Author Topic: Programmers here? I need help with website script (Javascript?)  (Read 1448 times)

dachs

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Programmers here? I need help with website script (Javascript?)
« on: January 06, 2016, 03:37:11 PM »
Hello Mustachians,

I was researching index data in order to calculate returns of different indices over time. Some of my ETFs use STOXX Indices as a reference, however the indices exist much longer than the actual fonds. I was researching the index providers website for historical data and it turns out that you can only download data from the last year. I contacted the costumer support and asked if I could use older data for private use and they send me part of the data I asked for, that was nice. However, they only sent me the price index and not the total return index data. Of course I could email again an ask again but  that is quite complicated after all, I don't want to be too annoying plus they probably have to deal with paying customers as well. So I don't want to waste anyones time.

I figured out that the data is not a secret at all (after all they sent me some of it) and it is possible to show the graph of the performance in a small web-addin. Here is the URL: https://www.stoxx.com/index-details?symbol=SXW1GR You can choose the timeframe you are interested in an the graph of the data is plotted. So the data is there, just not in a shape that is accessible for excel.

So I was thinking if it was possible to somehow extract the data directly somehow. If that is possible I could research all the different indices without wasting the time of customer support (especially because I'm not a paying customer). Also, if anyone is interested, I could post my findings somewhere in this forums (I basically want to compare the dividend yield of the indices with the actual yield in order to get a feeling about how expensive the stoxx in the specific index are compared to an historical average).

So if some savvy web programmer could help me with the extraction I would be very pleases.

Thank you in advance
Dachs

DaveR

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Re: Programmers here? I need help with website script (Javascript?)
« Reply #1 on: January 18, 2016, 12:28:31 PM »
The chart just pulls data in json:

https://www.stoxx.com/itf/fqs/delayed/charts.json?select=ValorId,ValorSymbol,ISIN,LastPrice,DailyChange&where=ValorSymbol=SXW1GR&columns=Date,Close&netting=1440&fromdate=20050101&todate=20160115

You can change the dates, columns, etc.

Once you have the json data, it's quick and easy to pull it into Google spreadsheet or Excel.

dachs

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Re: Programmers here? I need help with website script (Javascript?)
« Reply #2 on: February 02, 2016, 02:35:06 PM »
The chart just pulls data in json:

https://www.stoxx.com/itf/fqs/delayed/charts.json?select=ValorId,ValorSymbol,ISIN,LastPrice,DailyChange&where=ValorSymbol=SXW1GR&columns=Date,Close&netting=1440&fromdate=20050101&todate=20160115

You can change the dates, columns, etc.

Once you have the json data, it's quick and easy to pull it into Google spreadsheet or Excel.

Thank you very much. I'll dig into the data when I have time but I'm quite busy right now. Thank you!