Scrape financial data
One of the most useful aspects to online data extraction is that it allows for information to be monitored across time. For example, you might want to extract stock-related data for a series of companies every few hours in order to analyze how it changes.
As an example of this, you can download a scrape that will extract stock information from the Yahoo Finance web site. To use it just follow the steps below.
To use the Yahoo Finance scrape:
- If you haven't already, download and install screen-scraper.
- Download the scraping session using the button on the right.
- Import the scraping session into screen-scraper.
- Modify the stock quote symbols for the scraping session by editing the "Yahoo Finance--set parameters" script.
- Run the scraping session. In screen-scraper's "output" folder (within the directory where screen-scraper is installed) you'll find an "yahoo_finance.csv" file containing the downloaded data.