C#: Using WebClient on CSV Formatted Stock Data

In this example I wrote a program to pull historic stock data from the ticker “DIS” over the past 10 days from the current date (it will be less than 10 results because weekends don’t have data). I used the .NET Framework WebClient object to request and return the data as a string that I parse into a generic Dictionary. It pulls the data from Google’s finance website as well as Yahoo’s finance site. Of course, check out their terms of use before doing anything with the code.

Here is the code that I wrote on my GitHub.

I created a class to handle communication with Google’s and Yahoo’s CSV export links. It handles constructing proper links as well as requesting the data and parsing it into a Dictionary that is structured by date. From that point, you could build an application around the use of that data, but for this example we just translate it back into strings for display in text boxes.

class WebClientForStockFinanceHistory
{
    WebClient webConnector;

    //See Google's terms of use before accessing their services
    //https://www.google.com/finance/historical?q=NYSE%3ADIS&ei=7O4nV9GdJcHomAG02L_wCw
    const string googleAddress = 
        "http://www.google.com/finance/historical?q=[-|ticker|-]&startdate=[-|sdate|-]&enddate=[-|edate|-]&num=30&output=csv";

    //See Yahoo's terms of use before accessing their services
    //http://finance.yahoo.com/q/hp?s=DIS+Historical+Prices
    const string yahooAddress = 
        "http://real-chart.finance.yahoo.com/table.csv?s=[-|ticker|-]&[-|sdate|-]&[-|edate|-]&g=d&ignore=.csv";
        
    /// <summary>
    /// request data from google's historic stock page
    /// </summary>
    /// <param name="market">eg. NYSE</param>
    /// <param name="ticker">eg. DIS</param>
    /// <param name="startDate">start date</param>
    /// <param name="endDate">end date</param>
    /// <returns></returns>
    public Dictionary<DateTime, StockDataItem> getStockDataFromGoogle(string market, string ticker, DateTime startDate, DateTime endDate)
    {
        return fillDataDictionary(getData(constructGoogleLink(market, ticker, startDate, endDate)));
    }

    /// <summary>
    /// form a link to request info from google's historic stock data export
    /// </summary>
    /// <param name="market">eg. NYSE</param>
    /// <param name="ticker">eg. DIS</param>
    /// <param name="startDate">start date</param>
    /// <param name="endDate">end date</param>
    /// <returns></returns>
    string constructGoogleLink(string market, string ticker, DateTime startDate, DateTime endDate)
    {
        string constructedUri = googleAddress;

        constructedUri = constructedUri.Replace("[-|ticker|-]", market + "%3A" + ticker);

        string constructedStartDate = startDate.ToString("MMM") + "+" + startDate.Day.ToString() + "%2C+" + startDate.ToString("yyyy");
        string constructedEndDate = endDate.ToString("MMM") + "+" + endDate.Day.ToString() + "%2C+" + endDate.ToString("yyyy");

        constructedUri = constructedUri.Replace("[-|sdate|-]", constructedStartDate);
        constructedUri = constructedUri.Replace("[-|edate|-]", constructedEndDate);

        return constructedUri;
    }

    /// <summary>
    /// request historic stock information from Yahoo
    /// </summary>
    /// <param name="ticker">eg. DIS</param>
    /// <param name="startDate">start date</param>
    /// <param name="endDate">end date</param>
    /// <returns></returns>
    public Dictionary<DateTime, StockDataItem> getStockDataFromYahoo(string ticker, DateTime startDate, DateTime endDate)
    {
        return fillDataDictionary(getData(constructYahooLink(ticker, startDate, endDate)));
    }

    /// <summary>
    /// constructs a html link to request data from Yahoo
    /// </summary>
    /// <param name="ticker">eg. DIS</param>
    /// <param name="startDate">start date</param>
    /// <param name="endDate">end date</param>
    /// <returns></returns>
    string constructYahooLink(string ticker, DateTime startDate, DateTime endDate)
    {
        string constructedUri = yahooAddress;

        constructedUri = constructedUri.Replace("[-|ticker|-]", ticker);

        string constructedStartDate = 
            "a=" + (startDate.Month - 1).ToString() + 
            "&b=" + startDate.Day.ToString() + 
            "&c=" + startDate.Year.ToString();

        string constructedEndDate = 
            "d=" + (endDate.Month - 1).ToString() + 
            "&e=" + endDate.Day.ToString() + 
            "&f=" + endDate.Year.ToString();

        constructedUri = constructedUri.Replace("[-|sdate|-]", constructedStartDate);
        constructedUri = constructedUri.Replace("[-|edate|-]", constructedEndDate);

        return constructedUri;
    }

    /// <summary>
    /// pull data based on a passed url text
    /// </summary>
    /// <param name="webpageUriString"></param>
    /// <returns></returns>
    string getData(string webpageUriString)
    {
        string tempStorageString = "";

        if (webpageUriString != "")
        {
            //create a new instance of the class
            //using should properly close and dispose so we don't have to bother
            using (webConnector = new WebClient())
            {
                using (Stream responseStream = webConnector.OpenRead(webpageUriString))
                {
                    using (StreamReader responseStreamReader = new StreamReader(responseStream))
                    {
                        //extract the response we got from the internet server
                        tempStorageString = responseStreamReader.ReadToEnd();

                        //change the unix style line endings so they work here
                        tempStorageString = tempStorageString.Replace("\n", Environment.NewLine);
                    }
                }
            }
        }

        return tempStorageString;
    }

    /// <summary>
    /// take csv data and push it into a dictionary
    /// </summary>
    /// <param name="csvData">data from Google or Yahoo in CSV format</param>
    /// <returns></returns>
    Dictionary<DateTime, StockDataItem> fillDataDictionary(string csvData)
    {
        Dictionary<DateTime, StockDataItem> parsedStockData = new Dictionary<DateTime, StockDataItem>();

        using (StringReader reader = new StringReader(csvData))
        {
            string csvLine;

            //drop the first row because it is a header we don't need
            reader.ReadLine();

            while ((csvLine = reader.ReadLine()) != null)
            {
                string[] splitLine = csvLine.Split(',');

                if (splitLine.Length >= 6)
                {
                    StockDataItem newItem = new StockDataItem();

                    //parse all values from the downloaded csv file
                    double tempOpen;
                    if (Double.TryParse(splitLine[1], out tempOpen))
                    {
                        newItem.open = tempOpen;
                    }
                    double tempHigh;
                    if (Double.TryParse(splitLine[2], out tempHigh))
                    {
                        newItem.high = tempHigh;
                    }
                    double tempLow;
                    if (Double.TryParse(splitLine[3], out tempLow))
                    {
                        newItem.low = tempLow;
                    }
                    double tempClose;
                    if (Double.TryParse(splitLine[4], out tempClose))
                    {
                        newItem.close = tempClose;
                    }
                    double tempVolume;
                    if (Double.TryParse(splitLine[5], out tempVolume))
                    {
                        newItem.volume = tempVolume;
                    }

                    //if we parse the date successfully, we add the
                    //new StockDataItem to our result set
                    DateTime tempDate;
                    if (DateTime.TryParse(splitLine[0], out tempDate))
                    {
                        parsedStockData.Add(tempDate, newItem);
                    }
                }
            }
        }

        return parsedStockData;
    }
}

The user can request information from Yahoo or Google, which basically results in the same thing because I opted to drop Yahoo’s last row of data that wasn’t included in Google’s. The most important line of code in the entire class is in getData() where I check and replace unix styled line endings with Windows ones. If you don’t do that then the parsing system won’t be able to extract out each day of information.

The main form manages the process with a Background Worker and pushes the result into two text boxes:

public partial class frmWebClientExample : Form
{
    public frmWebClientExample()
    {
        InitializeComponent();
    }

    string googleDataResult = "";
    string yahooDataResult = "";

    private void btnStartExample_Click(object sender, EventArgs e)
    {
        //attempt to start the request to the two websites
        googleDataResult = "";
        yahooDataResult = "";
        if(!bwProcessor.IsBusy)
        {
            btnStartExample.Enabled = false;
            txtGoogleResult.Text = "";
            txtYahooResult.Text = "";
            bwProcessor.RunWorkerAsync();
        } else
        {
            MessageBox.Show("The background worker is busy...");
        }
    }

    private void bwProcessor_DoWork(object sender, DoWorkEventArgs e)
    {
        DateTime tenDaysPast = DateTime.Now.Subtract(TimeSpan.FromDays(10));
        StringBuilder textString = new StringBuilder();
        WebClientForStockFinanceHistory wc1 = new WebClientForStockFinanceHistory();
        Dictionary<DateTime, StockDataItem> downloadedStockData;

        //request data from Google for the past 10 days
        downloadedStockData = wc1.getStockDataFromGoogle("NYSE", "DIS", tenDaysPast, DateTime.Now);

        textString.AppendLine("Data on DIS from Google:");

        foreach (KeyValuePair<DateTime, StockDataItem> singleItem in downloadedStockData)
        {
            textString.AppendLine(singleItem.Key.ToShortDateString() +
                " [" +
                singleItem.Value.open.ToString("0.0") + "; " +
                singleItem.Value.close.ToString("0.0") + "; " +
                singleItem.Value.high.ToString("0.0") + "; " +
                singleItem.Value.low.ToString("0.0") + "; " +
                singleItem.Value.volume +
                "]");
        }

        //save the Google result to a string on the UI thread
        googleDataResult = textString.ToString();
            
        textString.Clear();
        textString.AppendLine("Data on DIS from Yahoo:");

        //request data from Yahoo for the past 10 days
        downloadedStockData = wc1.getStockDataFromYahoo("DIS", tenDaysPast, DateTime.Now);

        foreach (KeyValuePair<DateTime, StockDataItem> singleItem in downloadedStockData)
        {
            textString.AppendLine(singleItem.Key.ToShortDateString() +
                " [" +
                singleItem.Value.open.ToString("0.0") + "; " +
                singleItem.Value.close.ToString("0.0") + "; " +
                singleItem.Value.high.ToString("0.0") + "; " +
                singleItem.Value.low.ToString("0.0") + "; " +
                singleItem.Value.volume +
                "]");
        }

        //save the Yahoo result to a string on the UI thread
        yahooDataResult = textString.ToString();
    }

    private void bwProcessor_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
    {
        btnStartExample.Enabled = true;
        txtGoogleResult.Text = googleDataResult;
        txtYahooResult.Text = yahooDataResult;
    }
}
This entry was posted in C# and tagged , , , , , , , , , , , , . Bookmark the permalink.