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Free/Cheap API for LSE Data
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- Lemon Quarter
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Free/Cheap API for LSE Data
Just been musing about writing an app to display my High Yield Portfolio (HYP) top-up ranking and my watchlist. I would really like to find an application program interface (API) where I can get the dividend yield (forecast and/or historical), earnings per share, sector, etc. of London Stock Exchange (LSE) listed companies, ideally in JSON format.
Does anyone know of such an API? I'm looking around but haven't convinced myself that any I've seen quite hit the spot.
Thanks,
Chris
PS Please I'm not really interested in a discussion on the merits of an HYP, which are better handled on HYP-S.
Does anyone know of such an API? I'm looking around but haven't convinced myself that any I've seen quite hit the spot.
Thanks,
Chris
PS Please I'm not really interested in a discussion on the merits of an HYP, which are better handled on HYP-S.
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- Lemon Quarter
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Re: Free/Cheap API for LSE Data
The only API or API-like tool I'm aware of is Yahoo. See http://lemonfoolfinancialsoftware.weebl ... nload.html
However, although Yahoo is generally OK for prices, the data for EPS etc, especially for UK shares, is sketchy at best.
I think you will have to resort to web scraping from a site (or sites) of your choice
--kiloran
However, although Yahoo is generally OK for prices, the data for EPS etc, especially for UK shares, is sketchy at best.
I think you will have to resort to web scraping from a site (or sites) of your choice
--kiloran
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- Lemon Quarter
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Re: Free/Cheap API for LSE Data
A trouble with web-scraping (as I do with my rather personalised spreadsheet) is that the entity effectively providing the source of the data is not actually entering into any sort of contract, however informal, with the user of that data. With an API more value is given by that entity to providing some sort of consistency/continuity. So an API supplies the data in a more standardised way, which is less at the whimsy of some web presenter.
I feel that there maybe a business opportunity! Buy a paid source of the relevant data and sell it at low cost to any group with a need for it?
Or am I missing something?
Chris
I feel that there maybe a business opportunity! Buy a paid source of the relevant data and sell it at low cost to any group with a need for it?
Or am I missing something?
Chris
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- Lemon Half
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Re: Free/Cheap API for LSE Data
https://medium.com/@andy.m9627/the-ultimate-guide-to-stock-market-apis-for-2020-1de6f55adbb might be useful. Let us know.
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- Lemon Quarter
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Re: Free/Cheap API for LSE Data
Excellent, thank you. Several of those I've had a cursory look at but many are new! I'll let you know!mc2fool wrote:https://medium.com/@andy.m9627/the-ultimate-guide-to-stock-market-apis-for-2020-1de6f55adbb might be useful. Let us know.
Cheers,
Chris
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Re: Free/Cheap API for LSE Data
csearle wrote:Excellent, thank you. Several of those I've had a cursory look at but many are new! I'll let you know!mc2fool wrote:https://medium.com/@andy.m9627/the-ultimate-guide-to-stock-market-apis-for-2020-1de6f55adbb might be useful. Let us know.
Cheers,
Chris
There's some stuff new to me in the link from mc2fool (many thanks!).
Most of these APIs tend to only provide share price (and/or historic price) so are somewhat limited. https://finnhub.io/ seemed to have a lot of other stuff which is interesting, so I had a gander at dividends since that's of interest to many people. Data for Dunedin Income Growth (DIG) shows:
[{"symbol":"DIG.L","date":"2019-11-07","amount":3},{"symbol":"DIG.L","date":"2019-08-01","amount":3},{"symbol":"DIG.L","date":"2019-05-02","amount":3.45}]
The dates are ex-div (I think most of us would prefer payment date), and it is missing the payment with ex-div 2020-02-06 (2 months ago) and also that for 2020-05-07 (though that does have an ex-div date in the future. I found similar issues with more mainstream shares such as BP.
The site is fast, allows 60 queries/min and data is in a very usable form, but I'm not sure it is reliable or greatly useful. It may just be an issue for non-US shares.
I'll continue to review these sites.
--kiloran
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- Lemon Quarter
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Re: Free/Cheap API for LSE Data
kiloran wrote:csearle wrote:Excellent, thank you. Several of those I've had a cursory look at but many are new! I'll let you know!mc2fool wrote:https://medium.com/@andy.m9627/the-ultimate-guide-to-stock-market-apis-for-2020-1de6f55adbb might be useful. Let us know.
Cheers,
Chris
There's some stuff new to me in the link from mc2fool (many thanks!).
Most of these APIs tend to only provide share price (and/or historic price) so are somewhat limited. https://finnhub.io/ seemed to have a lot of other stuff which is interesting, so I had a gander at dividends since that's of interest to many people. Data for Dunedin Income Growth (DIG) shows:
[{"symbol":"DIG.L","date":"2019-11-07","amount":3},{"symbol":"DIG.L","date":"2019-08-01","amount":3},{"symbol":"DIG.L","date":"2019-05-02","amount":3.45}]
The dates are ex-div (I think most of us would prefer payment date), and it is missing the payment with ex-div 2020-02-06 (2 months ago) and also that for 2020-05-07 (though that does have an ex-div date in the future. I found similar issues with more mainstream shares such as BP.
The site is fast, allows 60 queries/min and data is in a very usable form, but I'm not sure it is reliable or greatly useful. It may just be an issue for non-US shares.
I'll continue to review these sites.
--kiloran
I've had a further look at FinnHub, the breadth of data looked quite interesting.
Price:
Code: Select all
Symbol | Price
LLOY.L | 32.57
MRCH.L | 387.9824
BP.L | 316.25
RDSA.L | 1328.6
RDSB.L | 1284.39
SSE.L | 1261.5
CTY.L | 343.9665
VWRL.L | 64.55928
BHP.L | 1352.4
MUT.L | 756.2432
CRV.L | 2.9
Most shares are normally quoted in pence. and they look OK. However, VWRL.L in in pounds, and CRV.L is in USD, and there is no indication of currency. One of the API elements does indicate currency, but this is a premium feature, not free, and I don't know if the currency is just the currency used for accounting purposes, or price quote.
Trailing 12m dividends:
Code: Select all
Symbol | dividendsPerShareTTM
LLOY.L | 0.0112
MRCH.L | 0.204
BP.L | 0.3321
RDSA.L | n/a
RDSB.L | n/a
SSE.L | 0.922
CTY.L | 0.095
VWRL.L | n/a
BHP.L | n/a
MUT.L | 0.4275
Dividend Payments. Looked interesting with data going back 20 years or so, but the date is ex-div, not payment date, and no indication of currency (though it typically is in pence)
Code: Select all
Symbol | Ex-Div Date | Amount |
LLOY.L | 16 Apr 20 | 2.25 | Wrong.... this was cancelled
LLOY.L | 08 Aug 19 | 1.12 |
LLOY.L | 04 Apr 19 | 2.14 |
LLOY.L | 16 Aug 18 | 1.07 |
LLOY.L | 19 Apr 18 | 2.05 |
LLOY.L | 10 Aug 17 | 1 |
LLOY.L | 06 Apr 17 | 1.7 |
Code: Select all
MRCH.L | 23 Apr 20 | 6.8 | pence
MRCH.L | 30 Jan 20 | 0.068 | pounds
MRCH.L | 03 Oct 19 | 6.8 | pence
MRCH.L | 11 Jul 19 | 6.7 | pence
MRCH.L | 11 Apr 19 | 6.6 | pence
MRCH.L | 31 Jan 19 | 0.065 | pounds
MRCH.L | 04 Oct 18 | 0.065 | pounds
MRCH.L | 12 Jul 18 | 0.064 | pounds
Code: Select all
BP.L | 13 Feb 20 | 8.1558
BP.L | 07 Nov 19 | 7.825
BP.L | 08 Aug 19 | 8.3475
BP.L | 09 May 19 | 8.0655
BP.L | 14 Feb 19 | 7.7382
BP.L | 08 Nov 18 | 8.0251
Code: Select all
CTY.L | 23 Apr 20 | 4.75
CTY.L | 23 Jan 20 | 0.0475
CTY.L | 24 Oct 19 | 4.75
CTY.L | 25 Jul 19 | 4.75
CTY.L | 25 Apr 19 | 4.75
CTY.L | 24 Jan 19 | 0.0455
CTY.L | 18 Oct 18 | 0.0455
CTY.L | 26 Jul 18 | 0.0455
Code: Select all
BHP.L | 05 Mar 20 | 38.9402
BHP.L | 05 Sep 19 | 42.8283
BHP.L | 07 Mar 19 | 28.4244
BHP.L | 06 Sep 18 | 48.7182
BHP.L | 08 Mar 18 | 39.7916
Overall, it's a real shame. There's a load of data there, it's fast, the data is in JSON format which is easy to handle. Pity the quality of the data is so poor, on my random sample.
--kiloran
Re: Free/Cheap API for LSE Data
kiloran wrote:kiloran wrote:csearle wrote:
--kiloran
Hi guys,
I'm from Finnhub. Thank you for checking our API out. We have people constantly collect feedback from users to improve our product. We have released a new Dividends endpoint with cleaned data + pay date + record date, and currency.
You can check it out here: finnhub.io/docs/api#stock-dividends
If you have any further questions or feature requests, feel free to shoot us an email.
Finnhub Support,
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- Lemon Quarter
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Re: Free/Cheap API for LSE Data
finnhub wrote:kiloran wrote:kiloran wrote:
Hi guys,
I'm from Finnhub. Thank you for checking our API out. We have people constantly collect feedback from users to improve our product. We have released a new Dividends endpoint with cleaned data + pay date + record date, and currency.
You can check it out here: finnhub.io/docs/api#stock-dividends
If you have any further questions or feature requests, feel free to shoot us an email.
Finnhub Support,
Wow!! That was unexpected, but a very pleasant surprise.
Many thanks, I'll have a look at the new data
--kiloran
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- 2 Lemon pips
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Re: Free/Cheap API for LSE Data
Pretty fabulous. Seriously.
It’d be great if the uk pence equivalent could be provided for dividends declared in USD like RDSB.L and BP.L otherwise we’ll have to trawl through the RNS’s for the declared conversion rate. Perhaps this could go on the finhub.io roadmap?
It’d be great if the uk pence equivalent could be provided for dividends declared in USD like RDSB.L and BP.L otherwise we’ll have to trawl through the RNS’s for the declared conversion rate. Perhaps this could go on the finhub.io roadmap?
Re: Free/Cheap API for LSE Data
uspaul666 wrote:Pretty fabulous. Seriously.
It’d be great if the uk pence equivalent could be provided for dividends declared in USD like RDSB.L and BP.L otherwise we’ll have to trawl through the RNS’s for the declared conversion rate. Perhaps this could go on the finhub.io roadmap?
Unfortunately we need to keep the original record for now to make the data collection process more consistent and less error-prone.
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- Lemon Quarter
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Re: Free/Cheap API for LSE Data
finnhub wrote:
Hi guys,
I'm from Finnhub. Thank you for checking our API out. We have people constantly collect feedback from users to improve our product. We have released a new Dividends endpoint with cleaned data + pay date + record date, and currency.
You can check it out here: finnhub.io/docs/api#stock-dividends
If you have any further questions or feature requests, feel free to shoot us an email.
Finnhub Support,
That did sound good. I started to check it out and found some significant errors, some of which appear to be due to a badly-structured database.
Then last night I got an email stating that dividends are now a premium feature. Sorry, I could not justify $50 per month for poor data. I can get better quality data for free.
--kiloran
Re: Free/Cheap API for LSE Data
kiloran wrote:finnhub wrote:
Hi guys,
I'm from Finnhub. Thank you for checking our API out. We have people constantly collect feedback from users to improve our product. We have released a new Dividends endpoint with cleaned data + pay date + record date, and currency.
You can check it out here: finnhub.io/docs/api#stock-dividends
If you have any further questions or feature requests, feel free to shoot us an email.
Finnhub Support,
That did sound good. I started to check it out and found some significant errors, some of which appear to be due to a badly-structured database.
Then last night I got an email stating that dividends are now a premium feature. Sorry, I could not justify $50 per month for poor data. I can get better quality data for free.
--kiloran
Our data has been thoroughly cleaned by our team. If you find any errors, feel free to shoot us an email. We will take a look for you. 5B+ AUM of hedge funds and mutual funds is being traded on top of our data so we are confident that our data is institutional-grade. If you can shoot us an email, we can give you a free trial and explain any discrepancies to you as well.
p/s: I also just checked our backlog. A dividend database update was done during Saturday-Sunday time period of your comment which might be reason for the "badly-structured database" issue you encountered. This is a 1-time update to clean up some of the data so it won't happen again. Our apology for the issue. Reference issue: github.com/finnhubio/Finnhub-API/issues/267
Finnhub Support,
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- Lemon Quarter
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Re: Free/Cheap API for LSE Data
finnhub wrote:kiloran wrote:finnhub wrote:
Hi guys,
I'm from Finnhub. Thank you for checking our API out. We have people constantly collect feedback from users to improve our product. We have released a new Dividends endpoint with cleaned data + pay date + record date, and currency.
You can check it out here: finnhub.io/docs/api#stock-dividends
If you have any further questions or feature requests, feel free to shoot us an email.
Finnhub Support,
That did sound good. I started to check it out and found some significant errors, some of which appear to be due to a badly-structured database.
Then last night I got an email stating that dividends are now a premium feature. Sorry, I could not justify $50 per month for poor data. I can get better quality data for free.
--kiloran
Our data has been thoroughly cleaned by our team. If you find any errors, feel free to shoot us an email. We will take a look for you. 5B+ AUM of hedge funds and mutual funds is being traded on top of our data so we are confident that our data is institutional-grade. If you can shoot us an email, we can give you a free trial and explain any discrepancies to you as well.
Finnhub Support,
Many thanks for the response. I can't provide detailed examples of the problems I found since I no longer have access to the Finnhub dividend data, and a free trial would not really belp since I would not be able to justify the ongoing $50 per month. Sorry, I don't want to sound ungrateful for your offer, I realise that you need to make money somehow.
One of the data errors concerned special dividends. Your database appeared to record only one transaction per date. Sometimes it showed the normal dividend and sometimes it showed the special dividend, apparently randomly. The database needs to allow multiple records per date, and ideally add a flag to indicate if the dividend payment is normal or special.
I can't remember which stocks I checked, but some examples of stocks that have paid special dividends are:
https://uk.advfn.com/p.php?pid=financia ... ol=L%5EMRW
https://uk.advfn.com/p.php?pid=financia ... ol=L%5Eadm
https://uk.advfn.com/p.php?pid=financia ... ol=L%5Eaas
Another problem related to inconsistent currencies for dividends. Sometimes it showed the currency of the dividend declaration, sometimes the currency of the actual dividend payment, but I cannot recall any examples of this.
--kiloran
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Re: Free/Cheap API for LSE Data
Hi,
Did you get any further along with this?
Im not against paying the $50 for an account, as we could look to integrate the data into the fool as well.
PM me.
Did you get any further along with this?
Im not against paying the $50 for an account, as we could look to integrate the data into the fool as well.
PM me.
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