def Import_ListOfQuotes_NYSE(quotes,market='NYSE',dlg=None,x=0):
print 'Update %s list of symbols' % market
connection = ITradeConnection(cookies = None,
proxy = itrade_config.proxyHostname,
proxyAuth = itrade_config.proxyAuthentication,
connectionTimeout = itrade_config.connectionTimeout
)
if market=='NYSE':
url = "http://www.nysedata.com/nysedata/asp/download.asp?s=txt&prod=symbols"
else:
return False
def splitLines(buf):
lines = string.split(buf, '\n')
lines = filter(lambda x:x, lines)
def removeCarriage(s):
if s[-1]=='\r':
return s[:-1]
else:
return s
lines = [removeCarriage(l) for l in lines]
return lines
try:
data=connection.getDataFromUrl(url)
except:
debug('Import_ListOfQuotes_NYSE:unable to connect :-(')
return False
# returns the data
lines = splitLines(data)
for line in lines:
data = string.split (line, '|')
if len(data)==5:
country,issuer,issue = extractCUSIP(data[1])
if issue=='10':
#print data[1],country,issuer,issue,data[2]
if country=='US':
isin = buildISIN(country,data[1])
name = filterName(data[2])
quotes.addQuote(isin=isin,name=name,ticker=data[0],market='NYSE',currency='USD',place='NYC',country='US')
print 'Imported %d lines from NYSE data.' % len(lines)
return True
def import_letter(letter, dlg, x):
if dlg:
dlg.Update(x, "BARCHART %s:'%s'" % (market, letter))
#print "BARCHART %s:'%s'"%(market,letter)
if not barchart_data.has_key("%s.%s" % (letter, m_country)):
# read file (for debugging) or get file from network
try:
fn = open('barchart%s.htm' % letter, 'r')
except IOError:
# can't open the file (existing ?)
fn = None
if not fn:
try:
data = connection.getDataFromUrl(url % letter)
except:
print 'Import_ListOfQuotes_BARCHART:unable to connect to', url % letter
return False
else:
data = fn.read()
# returns the data
barchart_data["%s.%s" % (letter, m_country)] = data
#
lines = splitLines(barchart_data["%s.%s" % (letter, m_country)])
ticker = ''
name = ''
exchange = ''
count = 0
for line in lines:
# Typical lines :
# <TD class=bcText><a href="http://quote.barchart.com/quote.asp?sym=ONJP&code=BSTK" class=bcMLink>1 900 JACKPOT INC</a></TD>
# <TD class=bcText align=right><a href="http://quote.barchart.com/quote.asp?sym=ONJP&code=BSTK" class=bcMLink>ONJP</a></TD>
# <TD class=bcText align=right> OTCBB </TD>
scode = re.search('align=right', line,
re.IGNORECASE | re.MULTILINE)
if scode:
scode = scode.end()
sexch = re.search(' </td>', line[scode + 2:],
re.IGNORECASE | re.MULTILINE)
if sexch:
sexch = sexch.start()
data = line[scode + 2:]
data = data[:sexch]
exchange = data.upper()
sstart = re.search('class=bcMLink>', line,
re.IGNORECASE | re.MULTILINE)
if sstart:
sstart = sstart.end()
send = re.search('</a></td>', line[sstart:],
re.IGNORECASE | re.MULTILINE)
if send:
send = send.start()
data = line[sstart:]
data = data[:send]
if scode:
ticker = data.upper()
else:
name = data
if name != '' and ticker != '' and exchange != '':
#print '"',name, '" - "',ticker, '" - "',exchange,'"'
name = filterName(name)
if exchange == 'TSX': exchange = 'TORONTO EXCHANGE'
if exchange == 'TSX.V': exchange = 'TORONTO VENTURE'
#print '"',name, '" - "',ticker, '" - "',exchange,'" market:',market
if exchange == market:
if ticker[-3:] == '.TO' or ticker[-3:] == '.VN':
ticker = ticker[:-3]
quotes.addQuote(isin='',
name=name,
ticker=ticker,
market=exchange,
currency=m_currency,
place=m_place,
country=m_country)
count = count + 1
# reset everything
name = ''
ticker = ''
exchange = ''
print 'Imported %d lines from BARCHART data (letter=%s)' % (count,
letter)
def Import_ListOfQuotes_Euronext(quotes,market='EURONEXT',dlg=None,x=0):
print 'Update %s list of symbols' % market
connection = ITradeConnection(cookies = None,
proxy = itrade_config.proxyHostname,
proxyAuth = itrade_config.proxyAuthentication,
connectionTimeout = max(45,itrade_config.connectionTimeout)
)
cha = "7213"
if market=='EURONEXT':
url = "http://www.euronext.com/search/download/trapridownloadpopup.jcsv?pricesearchresults=actif&filter=1&lan=EN&belongsToList=market_EURLS&cha=%s&format=txt&formatDecimal=.&formatDate=dd/MM/yy" % cha
elif market=='ALTERNEXT':
url = "http://www.euronext.com/search/download/trapridownloadpopup.jcsv?pricesearchresults=actif&filter=1&lan=EN&belongsToList=market_ALTX&cha=%s&format=txt&formatDecimal=.&formatDate=dd/MM/yy" % cha
elif market=='PARIS MARCHE LIBRE':
url = "http://www.euronext.com/search/download/trapridownloadpopup.jcsv?pricesearchresults=actif&filter=1&lan=EN&belongsToList=market_MC&cha=%s&format=txt&formatDecimal=.&formatDate=dd/MM/yy" % cha
elif market=='BRUXELLES MARCHE LIBRE':
url = "http://www.euronext.com/search/download/trapridownloadpopup.jcsv?pricesearchresults=actif&filter=1&lan=EN&belongsToList=market_BRUMC&cha=%s&format=txt&formatDecimal=.&formatDate=dd/MM/yy" % cha
else:
return False
def splitLines(buf):
lines = string.split(buf, '\n')
lines = filter(lambda x:x, lines)
def removeCarriage(s):
if s[-1]=='\r':
return s[:-1]
else:
return s
lines = [removeCarriage(l) for l in lines]
return lines
try:
data=connection.getDataFromUrl(url)
except:
debug('Import_ListOfQuotes_Euronext:unable to connect :-(')
return False
indice = {}
"""
"Instrument's name";
"ISIN";
"Euronext code";
"MEP";
"Symbol";
"ICB Sector (Level 4)";
"Trading currency";
"Last";
"Volume";
"D/D-1 (%)";
"Date - time (CET)";
"Turnover";
"Total number of shares";
"Capitalisation";
"Trading mode";
"Day First";
"Day High";
"Day High / Date - time (CET)";
"Day Low";
"Day Low / Date - time (CET)";
"31-12/Change (%)";
"31-12/High";
"31-12/High/Date";
"31-12/Low";
"31-12/Low/Date";
"52 weeks/Change (%)";
"52 weeks/High";
"52 weeks/High/Date";
"52 weeks/Low";
"52 weeks/Low/Date";
"Suspended";
"Suspended / Date - time (CET)";
"Reserved";
"Reserved / Date - time (CET)"
"""
# returns the data
lines = splitLines(data)
count = 0
for line in lines:
data = string.split (line, ';')
if len(data)>2:
if not indice.has_key("ISIN"):
i = 0
for ind in data:
indice[ind] = i
i = i + 1
iName = indice["Instrument's name"]
iISIN = indice["ISIN"]
iMEP = indice["MEP"]
iTicker = indice["Symbol"]
iCurr = indice["Trading currency"]
else:
if data[iISIN]!="ISIN":
if checkISIN(data[iISIN]):
if data[iMEP]=='PAR' or data[iMEP]=='BRU' or data[iMEP]=='AMS' or data[iMEP]=='LIS':
name = filterName(data[iName])
quotes.addQuote(isin=data[iISIN],name=name,ticker=data[iTicker],market=market,currency=data[iCurr],place=data[iMEP],country=None)
count = count + 1
else:
if itrade_config.verbose:
print 'unknown place :',data[iMEP],'>>>',data
else:
if itrade_config.verbose:
print 'invalid ISIN :',data[iISIN],'>>>',data
else:
print len(data),'>>>',data
print 'Imported %d/%d lines from %s data.' % (count,len(lines),market)
return True
def import_letter(letter,dlg,x):
if dlg:
dlg.Update(x,"BARCHART %s:'%s'"%(market,letter))
#print "BARCHART %s:'%s'"%(market,letter)
if not barchart_data.has_key("%s.%s" % (letter,m_country)):
# read file (for debugging) or get file from network
try:
fn = open('barchart%s.htm' % letter,'r')
except IOError:
# can't open the file (existing ?)
fn = None
if not fn:
try:
data=connection.getDataFromUrl(url%letter)
except:
print 'Import_ListOfQuotes_BARCHART:unable to connect to',url%letter
return False
else:
data=fn.read()
# returns the data
barchart_data["%s.%s" % (letter,m_country)] = data
#
lines = splitLines(barchart_data["%s.%s" % (letter,m_country)])
ticker = ''
name = ''
exchange = ''
count = 0
for line in lines:
# Typical lines :
# <TD class=bcText><a href="http://quote.barchart.com/quote.asp?sym=ONJP&code=BSTK" class=bcMLink>1 900 JACKPOT INC</a></TD>
# <TD class=bcText align=right><a href="http://quote.barchart.com/quote.asp?sym=ONJP&code=BSTK" class=bcMLink>ONJP</a></TD>
# <TD class=bcText align=right> OTCBB </TD>
scode = re.search('align=right',line,re.IGNORECASE|re.MULTILINE)
if scode:
scode = scode.end()
sexch = re.search(' </td>',line[scode+2:],re.IGNORECASE|re.MULTILINE)
if sexch:
sexch = sexch.start()
data = line[scode+2:]
data = data[:sexch]
exchange = data.upper()
sstart = re.search('class=bcMLink>',line,re.IGNORECASE|re.MULTILINE)
if sstart:
sstart = sstart.end()
send = re.search('</a></td>',line[sstart:],re.IGNORECASE|re.MULTILINE)
if send:
send = send.start()
data = line[sstart:]
data = data[:send]
if scode:
ticker = data.upper()
else:
name = data
if name!='' and ticker!='' and exchange!='':
#print '"',name, '" - "',ticker, '" - "',exchange,'"'
name = filterName(name)
if exchange=='TSX': exchange='TORONTO EXCHANGE'
if exchange=='TSX.V' : exchange='TORONTO VENTURE'
#print '"',name, '" - "',ticker, '" - "',exchange,'" market:',market
if exchange==market:
if ticker[-3:]=='.TO' or ticker[-3:]=='.VN':
ticker = ticker[:-3]
quotes.addQuote(isin='',name=name,ticker=ticker,market=exchange,currency=m_currency,place=m_place,country=m_country)
count = count + 1
# reset everything
name = ''
ticker = ''
exchange = ''
print 'Imported %d lines from BARCHART data (letter=%s)' % (count,letter)
def Import_ListOfQuotes_Euronext(quotes, market='EURONEXT', dlg=None, x=0):
print 'Update %s list of symbols' % market
connection = ITradeConnection(cookies=None,
proxy=itrade_config.proxyHostname,
proxyAuth=itrade_config.proxyAuthentication,
connectionTimeout=max(
45, itrade_config.connectionTimeout))
cha = "7213"
if market == 'EURONEXT':
url = "http://www.euronext.com/search/download/trapridownloadpopup.jcsv?pricesearchresults=actif&filter=1&lan=EN&belongsToList=market_EURLS&cha=%s&format=txt&formatDecimal=.&formatDate=dd/MM/yy" % cha
elif market == 'ALTERNEXT':
url = "http://www.euronext.com/search/download/trapridownloadpopup.jcsv?pricesearchresults=actif&filter=1&lan=EN&belongsToList=market_ALTX&cha=%s&format=txt&formatDecimal=.&formatDate=dd/MM/yy" % cha
elif market == 'PARIS MARCHE LIBRE':
url = "http://www.euronext.com/search/download/trapridownloadpopup.jcsv?pricesearchresults=actif&filter=1&lan=EN&belongsToList=market_MC&cha=%s&format=txt&formatDecimal=.&formatDate=dd/MM/yy" % cha
elif market == 'BRUXELLES MARCHE LIBRE':
url = "http://www.euronext.com/search/download/trapridownloadpopup.jcsv?pricesearchresults=actif&filter=1&lan=EN&belongsToList=market_BRUMC&cha=%s&format=txt&formatDecimal=.&formatDate=dd/MM/yy" % cha
else:
return False
def splitLines(buf):
lines = string.split(buf, '\n')
lines = filter(lambda x: x, lines)
def removeCarriage(s):
if s[-1] == '\r':
return s[:-1]
else:
return s
lines = [removeCarriage(l) for l in lines]
return lines
try:
data = connection.getDataFromUrl(url)
except:
debug('Import_ListOfQuotes_Euronext:unable to connect :-(')
return False
indice = {}
"""
"Instrument's name";
"ISIN";
"Euronext code";
"MEP";
"Symbol";
"ICB Sector (Level 4)";
"Trading currency";
"Last";
"Volume";
"D/D-1 (%)";
"Date - time (CET)";
"Turnover";
"Total number of shares";
"Capitalisation";
"Trading mode";
"Day First";
"Day High";
"Day High / Date - time (CET)";
"Day Low";
"Day Low / Date - time (CET)";
"31-12/Change (%)";
"31-12/High";
"31-12/High/Date";
"31-12/Low";
"31-12/Low/Date";
"52 weeks/Change (%)";
"52 weeks/High";
"52 weeks/High/Date";
"52 weeks/Low";
"52 weeks/Low/Date";
"Suspended";
"Suspended / Date - time (CET)";
"Reserved";
"Reserved / Date - time (CET)"
"""
# returns the data
lines = splitLines(data)
count = 0
for line in lines:
data = string.split(line, ';')
if len(data) > 2:
if not indice.has_key("ISIN"):
i = 0
for ind in data:
indice[ind] = i
i = i + 1
iName = indice["Instrument's name"]
iISIN = indice["ISIN"]
iMEP = indice["MEP"]
iTicker = indice["Symbol"]
iCurr = indice["Trading currency"]
else:
if data[iISIN] != "ISIN":
if checkISIN(data[iISIN]):
if data[iMEP] == 'PAR' or data[iMEP] == 'BRU' or data[
iMEP] == 'AMS' or data[iMEP] == 'LIS':
name = filterName(data[iName])
quotes.addQuote(isin=data[iISIN],
name=name,
ticker=data[iTicker],
market=market,
currency=data[iCurr],
place=data[iMEP],
country=None)
count = count + 1
else:
if itrade_config.verbose:
print 'unknown place :', data[
iMEP], '>>>', data
else:
if itrade_config.verbose:
print 'invalid ISIN :', data[iISIN], '>>>', data
else:
print len(data), '>>>', data
print 'Imported %d/%d lines from %s data.' % (count, len(lines), market)
return True
