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quote

quote is a C++ library to get Yahoo! Finance data. It gets historical data and the latest quotes strings in csv format.

Source

quote's Git repository is available on GitHub, which can be browsed at:

http://github.com/aphenriques/quote

and cloned with:

git clone git://github.com/aphenriques/quote.git

Example

#include <iostream>
#include "quote.h"

int main(int argc, const char * argv[]) {
     // all Yahoo! Finance quote types are implemented (this is just a sample)
    std::string petr4Quotes = quote::getLatestQuotesCsv("petr4.sa", {quote::QuoteType::symbol,
                                                                     quote::QuoteType::name,
                                                                     quote::QuoteType::lastTradePriceOnly,
                                                                     quote::QuoteType::lastTradeDate,
                                                                     quote::QuoteType::lastTradeTime});
    std::cout << petr4Quotes << std::endl;
    // quote ranges can be daily, weekly, monthly, or dividends only
    std::string petr4HistoricalPrices = quote::getHistoricalQuotesCsv("petr4.sa",
                                                                      2014, 4, 2,
                                                                      2014, 4, 7,
                                                                      quote::RangeType::daily);
    std::cout << petr4HistoricalPrices << std::endl;
    return 0;
}
// prints:
// "PETR4.SA","PETROBRAS   -PN",15.96,"4/22/2014","4:07pm"
// Date,Open,High,Low,Close,Volume,Adj Close
// 2014-04-07,15.70,16.46,15.70,16.46,50400200,16.46
// 2014-04-04,15.62,15.71,15.35,15.44,33173500,15.44
// 2014-04-03,15.53,15.65,15.12,15.40,56189100,15.40
// 2014-04-02,15.71,16.60,15.70,15.56,66007000,14.59

Dependencies

quote depends on libcurl to build (http://www.curl.haxx.se/libcurl/).

Thread-safety

quote is thread safe provided the following observation:

Manual curl initialization (curl_global_init) must be performed before using quote functions in a multi-threaded context, otherwise it can be ignored. Check http://curl.haxx.se/libcurl/c/curl_easy_init.html.

Install

quote builds on Linux and MacOSX (Windows has not been tested yet). It requires a C++11 compatible compiler. The library has been successfully built with:

  • Apple LLVM version 5.0; and
  • gcc (Debian 4.7.2-5) 4.7.2

Modify common.mk for quote install configuration.

Any of the following make invocations can be executed with the -j option (make -j) for parallel compilation (builds faster).

To build the library:

$ make

The shared and static library files will be on src/ directory. The include files needed to use quote are on src/ directory.

To install:

$ sudo make install

To uninstall:

$ sudo make uninstall

To build the samples:

$ make samples

To clean everything compiled (including samples):

$ make clean

Usage

Set the compiler standard to C++11, include quote headers in the search path and link to its library. E.g:

compiler flags: `-std=c++11 -I/usr/local/quote`
linker flags: `-L/usr/local/lib -lquote`

Include the library header quote.h (namespace quote).

Check the samples directory for examples.

Documentation

See doc/html/index.html for the doxygen generated quote API reference.

Author

quote was made by André Pereira Henriques [aphenriques (at) outlook (dot) com].

License

Copyright (C) 2013, 2014 André Pereira Henriques.

quote is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

quote is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

See file COPYING included with this distribution or check http://www.gnu.org/licenses/ for license information.

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