Are there any free, open source VBA addins or R packages that can be linked using the yahoo finance/Google finance/other data sources api to continuously download intraday data into excel or R?


This is the closest I have found to loading D/M/Y prices into excel but it doesn't allow for intraday. I have a few charts with my own technical indicators that I would love to have have refreshed every few seconds with new data. I know that yahoo finance only provides delayed data but that's not an issue for me.

I miss having Bloomberg :(


you need real-time tick in order to achive this. IB, esignal, iqfeed both provides RTD/DDE api to excel integration.

  • $\begingroup$ Hi Clebson, thank you for sharing this. Any free data providers that can allow you to load intraday data into excel? I don't mind if its delayed and I am not concerned if its not tick. $\endgroup$ – jessica Jul 1 '13 at 22:47
  • $\begingroup$ @jessica Yahoo offers 15 minutes delayed stock updates. They have a CSV you can download and parse it quite easily. so in your excel sheet just set a timer using an excel API ( Application.OnTime ) as for example (: $\endgroup$ – Clebson Derivan Jul 1 '13 at 23:26

Intraday stock prices are delivered by Yahoo Finance with update interval as low as one second. The catch is a) most prices are not quite "real time" but delayed for up to 20 minutes and b) a few important quotes, such as ^DJI (Dow Jones Industrial) are not delivered any more. Also it seems that Yahoo has permanently discontinued the delivery of time series of historical data.

Recently has come into existence a new live feed provider called Alpha Vantage that delivers prices with only one minute delay plus tons of time series of intraday data and statistical indicators! I have just finished integrating my Excel Add-In (100% freeware) called Deriscope that fetches both live and historical data from both providers. Both synchronous and asynchronous data fetch is supported. Video tutorial here

Disclosure: answerer is author of the package.

  • $\begingroup$ Yahoo Finance does not provide HF data. $\endgroup$ – Bob Jansen Jul 29 '14 at 15:24
  • $\begingroup$ What do you mean by HF? High Frequency? I have experienced feed update from Yahoo Finance up to every second in liquid markets, such as fx. Check the tutorial <youtube.com/watch?v=lG_cPwZqoR4> on how to access live feeds in Excel using Deriscope. It's just calling the ds() spreadsheet function. $\endgroup$ – Yannis Jul 29 '14 at 17:35
  • $\begingroup$ HFT implies sub-second trading and by its nature requires undelayed feeds. $\endgroup$ – Bob Jansen Jul 29 '14 at 17:42
  • $\begingroup$ I must admit that the asker maybe doesn't care about this distinction. However, my comment about proper disclosure still stands. $\endgroup$ – Bob Jansen Jul 29 '14 at 17:54

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