Ecosyste.ms: Awesome

An open API service indexing awesome lists of open source software.

Awesome Lists | Featured Topics | Projects

https://github.com/markcheno/go-quote

Yahoo finance/Google finance/Coinbase/Bittrex/Binance/Tiingo historical quote downloader library and cli written in golang
https://github.com/markcheno/go-quote

binance binance-api bitcoin bittrex bittrex-api cli coinbase ethereum financial-data gdax gdax-api golang historical-cryptocurrency-prices historical-data litecoin quotes tiingo yahoo yahoo-finance-api

Last synced: 4 days ago
JSON representation

Yahoo finance/Google finance/Coinbase/Bittrex/Binance/Tiingo historical quote downloader library and cli written in golang

Awesome Lists containing this project

README

        

# go-quote

[![GoDoc](http://godoc.org/github.com/markcheno/go-quote?status.svg)](http://godoc.org/github.com/markcheno/go-quote)

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.

- Update: 02/15/2024 - Major update: updated to Go 1.22, removed bittrex/binance support, fixed nasdaq/tiingo markets

- Update: 11/15/2021 - Removed obsolete markets, converted to go modules

- Update: 7/18/2021 - Removed obsolete Google support

- Update: 6/26/2019 - updated GDAX to Coinbase, added coinbase market

- Update: 4/26/2018 - Added preliminary [tiingo](https://api.tiingo.com/) CRYPTO support. Use -source=tiingo-crypto -token= You can also set env variable TIINGO_API_TOKEN. To get symbol lists, use market: tiingo-btc, tiingo-eth or tiingo-usd

- Update: 12/21/2017 - Added Amibroker format option (creates csv file with separate date and time). Use -format=ami

- Update: 12/20/2017 - Added [Binance](https://www.binance.com/trade.html) exchange support. Use -source=binance

- Update: 12/18/2017 - Added [Bittrex](https://bittrex.com/home/markets) exchange support. Use -source=bittrex

- Update: 10/21/2017 - Added Coinbase [GDAX](https://www.gdax.com/trade/BTC-USD) exchange support. Use -source=gdax All times are in UTC. Automatically rate limited.

- Update: 7/19/2017 - Added preliminary [tiingo](https://api.tiingo.com/) support. Use -source=tiingo -token= You can also set env variable TIINGO_API_TOKEN

- 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 2024 Mark Chenoweth

Install CLI utility (quote) with:

```bash
go install github.com/markcheno/go-quote/quote@latest
```

```
Usage:
quote -h | -help
quote -v | -version
quote [-output=]
quote [-years=|(-start= [-end=])] [options] [-infile=| ...]

Options:
-h -help show help
-v -version show version
-years= number of years to download [default=5]
-start= yyyy[-[mm-[dd]]]
-end= yyyy[-[mm-[dd]]] [default=today]
-infile= list of symbols to download
-outfile= output filename
-period= 1m|3m|5m|15m|30m|1h|2h|4h|6h|8h|12h|d|3d|w|m [default=d]
-source= yahoo|tiingo|tiingo-crypto|coinbase [default=yahoo]
-token= tingo api token [default=TIINGO_API_TOKEN]
-format= (csv|json|hs|ami) [default=csv]
-adjust= adjust yahoo prices [default=true]
-all= all in one file (true|false) [default=false]
-log= filename|stdout|stderr|discard [default=stdout]
-delay= delay in milliseconds between quote requests

Note: not all periods work with all sources

Valid markets:
etf,nasdaq,nasdaq100,amex,nyse,megacap,largecap,midcap,smallcap,microcap,nanocap,
telecommunications,health_care,finance,real_estate,consumer_discretionary,
consumer_staples,industrials,basic_materials,energy,utilities
coinbase,tiingo-usd,tiingo-btc,tiingo-eth
```

## CLI Examples

```bash
# 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,nasdaq100,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
```

## Install library

Install the package with:

```bash
go get github.com/markcheno/go-quote@latest
```

## Library example

```go
package 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)
}
```

## License

MIT License - see LICENSE for more details