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 Post subject: API stock screener
PostPosted: 2/5/16 11:53 
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Joined: 3/5/13 13:54
Posts: 239
有谁知道哪个broker能提供简单TA,像价格大于200天均值,的股票扫描接口的?主要是用于每日的初步扫描。我的系统扫描的很慢,不初步过滤的话,几千个股票一晚上才能搞完了。

我用的是IB,它只有13week high or low, 没有均值的。
FINVIZ 倒是有,但需要手动export。


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 15:52 
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stockcharts. not API though.


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 15:56 
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I wrote one before. But scanning is very slow. Takes over an hour to filter a list out of about 6000 tickers.


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 16:00 
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Joined: 8/23/06 21:09
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where do you get data?
懒猫 wrote:
I wrote one before. But scanning is very slow. Takes over an hour to filter a list out of about 6000 tickers.


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 16:02 
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stockcharts我用过的,TA指标相当的多,就是没有API.

我看还是自己从Yahoo调数据,同时就做初步的过滤。用多线程的话,性能希望还行,周末试试看。


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 16:06 
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IB. thru their API
蛋头 wrote:
where do you get data?
懒猫 wrote:
I wrote one before. But scanning is very slow. Takes over an hour to filter a list out of about 6000 tickers.


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 16:08 
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what do you plan to do with the scan results? feed into a trading system or manual trading?
缠中草 wrote:
stockcharts我用过的,TA指标相当的多,就是没有API. 我看还是自己从Yahoo调数据,同时就做初步的过滤。用多线程的话,性能希望还行,周末试试看。


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 16:13 
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daily data was ok. real time data feed filtering was way too slow. so it was only good for picking out candidates for the next day after mkt loses, and I get the close values. Even that I ended up with too many picks, and had to eyeball them for further filtering.
懒猫 wrote:
IB. thru their API
蛋头 wrote:
where do you get data?
懒猫 wrote:
I wrote one before. But scanning is very slow. Takes over an hour to filter a list out of about 6000 tickers.


Last edited by 懒猫 on 2/5/16 16:15, edited 1 time in total

 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 16:14 
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我有两个系统,一个是股票的,可以多仓,也可以空仓,另一个是ES。
都是半自动,系统提示入点,手动操作。股票的正在弄。


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 16:17 
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wait, 老和尚不是已经做出来好多只鸡了?怎么就剩俩了? @_@
缠中草 wrote:
我有两个系统,一个是股票的,可以多仓,也可以空仓,另一个是ES。 都是半自动,系统提示入点,手动操作。股票的正在弄。


 
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 Post subject: Re: API stock screener
PostPosted: 2/5/16 16:19 
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啊喔,好像认错人了。缠中草 != 野狐禅? 汗
懒猫 wrote:
wait, 老和尚不是已经做出来好多只鸡了?怎么就剩俩了? @_@
缠中草 wrote:
我有两个系统,一个是股票的,可以多仓,也可以空仓,另一个是ES。 都是半自动,系统提示入点,手动操作。股票的正在弄。


 
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 Post subject: Re: API stock screener
PostPosted: 2/6/16 10:50 
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Joined: 8/27/06 01:17
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above 200 day average,use yahoo finance restapi, Json format, http://query.yahooapis.com/v1/public/yq ... %22MSFT%22)%0A%09%09&env=http%3A%2F%2Fdatatables.org%2Falltables.env&format=json


 
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 Post subject: Re: API stock screener
PostPosted: 3/19/16 21:11 
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Joined: 3/26/08 04:21
Posts: 186
直接抓取finviz的screener结果页面不行吗?


 
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 Post subject: Re: API stock screener
PostPosted: 3/20/16 14:16 
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多谢!
tea wrote:
above 200 day average,use yahoo finance restapi, Json format, http://query.yahooapis.com/v1/public/yq ... %22MSFT%22)%0A%09%09&env=http%3A%2F%2Fdatatables.org%2Falltables.env&format=json


 
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 Post subject: Re: API stock screener
PostPosted: 3/20/16 14:20 
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finviz filter的结果是分析页面的,而且以后网站升级后网页分析也要随之更新,不是最好。我现在用yahoo API 多线程调,每次大概30分钟就可以更新1万多个symbol,做够快了。
leedstyh wrote:
直接抓取finviz的screener结果页面不行吗?


 
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