dimanche 17 septembre 2017

Has Google just changed their historical stock price interface (again)?

For years I've been using webpage requests like the following to retrieve 20 days at a time of minutewise stock data from Google:

http://ift.tt/2habhjJ

= Retrieve for .INX (S&P 500 index) 60-second interval data for the last 20 days, with format Datetime(in Unix format), Close, High, Low, Open, Volume.

The Datetime is in Unix format (seconds since 1/1/1970, prefixed with an "A") for the first entry of each day, and subsequent entries show the intervals that have passed (so 1 = 60 seconds after the opening of the market that day).

That worked up until 9/10/2017, but today (9/17) it only returns day-end data (it even reports the "interval" between samples as 86400). Pooey! I can get that anywhere, in bulk.

But if I ask for fewer days, or broader intervals, it seems to return data - but weird data. Asking for data every 120 seconds returns exactly that - but only for every other market day. Weird!

Has anyone got a clue what might have happened?

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