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javascriptscreen-scrapingfinancequantitative-finance

How do I get the raw data behind this WSJ

I'm looking at http://online.wsj.com/mdc/public/npage/2_3051.html?mod=mdc_h_dtabnk&symb=DJIA#IndexComponents

and wondering if there is a way to get hold of the data that wsj is showing, preferably without breaking the law to much.

I'm trying to get the minut data that is used in the java-applet for drawing the graphs.

I would like to try running some machine learning algorithms on the data, but I'm no expert on JavaScript and have no idea how to get to the actual data.

Doea anyone have any ideas?

Solution

  • There are financial APIs that you can get some pricing data from:

    http://code.google.com/apis/finance/docs/finance-gadgets.html

    http://code.google.com/p/yahoo-finance-managed/wiki/YahooFinanceAPIs

    and I'm sure there are others out there. Or do you literally need their exact data source?