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Historical data from Google Finance
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Author:  gfrank [ Wed May 09, 2007 8:51 pm ]
Post subject:  Historical data from Google Finance

Google Finance doesn't have an official API yet, but here's a way to get historical data from them. The data goes back much further than yahoo (40 years historical), and it's available in 5 minute increments. Broader, cleaner data than OpenTick (which I've found to be a bit flakey). However it's for equities & fixed income only - not much FX & derivative data. Nevertheless, it' better than Yahoo for a free feed of historicals.

The "trick", as Google called it, is referred to here: http://google-d-s.blogspot.com/2006/11/ ... ricks.html

You use the Google Spreadsheets API ( http://code.google.com/apis/spreadsheets/reference.html ) together with the method to get Google Finance data into a spreadsheet ( http://docs.google.com/support/spreadsh ... swer=54198 ).

If I have time I'll write a .NET object to do this automatically so that one can add it as a data provider in OpenQuant. (If anyone else has time, please go for it! )

Author:  krn_2k [ Thu May 10, 2007 12:02 pm ]
Post subject: 

Interesting, thanks. It does not look like it supports intraday yet?

Author:  Dr. Anton Fokin [ Thu May 10, 2007 2:13 pm ]
Post subject: 

Nice, but is it already an official service from Google ?

Author:  MarkNijhof [ Thu May 10, 2007 2:29 pm ]
Post subject: 

Dr. Anton Fokin wrote:
Nice, but is it already an official service from Google ?

I believe that Googles logo is actually Google Beta :) how many services don't they have in Beta for many years? Gmail one of the most used I believe.

Also look at this: http://finance.google.com/finance/histo ... output=csv looks like a beter option than going through the google spreadshit :D

Edit now with dates: http://finance.google.com/finance/histo ... output=csv

Weekly: http://finance.google.com/finance/histo ... output=csv

Edit 2 cid=###### can be replaced by q=XXXX

I did not find the right way to actually get the 5 minute bars, do you have a keywork for me to try for the histperiod property?

-Mark

Author:  gfrank [ Thu May 10, 2007 5:24 pm ]
Post subject: 

The URL access method (not going via spreadsheets) can only accept "daily" and "weekly" as histperiod keywords. If it doesn't understand your passed keyword, it defaults to daily. Hopefully Google will add something more granular to this method, like hourly or 5-min.

If one is looking for static data (which historical data is of course), your CSV export method is better. If one is looking for a constant feed, the spreadsheet API method gives a constantly updating feed. eg. if you go to docs.google.com and create a new spreadsheet, and then insert a function in any cell like =GoogleFinance ("goog"), it'll give you a constantly updated 20-min delayed price.

Here's an example of what's possible: ~ 40 years of daily price data for IBM common stock: http://finance.google.com/finance/histo ... output=csv

Interesting thing of course is that one can get long term historicals for non-US issues, eg: BHP Billiton since 1970:
http://finance.google.com/finance/histo ... output=csv

Author:  MarkNijhof [ Thu May 10, 2007 6:39 pm ]
Post subject: 

Surely data that updates every 5 minutes and is 20 minutes delayed is not that valuable. The real value would be if you could get 5 minute bars as history. I must have misread your initial post since that was what I thought you meant :) But it makes a nice addon to the Yahoo provider.

-Mark

Author:  giladbi [ Mon Jun 11, 2007 9:54 am ]
Post subject: 

can i get historical 1 min bars with it?
found open tick as a huge black hole regarding to stocks

Author:  stevebarnum [ Sat Jul 28, 2007 2:16 am ]
Post subject: 

Nevertheless, it is an online database that may come in handy more than once, as you may find things in there that could actually surprise you. There is no useless information, only not of use to you at this moment. And it doesn't hurt to have a bit of general knowledge.

Author:  hank_freid [ Thu Apr 03, 2008 1:17 pm ]
Post subject:  Market Data Sources and Execution Brokers

Hi,
Really Google data that updates in 5 minutes and is 20 minutes.
Can i find historical datan in google just in 3 minutes ?

Author:  miki [ Thu Jan 14, 2010 2:51 pm ]
Post subject: 

Giladbi,

Most of my trading is done on 3, 5 and 10 min. I use the data from these guys for my backtesting:
http://www.kibot.com/

Its 1 min data (ASCII)

Author:  jaysonh [ Fri Jan 10, 2020 9:32 am ]
Post subject:  Re: Historical data from Google Finance

Bumping this as I was struggling with this issue for a while, as both Google and Yahoo deprecated their finance APIs and don't provide intraday data.

Kibot looks a good source but only seem to offer large bundles for multiple stocks and I only need a handful.

FirstRateData worked well for my purposes - 1 min bars going back 15-20 years and available as a bundle or for individual stocks.

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