ConsecutiveDelimiter:=False, Tab:=True, _
                                 Semicolon:=False, Comma:=True, Space:=False, Other:=False, FieldInfo:=Array(Array(1, 1), Array(2, 1), Array(3, 1), Array(4, 1), Array(5, 1), Array(6, 1), Array(7, 1))


    If InStr(stockTicker, ":") > 0 Then
        stockTicker = Replace(stockTicker, ":", "")
    End If

    Sheets(stockTicker).Columns("A:G").ColumnWidth = 10

    lastRow = Sheets(stockTicker).UsedRange.Row - 2 + Sheets(stockTicker).UsedRange.Rows.Count

    If lastRow < 3 Then
        Application.DisplayAlerts = False
        Sheets(stockTicker).Delete
        numStockErrors = numStockErrors + 1
        ErrorList stockTicker, numStockErrors
        GoTo NextIteration
        Application.DisplayAlerts = True
    Else
        numStockSuccess = numStockSuccess + 1
        If Left(stockTicker, 1) = "^" Then
            SuccessList Replace(stockTicker, "^", ""), numStockSuccess
        Else
            SuccessList stockTicker, numStockSuccess
        End If
    End If

    Sheets(stockTicker).Sort.SortFields.Add Key:=Range("A3:A" & lastRow), SortOn:=xlSortOnValues, Order:=xlAscending, DataOption:=xlSortNormal
    With Sheets(stockTicker).Sort
        .SetRange Range("A2:G" & lastRow)
        .Header = xlYes
        .MatchCase = False
        .Orientation = xlTopToBottom
        .SortMethod = xlPinYin
        .Apply
    End With

    Range("a3:a" & lastRow).NumberFormat = "yyyy-mm-dd;@"

    'Delete final blank row otherwise will get ,,,, at bottom of CSV
    Sheets(stockTicker).Rows(lastRow + 1 & ":" & Sheets(stockTicker).Rows.Count).Delete

    'Remove initial ^ in ticker names from Sheets
    If Left(stockTicker, 1) = "^" Then
        ActiveSheet.Name = Replace(stockTicker, "^", "")
    Else
        ActiveSheet.Name = stockTicker
    End If

    'Remove hyphens in ticker names from Sheet names, otherwise error in collation
    If InStr(stockTicker, "-") > 0 Then
        ActiveSheet.Name = Replace(stockTicker, "-", "")
    End If


NextIteration:
Next ticker

Application.DisplayAlerts = False

If Sheets("Parameters").Shapes("WriteToCSVCheckBox").ControlFormat.Value = xlOn Then
    On Error GoTo ErrorHandler:
    Call CopyToCSV
End If

If Sheets("Parameters").Shapes("CollateDataCheckBox").ControlFormat.Value = xlOn Then
    On Error GoTo ErrorHandler:
    Call CollateData
End If

ErrorHandler:

Worksheets("Parameters").Select

Application.ScreenUpdating = True
Application.Calculation = xlCalculationAutomatic

Worksheets("Parameters").Select
For Each C In ThisWorkbook.Connections
    C.Delete
Next

End Sub
Sub CollateData()

Dim ws As Worksheet
Dim i As Integer, first As Integer
Dim maxRow As Integer
Dim maxTickerWS As Worksheet

maxRow = 0
For Each ws In Worksheets
    If ws.Name <> "Parameters" Then
        If ws.UsedRange.Rows.Count > maxRow Then
            maxRow = ws.UsedRange.Rows.Count
            Set maxTickerWS = ws
        End If
    End If
Next

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Open"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "High"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Low"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Close"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Volume"

Sheets.Add After:=Sheets(Sheets.Count)
ActiveSheet.Name = "Adjusted Close"

i = 1
maxTickerWS.Range("A2", "B" & maxRow).Copy Destination:=Sheets("Open").Cells(1, i)
Sheets("Open").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("High").Cells(1, i)
maxTickerWS.Range("c2", "c" & maxRow).Copy Destination:=Sheets("High").Cells(1, i + 1)
Sheets("High").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("Low").Cells(1, i)
maxTickerWS.Range("d2", "d" & maxRow).Copy Destination:=Sheets("Low").Cells(1, i + 1)
Sheets("Low").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("Close").Cells(1, i)
maxTickerWS.Range("e2", "e" & maxRow).Copy Destination:=Sheets("Close").Cells(1, i + 1)
Sheets("Close").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("Volume").Cells(1, i)
maxTickerWS.Range("f2", "f" & maxRow).Copy Destination:=Sheets("Volume").Cells(1, i + 1)
Sheets("Volume").Cells(1, i + 1) = maxTickerWS.Name

maxTickerWS.Range("A2", "a" & maxRow).Copy Destination:=Sheets("Adjusted Close").Cells(1, i)
maxTickerWS.Range("g2", "g" & maxRow).Copy Destination:=Sheets("Adjusted Close").Cells(1, i + 1)
Sheets("Adjusted Close").Cells(1, i + 1) = maxTickerWS.Name

i = i + 2

For Each ws In Worksheets

    If ws.Name <> "Parameters" And ws.Name <> "About" And ws.Name <> maxTickerWS.Name And ws.Name <> "Open" And ws.Name <> "High" And ws.Name <> "Low" And ws.Name <> "Close" And ws.Name <> "Volume" And ws.Name <> "Adjusted Close" Then

        Sheets("Open").Cells(1, i) = ws.Name
        Sheets("Open").Range(Sheets("Open").Cells(2, i), Sheets("Open").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A$2:G$" & maxRow & ",2,0)"

        Sheets("High").Cells(1, i) = ws.Name
        Sheets("High").Range(Sheets("High").Cells(2, i), Sheets("High").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A$2:G$" & maxRow & ",3,0)"

        Sheets("Low").Cells(1, i) = ws.Name
        Sheets("Low").Range(Sheets("Low").Cells(2, i), Sheets("Low").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A$2:G$" & maxRow & ",4,0)"

        Sheets("Close").Cells(1, i) = ws.Name
        Sheets("Close").Range(Sheets("Close").Cells(2, i), Sheets("Close").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A$2:G$" & maxRow & ",5,0)"

        Sheets("Volume").Cells(1, i) = ws.Name
        Sheets("Volume").Range(Sheets("Volume").Cells(2, i), Sheets("Volume").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A$2:G$" & maxRow & ",6,0)"

        Sheets("Adjusted Close").Cells(1, i) = ws.Name
        Sheets("Adjusted Close").Range(Sheets("Adjusted Close").Cells(2, i), Sheets("Adjusted Close").Cells(maxRow - 1, i)).Formula = _
        "=vlookup(A2," & ws.Name & "!A$2:G$" & maxRow & ",7,0)"

        i = i + 1

    End If
Next

On Error Resume Next

Sheets("Open").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("Close").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("High").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("Low").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("Volume").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear
Sheets("Adjusted Close").UsedRange.SpecialCells(xlFormulas, xlErrors).Clear

On Error GoTo 0

Sheets("Open").Columns("A:A").EntireColumn.AutoFit
Sheets("High").Columns("A:A").EntireColumn.AutoFit
Sheets("Low").Columns("A:A").EntireColumn.AutoFit
Sheets("Close").Columns("A:A").EntireColumn.AutoFit
Sheets("Volume").Columns("A:A").EntireColumn.AutoFit
Sheets("Adjusted Close").Columns("A:A").EntireColumn.AutoFit
End Sub

Sub SuccessList(ByVal stockTicker As String, ByVal numStockSuccess As Integer)

Sheets("Parameters").Range("L" & 10 + numStockSuccess) = stockTicker

Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlDiagonalDown).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlDiagonalUp).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeLeft).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeTop).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeBottom).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeRight).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlInsideVertical).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlInsideHorizontal).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlDiagonalDown).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlDiagonalUp).LineStyle = xlNone

With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeLeft)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeTop)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeBottom)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlEdgeRight)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With

Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlInsideVertical).LineStyle = xlNone
Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Borders(xlInsideHorizontal).LineStyle = xlNone

With Sheets("Parameters").Range("L10:L" & 10 + numStockSuccess).Interior
    .PatternColorIndex = xlAutomatic
    .ThemeColor = xlThemeColorAccent2
    .TintAndShade = 0.799981688894314
    .PatternTintAndShade = 0
End With

End Sub

Sub ErrorList(ByVal stockTicker As String, ByVal numStockErrors As Integer)

Sheets("Parameters").Range("J" & 10 + numStockErrors) = stockTicker

Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlDiagonalDown).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlDiagonalUp).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeLeft).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeTop).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeBottom).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeRight).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlInsideVertical).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlInsideHorizontal).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlDiagonalDown).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlDiagonalUp).LineStyle = xlNone

With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeLeft)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeTop)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeBottom)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With
With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlEdgeRight)
    .LineStyle = xlContinuous
    .ColorIndex = 0
    .TintAndShade = 0
    .Weight = xlMedium
End With

Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlInsideVertical).LineStyle = xlNone
Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Borders(xlInsideHorizontal).LineStyle = xlNone

With Sheets("Parameters").Range("J10:J" & 10 + numStockErrors).Interior
    .PatternColorIndex = xlAutomatic
    .ThemeColor = xlThemeColorAccent2
    .TintAndShade = 0.799981688894314
    .PatternTintAndShade = 0
End With

End Sub

Sub ClearErrorList(ByVal lastErrorRow As Integer)
If lastErrorRow > 10 Then
    Worksheets("Parameters").Range("J11:J" & lastErrorRow).Clear
    With Sheets("Parameters").Range("J10").Borders(xlEdgeLeft)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("J10").Borders(xlEdgeTop)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("J10").Borders(xlEdgeBottom)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("J10").Borders(xlEdgeRight)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
End If
End Sub

Sub ClearSuccessList(ByVal lastSuccessRow As Integer)
If lastSuccessRow > 10 Then
    Worksheets("Parameters").Range("L11:L" & lastSuccessRow).Clear
    With Sheets("Parameters").Range("L10").Borders(xlEdgeLeft)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("L10").Borders(xlEdgeTop)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("L10").Borders(xlEdgeBottom)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
    With Sheets("Parameters").Range("L10").Borders(xlEdgeRight)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlMedium
    End With
End If
End Sub


Sub CopyToCSV()

Dim MyPath As String
Dim MyFileName As String

dateFrom = Worksheets("Parameters").Range("$b$5")
dateTo = Worksheets("Parameters").Range("$b$6")
frequency = Worksheets("Parameters").Range("$b$7")
MyPath = Worksheets("Parameters").Range("$b$8")

For Each ws In Worksheets
    If ws.Name <> "Parameters" And ws.Name <> "About" Then
        ticker = ws.Name
        MyFileName = ticker & " " & Format(dateFrom, "dd-mm-yyyy") & " - " & Format(dateTo, "dd-mm-yyyy") & " " & frequency
        If Not Right(MyPath, 1) = "\" Then MyPath = MyPath & "\"
        If Not Right(MyFileName, 4) = ".csv" Then MyFileName = MyFileName & ".csv"
        Sheets(ticker).Copy
        With ActiveWorkbook
            .SaveAs Filename:= _
                    MyPath & MyFileName, _
                    FileFormat:=xlCSV, _
                    CreateBackup:=False
            .Close False
        End With
    End If
Next

End Sub


回答2:

You should set header user-agent to emulate browser

For examble Google Chrome

let
    Source = Web.Page(Web.Contents("https://finance.yahoo.com/quote/AAL/history?p=AAL", [Headers=[#"user-agent"="Mozilla/5.0 (Windows NT 6.3; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/59.0.3071.86 Safari/537.36"]])),
    Data0 = Source{0}[Data]
in
    Data0



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