A free quote downloader library and cli
Downloads daily historical price quotes from Yahoo and daily/intraday data from various api's. Written in pure Go. No external dependencies. Now downloads crypto coin historical data from various exchanges.
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Update: 11/15/2021 - Removed obsolete markets, converted to go modules
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Update: 7/18/2021 - Removed obsolete Google support
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Update: 6/26/2019 - updated GDAX to Coinbase, added coinbase market
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Update: 4/26/2018 - Added preliminary tiingo CRYPTO support. Use -source=tiingo-crypto -token=<your_tingo_token> You can also set env variable TIINGO_API_TOKEN. To get symbol lists, use market: tiingo-btc, tiingo-eth or tiingo-usd
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Update: 12/21/2017 - Added Amibroker format option (creates csv file with separate date and time). Use -format=ami
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Update: 12/20/2017 - Added Binance exchange support. Use -source=binance
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Update: 12/18/2017 - Added Bittrex exchange support. Use -source=bittrex
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Update: 10/21/2017 - Added Coinbase GDAX exchange support. Use -source=gdax All times are in UTC. Automatically rate limited.
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Update: 7/19/2017 - Added preliminary tiingo support. Use -source=tiingo -token=<your_tingo_token> You can also set env variable TIINGO_API_TOKEN
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Update: 5/24/2017 - Now works with the new Yahoo download format. Beware - Yahoo data quality is now questionable and the free Yahoo quotes are likely to permanently go away in the near future. Use with caution!
Still very much in alpha mode. Expect bugs and API changes. Comments/suggestions/pull requests welcome!
Copyright 2018 Mark Chenoweth
Install CLI utility (quote) with:
go install github.com/markcheno/go-quote/quote@latestUsage:
quote -h | -help
quote -v | -version
quote <market> [-output=<outputFile>]
quote [-years=<years>|(-start=<datestr> [-end=<datestr>])] [options] [-infile=<filename>|<symbol> ...]
Options:
-h -help show help
-v -version show version
-years=<years> number of years to download [default=5]
-start=<datestr> yyyy[-[mm-[dd]]]
-end=<datestr> yyyy[-[mm-[dd]]] [default=today]
-infile=<filename> list of symbols to download
-outfile=<filename> output filename
-period=<period> 1m|3m|5m|15m|30m|1h|2h|4h|6h|8h|12h|d|3d|w|m [default=d]
-source=<source> yahoo|tiingo|tiingo-crypto|coinbase|bittrex|binance [default=yahoo]
-token=<tiingo_tok> tingo api token [default=TIINGO_API_TOKEN]
-format=<format> (csv|json|hs|ami) [default=csv]
-adjust=<bool> adjust yahoo prices [default=true]
-all=<bool> all in one file (true|false) [default=false]
-log=<dest> filename|stdout|stderr|discard [default=stdout]
-delay=<ms> delay in milliseconds between quote requests
Note: not all periods work with all sources
Valid markets:
etfs: etf
crypto: bittrex-btc,bittrex-eth,bittrex-usdt,
binance-bnb,binance-btc,binance-eth,binance-usdt,
coinbase
# display usage
quote -help
# downloads 5 years of Yahoo SPY history to spy.csv
quote spy
# downloads 1 year of bitcoin history to BTC-USD.csv
quote -years=1 -source=coinbase BTC-USD
# downloads 1 year of Yahoo SPY & AAPL history to quotes.csv
quote -years=1 -all=true -outfile=quotes.csv spy aapl
# downloads full etf symbol list to etf.txt, also works for nasdaq,nyse,amex
quote etf
# download fresh etf list and 5 years of etf data all in one file
quote etf && quote -all=true -outfile=etf.csv -infile=etf.txt
# download hourly data for all Bittrex BTC markets all in one file
quote bittrex-btc && quote -source=bittrex -all=true -period=1h -outfile=bittrex-btc.csv -infile=bittrex-btc.txt Install the package with:
go get github.com/markcheno/go-quote@latestpackage main
import (
"fmt"
"github.com/markcheno/go-quote"
"github.com/markcheno/go-talib"
)
func main() {
spy, _ := quote.NewQuoteFromYahoo("spy", "2016-01-01", "2016-04-01", quote.Daily, true)
fmt.Print(spy.CSV())
rsi2 := talib.Rsi(spy.Close, 2)
fmt.Println(rsi2)
}MIT License - see LICENSE for more details