Anyone know how to get historical stock data for free in ASP.NET?

Question

I'm looking for an API that can be accessed via C# implementation where I can get access to free stock market historical information (index and individual companies).

Answer 1

I agree that you can simply parse the data downloaded from Yahoo/Google or similar sites. If you only interested in daily (eod) data, you may download and use data from this historical data provider in your application for free. Documentation and ready-to-use C# and VB.NET examples are available.

Answer 2

I have a couple of C# examples on my blog for getting historical data from Yahoo. It's really simple...

Update

Regarding my example... I'm not saving the data to anything, I'm just printing in the console. You'd have to save the data in whatever format or data structure is most reasonable for you.

// A dictionary with tags where the key is the tag
// and the value is the description of the tag
private Dictionary<string, string> _tags = new Dictionary<string, string>();

private void DownloadData(String symbol)
{
    string url = String.Format(
        "http://finance.yahoo.com/d/quotes.csv?s={0}&f=", symbol);

    //Get page showing the table with the chosen indices
    HttpWebRequest request = null;
    DFDataSet ds = new DFDataSet();
    Random rand = new Random(DateTime.Now.Millisecond);
    try
    {
        while (_running)
        {
            foreach (String key in _tags.Keys)
            {
                lock (_sync)
                {
                    request = (HttpWebRequest)WebRequest.CreateDefault(
                        new Uri(url + key));
                    request.Timeout = 30000;

                    using (var response = (HttpWebResponse)request.GetResponse())
                    using (StreamReader input = new StreamReader(
                        response.GetResponseStream()))
                    {
                        Console.WriteLine(String.Format("{0} {1} = {2}",
                            symbol, _tags[key], input.ReadLine());
                    }
                }
            }
            Console.WriteLine(Thread.CurrentThread.Name + " running.");
            Thread.Sleep(60*1000); // 60 seconds
        }
    }
    catch (Exception exc)
    {
        Console.WriteLine(exc.Message);
    }
}

Note that you can request multiple tags in the same csv file, instead of one tag at a time... to do that, just string all the tags of interest together and add them to the URL just like you add a single tag. The values for the tags will be comma separated.

Update 2.0

Here is how you can get end of day (EOD) historical data from yahoo:

void DownloadDataFromWeb(string symbol)
{
    DateTime startDate = DateTime.Parse("1900-01-01");

    string baseURL = "http://ichart.finance.yahoo.com/table.csv?";
    string queryText = BuildHistoricalDataRequest(symbol, startDate, DateTime.Today);
    string url = string.Format("{0}{1}", baseURL, queryText);

    //Get page showing the table with the chosen indices
    HttpWebRequest request = null;
    HttpWebResponse response = null;
    StreamReader stReader = null;

    //csv content
    string docText = string.Empty;
    string csvLine = null;
    try
    {
        request = (HttpWebRequest)WebRequest.CreateDefault(new Uri(url));
        request.Timeout = 300000;

        response = (HttpWebResponse)request.GetResponse();

        stReader = new StreamReader(response.GetResponseStream(), true);

        stReader.ReadLine();//skip the first (header row)
        while ((csvLine = stReader.ReadLine()) != null)
        {
            string[] sa = csvLine.Split(new char[] { ',' });

            DateTime date = DateTime.Parse(sa[0].Trim('"'));
            Double open =  double.Parse(sa[1]);
            Double high = double.Parse(sa[2]);
            Double low = double.Parse(sa[3]);
            Double close = double.Parse(sa[4]);
            Double volume = double.Parse(sa[5]);
            Double adjClose = double.Parse(sa[6]);
            // Process the data (e.g. insert into DB)
        }
    }
    catch (Exception e)
    {
        throw e;
    }
}

string BuildHistoricalDataRequest(string symbol, DateTime startDate, DateTime endDate)
{
    // We're subtracting 1 from the month because yahoo
    // counts the months from 0 to 11 not from 1 to 12.
    StringBuilder request = new StringBuilder();
    request.AppendFormat("s={0}", symbol);
    request.AppendFormat("&a={0}", startDate.Month-1);
    request.AppendFormat("&b={0}", startDate.Day);
    request.AppendFormat("&c={0}", startDate.Year);
    request.AppendFormat("&d={0}", endDate.Month-1);
    request.AppendFormat("&e={0}", endDate.Day);
    request.AppendFormat("&f={0}", endDate.Year);
    request.AppendFormat("&g={0}", "d"); //daily

    return request.ToString();
}

The code above will go through each data instance in the CSV file, so you just need to save the data instances to arrays. Calculating the return should be straight forward from then on.

// Create your data lists
List<DateTime> date = new List<DateTime>();
List<Double> open = new List<Double>();
List<Double> high = new List<Double>();
List<Double> low = new List<Double>();
List<Double> close = new List<Double>();
List<Double> volume = new List<Double>();
List<Double> adjClose = new List<Double>();

//
// ...
//

// inside the DownloadDataFromWeb function:

// Add the data points as you're going through the loop
date.Add(DateTime.Parse(sa[0].Trim('"')));
open.Add(double.Parse(sa[1]));
high.Add(double.Parse(sa[2]));
low.Add(double.Parse(sa[3]));
close.Add(double.Parse(sa[4]));
volume.Add(double.Parse(sa[5]));
adjClose.Add(double.Parse(sa[6]));

//
// ...
//

// Calculate the return after you've downloaded all the data...

I hope that's helpful :).

Answer 3

Even the questions are not .NET classes, you should simply parse the data and use it with .NET:

• Where can I get free real-time stock data?
• What data source could I use for my stock market program?
• Getting technical data through API’s
• Display stocks data from Google Finance or Yahoo! Finance
• Stock Trading script/language for .NET?
• Programming a Stock-Trading Application [closed]

Answer 4

Take a look at the Mergent Historical Securities Data API at http://www.mergent.com/servius

Answer 5

As a software developer, I would recommend Alpha Vantage. They offer realtime and historical stock quotes (daily, weekly, monthly, etc.) as RESTful JSON APIs.

It’s completely free with unlimited API calls. It’s realtime as long as the stock is listed on major stock exchanges.

Here is an example API call for the MSFT daily prices and volumes, enriched with split/dividend adjustments. The latest data point is the realtime information for the current trading day.

They also offer technical analysis APIs on top of the market data according to their documentation.