Historical share price information (UK)

Dec 13, 2005 7 Replies

Hi, I am after historical share price information for the top 350 UK companies, so I can try writing some scripts and see if I can detect anything useful. Also from the little I have read the yield or P/E ratio, and capitalisation should be interesting. (Is open, high, low, close, volume useful?)



I have looked around the internet, and the best free information I can find is from

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I could pay £5/month to
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but I'm not sure if I gain much. I also looked at
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which is £159/year. The problem with yahoo is that you can only download a quarter's worth of data for one company each time so this isn't really practical.



Since the data has been published I'm surprised it is not more readily available. Can you recommend other data sources? (Like CD.)



Thanks. Dave.



Why not write a script to download the data from Yahoo ?

Look at the company index at

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Use something like PHP or Python to parse out the TIDM symbols, load the historic data pages, and parse out the data using regular expressions, then save it to a csv files or databases.

That way, you can download data back to c. 1984.

The only problem is that I found that the Yahoo company index does not contain Investment Trust companies, and their sector list of Investment companies is, well, patchy and incomplete....

Also, look at

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- this contains a better list of sectors, so you could parse the pages from this site for TIDM codes, then use pass them to a script that can hammer away at Yahoo's pages......

Also - and somebody may correct me here - I think free data is often hard to come by, as it all originates from the London Stock Exchange who sell to vendors, who can then revend it.

I think the LSE retain copyright over their data, so anybody who displays it has had to pay for a feed, and are reluctant to give it away literally for nothing....

Can anyone comment on this ?

may be worth a look. £47pa downloadable to Excel but again it looks like quarterly details from

2000.

Daytona

Thanks for the info, and I'll give it some consideration, but hammering a site using scripts may be against the terms and conditions.

In that case, you'd better get your credit card out......

Hi....I've just read Yahoo's terms of service.

There seems to be nothing explicity stated that you can't use scripts to download web pages - if you think about it, there is little difference doing this and individually loading each page into your browser.

However, if you were then to resell the data you downloaded, then that would be against their terms of service.

A short delay between fetches in such a script would be a good idea. If you're into linux look at wget, for example, for an easy way to retrieve pages.

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