Using Market.csv

Using Market.csv

Market.csv is a command line utility that has two main modes: download and reparse.

In the download mode, the application downloads data, converts data to CSV and makes zip archives of all the data.

In the reparse mode, the application parses archived data and saves the data to CSV.
This mode is mainly used to reparse data with a new version of the utility if the previous version does not work properly.

You may create batch files to run the utility with required parameters and configure automatic downloading on schedule.

The MarketData folder contains a ready-to-use solution for loading data for US markets and importing data into a Microsoft SQL Server database.

Downloading Market Data

In the download mode the utility has the following parameters:

market.csv.exe download <provider> [<symbol file name>] [/config=<configuration file>]

Here is an example of commands for loading data from US exchanges:

market.csv.exe download YahooQuotes                 symbols\us-quotes.txt       /config=configs\us.config
market.csv.exe download MsnMoneyQuotes              symbols\us-quotes.txt       /config=configs\us.config
market.csv.exe download YahooQuoteSummary           symbols\us-quotes.txt       /config=configs\us.config
market.csv.exe download YahooAssetProfiles          symbols\us-profiles.txt     /config=configs\us.config
market.csv.exe download YahooOptions                symbols\us-options.txt      /config=configs\us.config
market.csv.exe download MsnMoneyOptions             symbols\us-options.txt      /config=configs\us.config
market.csv.exe download YahooHistoricalPricesDaily  symbols\us-prices.txt       /config=configs\us.config
market.csv.exe download GoogleHistoricalPricesDaily symbols\us-prices.txt       /config=configs\us.config

You may see that commands use different providers, different symbol list files located at the symbols subfolder, and the same application configuration file located at the configs subfolder.

You may get the list of actual data providers using the command:

market.csv.exe providers

You may place your tickers to symbol files using a text editor like notepad.exe, or export tickers from your database.

The application configuration file contains important settings like market open and close times, market time zones, used folders, etc.

You may omit the configuration file. The default file is market.csv.exe.config.

The commands shown above produce the following result files:

csv\YahooQuotes.csv
csv\MsnMoneyQuotes.csv
csv\YahooQuoteSummary.csv
csv\YahooAssetProfiles.csv
csv\YahooOptions.csv
csv\MsnMoneyOptions.csv
csv\YahooHistoricalPricesDaily.csv
csv\GoogleHistoricalPricesDaily.csv

You may import CSV data to a database or to Excel spreadsheets

See related topics:

Reparsing Downloaded Data

In the reparse mode the utility has the following parameters:

market.csv.exe reparse  <provider> [<date as yyyymmdd>] [/config=<configuration file>]

Here is an example of commands for reparsing downloaded data from US exchanges for all trading dates:

market.csv.exe reparse YahooQuotes                  /config=configs\us.config
market.csv.exe reparse MsnMoneyQuotes               /config=configs\us.config
market.csv.exe reparse YahooQuoteSummary            /config=configs\us.config
market.csv.exe reparse YahooAssetProfiles           /config=configs\us.config
market.csv.exe reparse YahooOptions                 /config=configs\us.config
market.csv.exe reparse MsnMoneyOptions              /config=configs\us.config
market.csv.exe reparse YahooHistoricalPricesDaily   /config=configs\us.config
market.csv.exe reparse GoogleHistoricalPricesDaily  /config=configs\us.config

You may omit the configuration file. The default file is market.csv.exe.config.

See related topics: