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| 1 |  |  |  |  |  |  | # Copyright 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2015, 2017 Kevin Ryde | 
| 2 |  |  |  |  |  |  |  | 
| 3 |  |  |  |  |  |  | # This file is part of Chart. | 
| 4 |  |  |  |  |  |  | # | 
| 5 |  |  |  |  |  |  | # Chart is free software; you can redistribute it and/or modify it under the | 
| 6 |  |  |  |  |  |  | # terms of the GNU General Public License as published by the Free Software | 
| 7 |  |  |  |  |  |  | # Foundation; either version 3, or (at your option) any later version. | 
| 8 |  |  |  |  |  |  | # | 
| 9 |  |  |  |  |  |  | # Chart is distributed in the hope that it will be useful, but WITHOUT ANY | 
| 10 |  |  |  |  |  |  | # WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS | 
| 11 |  |  |  |  |  |  | # FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more | 
| 12 |  |  |  |  |  |  | # details. | 
| 13 |  |  |  |  |  |  | # | 
| 14 |  |  |  |  |  |  | # You should have received a copy of the GNU General Public License along | 
| 15 |  |  |  |  |  |  | # with Chart.  If not, see <http://www.gnu.org/licenses/>. | 
| 16 |  |  |  |  |  |  |  | 
| 17 |  |  |  |  |  |  |  | 
| 18 |  |  |  |  |  |  | # Broken by hideous recent barchart.com site. | 
| 19 |  |  |  |  |  |  |  | 
| 20 |  |  |  |  |  |  |  | 
| 21 |  |  |  |  |  |  | package App::Chart::Barchart; | 
| 22 | 1 |  |  | 1 |  | 787 | use 5.006; | 
|  | 1 |  |  |  |  | 5 |  | 
| 23 | 1 |  |  | 1 |  | 8 | use strict; | 
|  | 1 |  |  |  |  | 3 |  | 
|  | 1 |  |  |  |  | 36 |  | 
| 24 | 1 |  |  | 1 |  | 7 | use warnings; | 
|  | 1 |  |  |  |  | 3 |  | 
|  | 1 |  |  |  |  | 49 |  | 
| 25 | 1 |  |  | 1 |  | 8 | use Carp; | 
|  | 1 |  |  |  |  | 3 |  | 
|  | 1 |  |  |  |  | 99 |  | 
| 26 | 1 |  |  | 1 |  | 393 | use Date::Calc; | 
|  | 1 |  |  |  |  | 6351 |  | 
|  | 1 |  |  |  |  | 52 |  | 
| 27 | 1 |  |  | 1 |  | 469 | use Date::Parse; | 
|  | 1 |  |  |  |  | 9531 |  | 
|  | 1 |  |  |  |  | 173 |  | 
| 28 | 1 |  |  | 1 |  | 9 | use List::Util qw (min max); | 
|  | 1 |  |  |  |  | 2 |  | 
|  | 1 |  |  |  |  | 80 |  | 
| 29 | 1 |  |  | 1 |  | 5 | use POSIX (); | 
|  | 1 |  |  |  |  | 2 |  | 
|  | 1 |  |  |  |  | 16 |  | 
| 30 | 1 |  |  | 1 |  | 371 | use URI::Escape; | 
|  | 1 |  |  |  |  | 1260 |  | 
|  | 1 |  |  |  |  | 72 |  | 
| 31 | 1 |  |  | 1 |  | 9 | use Locale::TextDomain ('App-Chart'); | 
|  | 1 |  |  |  |  | 2 |  | 
|  | 1 |  |  |  |  | 12 |  | 
| 32 |  |  |  |  |  |  |  | 
| 33 | 1 |  |  | 1 |  | 634 | use App::Chart; | 
|  | 0 |  |  |  |  |  |  | 
|  | 0 |  |  |  |  |  |  | 
| 34 |  |  |  |  |  |  | use App::Chart::Database; | 
| 35 |  |  |  |  |  |  | use App::Chart::Download; | 
| 36 |  |  |  |  |  |  | use App::Chart::DownloadHandler; | 
| 37 |  |  |  |  |  |  | use App::Chart::IntradayHandler; | 
| 38 |  |  |  |  |  |  | use App::Chart::Latest; | 
| 39 |  |  |  |  |  |  | use App::Chart::Pagebits; | 
| 40 |  |  |  |  |  |  | use App::Chart::Sympred; | 
| 41 |  |  |  |  |  |  | use App::Chart::TZ; | 
| 42 |  |  |  |  |  |  | use App::Chart::Weblink; | 
| 43 |  |  |  |  |  |  |  | 
| 44 |  |  |  |  |  |  | # uncomment this to run the ### lines | 
| 45 |  |  |  |  |  |  | #use Smart::Comments; | 
| 46 |  |  |  |  |  |  |  | 
| 47 |  |  |  |  |  |  |  | 
| 48 |  |  |  |  |  |  | our $latest_pred = App::Chart::Sympred::Any->new; | 
| 49 |  |  |  |  |  |  | our $intraday_pred = App::Chart::Sympred::Any->new; | 
| 50 |  |  |  |  |  |  | our $fiveday_pred = App::Chart::Sympred::Any->new; | 
| 51 |  |  |  |  |  |  |  | 
| 52 |  |  |  |  |  |  | # overridden by specific nodes | 
| 53 |  |  |  |  |  |  | App::Chart::setup_source_help | 
| 54 |  |  |  |  |  |  | ($fiveday_pred, __p('manual-node','Barchart')); | 
| 55 |  |  |  |  |  |  |  | 
| 56 |  |  |  |  |  |  | sub setup { | 
| 57 |  |  |  |  |  |  | my ($setup_pred) = @_; | 
| 58 |  |  |  |  |  |  | $latest_pred->add ($setup_pred); | 
| 59 |  |  |  |  |  |  | $intraday_pred->add ($setup_pred); | 
| 60 |  |  |  |  |  |  | $fiveday_pred->add ($setup_pred); | 
| 61 |  |  |  |  |  |  | } | 
| 62 |  |  |  |  |  |  |  | 
| 63 |  |  |  |  |  |  | #----------------------------------------------------------------------------- | 
| 64 |  |  |  |  |  |  | # various | 
| 65 |  |  |  |  |  |  |  | 
| 66 |  |  |  |  |  |  | sub cookie_jar { | 
| 67 |  |  |  |  |  |  | require HTTP::Cookies; | 
| 68 |  |  |  |  |  |  | my $jar = HTTP::Cookies->new; | 
| 69 |  |  |  |  |  |  |  | 
| 70 |  |  |  |  |  |  | # Set-Cookie: bcad_int=1; path=/; domain=barchart.com; | 
| 71 |  |  |  |  |  |  | $jar->set_cookie(undef,            # version | 
| 72 |  |  |  |  |  |  | 'bcad_int',       # key | 
| 73 |  |  |  |  |  |  | '1',              # value | 
| 74 |  |  |  |  |  |  | '/',              # path | 
| 75 |  |  |  |  |  |  | '.barchart.com'); # domain | 
| 76 |  |  |  |  |  |  | return $jar; | 
| 77 |  |  |  |  |  |  | } | 
| 78 |  |  |  |  |  |  |  | 
| 79 |  |  |  |  |  |  |  | 
| 80 |  |  |  |  |  |  | #----------------------------------------------------------------------------- | 
| 81 |  |  |  |  |  |  | # symbol munging | 
| 82 |  |  |  |  |  |  |  | 
| 83 |  |  |  |  |  |  | my @commodity_mung; | 
| 84 |  |  |  |  |  |  |  | 
| 85 |  |  |  |  |  |  | sub commodity_mung { | 
| 86 |  |  |  |  |  |  | my ($pred, %table) = @_; | 
| 87 |  |  |  |  |  |  | push @commodity_mung, [ $pred, \%table ]; | 
| 88 |  |  |  |  |  |  | } | 
| 89 |  |  |  |  |  |  |  | 
| 90 |  |  |  |  |  |  | sub symbol_to_barchart { | 
| 91 |  |  |  |  |  |  | my ($symbol) = @_; | 
| 92 |  |  |  |  |  |  | foreach my $elem (@commodity_mung) { | 
| 93 |  |  |  |  |  |  | if ($elem->[0]->match ($symbol)) { | 
| 94 |  |  |  |  |  |  | my $commodity = App::Chart::symbol_commodity ($symbol); | 
| 95 |  |  |  |  |  |  | my $barchart = $elem->[1]->{$commodity}; | 
| 96 |  |  |  |  |  |  | if (defined $barchart) { | 
| 97 |  |  |  |  |  |  | $symbol =~ s/^\Q$commodity/$barchart/; | 
| 98 |  |  |  |  |  |  | } | 
| 99 |  |  |  |  |  |  | last; | 
| 100 |  |  |  |  |  |  | } | 
| 101 |  |  |  |  |  |  | } | 
| 102 |  |  |  |  |  |  | $symbol =~ s/.[^.]*$//; | 
| 103 |  |  |  |  |  |  | return $symbol; | 
| 104 |  |  |  |  |  |  | } | 
| 105 |  |  |  |  |  |  |  | 
| 106 |  |  |  |  |  |  |  | 
| 107 |  |  |  |  |  |  | #------------------------------------------------------------------------------ | 
| 108 |  |  |  |  |  |  | # latest | 
| 109 |  |  |  |  |  |  | # | 
| 110 |  |  |  |  |  |  | # The intraday commodity quotes pages are used, like oats | 
| 111 |  |  |  |  |  |  | # | 
| 112 |  |  |  |  |  |  | #     http://www2.barchart.com/ifutpage.asp?code=BSTK&sym=O | 
| 113 |  |  |  |  |  |  | # | 
| 114 |  |  |  |  |  |  | # which is about 35 kbytes each.  An alternative would be the combined | 
| 115 |  |  |  |  |  |  | # pages like all grains | 
| 116 |  |  |  |  |  |  | # | 
| 117 |  |  |  |  |  |  | #     http://www2.barchart.com/mktcom.asp?code=BSTK§ion=grains | 
| 118 |  |  |  |  |  |  | # | 
| 119 |  |  |  |  |  |  | # which has the front month or two of various at about 50kbytes the lot. | 
| 120 |  |  |  |  |  |  |  | 
| 121 |  |  |  |  |  |  | App::Chart::LatestHandler->new | 
| 122 |  |  |  |  |  |  | (pred => $latest_pred, | 
| 123 |  |  |  |  |  |  | proc => \&latest_download, | 
| 124 |  |  |  |  |  |  | max_symbols => 1); | 
| 125 |  |  |  |  |  |  |  | 
| 126 |  |  |  |  |  |  | sub latest_download { | 
| 127 |  |  |  |  |  |  | my ($symbol_list) = @_; | 
| 128 |  |  |  |  |  |  |  | 
| 129 |  |  |  |  |  |  | my $symbol = $symbol_list->[0]; | 
| 130 |  |  |  |  |  |  | my $commodity = App::Chart::symbol_commodity ($symbol); | 
| 131 |  |  |  |  |  |  | my $suffix    = App::Chart::symbol_suffix    ($symbol); | 
| 132 |  |  |  |  |  |  | my $barchart_commodity = symbol_to_barchart ("$commodity$suffix"); | 
| 133 |  |  |  |  |  |  |  | 
| 134 |  |  |  |  |  |  | App::Chart::Download::status | 
| 135 |  |  |  |  |  |  | (__x('Barchart quote {symbol} ({barchart_commodity})', | 
| 136 |  |  |  |  |  |  | symbol => "$commodity$suffix", | 
| 137 |  |  |  |  |  |  | barchart_commodity => $barchart_commodity)); | 
| 138 |  |  |  |  |  |  |  | 
| 139 |  |  |  |  |  |  | my $url = 'http://www2.barchart.com/ifutpage.asp?code=BSTK&sym=' | 
| 140 |  |  |  |  |  |  | . URI::Escape::uri_escape ($barchart_commodity); | 
| 141 |  |  |  |  |  |  |  | 
| 142 |  |  |  |  |  |  | my $resp = App::Chart::Download->get ($url, | 
| 143 |  |  |  |  |  |  | cookie_jar => cookie_jar(), | 
| 144 |  |  |  |  |  |  | referer => $url); | 
| 145 |  |  |  |  |  |  | my $h = ifutpage_parse ($commodity, $suffix, $resp); | 
| 146 |  |  |  |  |  |  | App::Chart::Download::write_latest_group ($h); | 
| 147 |  |  |  |  |  |  | } | 
| 148 |  |  |  |  |  |  |  | 
| 149 |  |  |  |  |  |  | sub ifutpage_parse { | 
| 150 |  |  |  |  |  |  | my ($commodity, $suffix, $resp) = @_; | 
| 151 |  |  |  |  |  |  | my $content = $resp->decoded_content (raise_error => 1); | 
| 152 |  |  |  |  |  |  |  | 
| 153 |  |  |  |  |  |  | my @data = (); | 
| 154 |  |  |  |  |  |  | my $h = { source      => __PACKAGE__, | 
| 155 |  |  |  |  |  |  | resp        => $resp, | 
| 156 |  |  |  |  |  |  | front_month => 1, | 
| 157 |  |  |  |  |  |  | data        => \@data }; | 
| 158 |  |  |  |  |  |  |  | 
| 159 |  |  |  |  |  |  | # eg. "   <B>CRUDE OIL</B> Delayed Futures -20:10 - Sunday, 19 June" | 
| 160 |  |  |  |  |  |  | #     "   <B>SIMEX NIKKEI 225</B> Delayed Futures -18:20 - Tuesday, 12 December</td>" | 
| 161 |  |  |  |  |  |  | #     "   <B>OATS   </B> Daily Futures -     Friday, 20 April                 </td> | 
| 162 |  |  |  |  |  |  | $content =~ m{([^<>\r\n]+) *</B> Delayed Futures *- *([0-9]+:[0-9]+) *- *[A-Za-z]+, ([0-9]+ [A-Za-z]+)}is | 
| 163 |  |  |  |  |  |  | or die 'Barchart: ifutpage name/date/time not matched'; | 
| 164 |  |  |  |  |  |  | my $name = $1; | 
| 165 |  |  |  |  |  |  | my $head_time = $2; | 
| 166 |  |  |  |  |  |  | my $head_date = $3; | 
| 167 |  |  |  |  |  |  | ### ifutpage head name: $name | 
| 168 |  |  |  |  |  |  | ### $head_time | 
| 169 |  |  |  |  |  |  | ### $head_date | 
| 170 |  |  |  |  |  |  | require App::Chart::Suffix::NZ; | 
| 171 |  |  |  |  |  |  | $head_date = App::Chart::Suffix::NZ::dm_str_to_nearest_iso ($head_date); | 
| 172 |  |  |  |  |  |  |  | 
| 173 |  |  |  |  |  |  | require HTML::TableExtract; | 
| 174 |  |  |  |  |  |  |  | 
| 175 |  |  |  |  |  |  | my $te = HTML::TableExtract->new | 
| 176 |  |  |  |  |  |  | (headers => ['Contract', 'Last', 'Change', 'Open', 'High', 'Low', 'Time']); | 
| 177 |  |  |  |  |  |  | $te->parse($content); | 
| 178 |  |  |  |  |  |  | if (! $te->tables) { die 'Barchart: ifutpage price columns not matched'; } | 
| 179 |  |  |  |  |  |  |  | 
| 180 |  |  |  |  |  |  | foreach my $row ($te->rows) { | 
| 181 |  |  |  |  |  |  | ### ifutpage row: $row | 
| 182 |  |  |  |  |  |  |  | 
| 183 |  |  |  |  |  |  | my ($month, $last, $change, $open, $high, $low, $time) = @$row; | 
| 184 |  |  |  |  |  |  |  | 
| 185 |  |  |  |  |  |  | # eg. "August '05 ( CLQ05 )" | 
| 186 |  |  |  |  |  |  | $month =~ /\( *([^ )]+) *\)/p | 
| 187 |  |  |  |  |  |  | or die 'Barchart: ifutpage month form not recognised'; | 
| 188 |  |  |  |  |  |  | my $month_name = ${^PREMATCH}; # "August '05" | 
| 189 |  |  |  |  |  |  | my $bar_symbol = $1;           # "CLQ05" | 
| 190 |  |  |  |  |  |  | my $MYY = substr ($bar_symbol, -3); | 
| 191 |  |  |  |  |  |  | my $symbol = $commodity . $MYY . $suffix; | 
| 192 |  |  |  |  |  |  | $month_name = App::Chart::collapse_whitespace ($month_name); | 
| 193 |  |  |  |  |  |  | my $month_iso =App::Chart::Download::Decode_Date_EU_to_iso("1 $month_name"); | 
| 194 |  |  |  |  |  |  |  | 
| 195 |  |  |  |  |  |  | #     # subtract normal exchange delay to get quote time | 
| 196 |  |  |  |  |  |  | #     (set! quote-time (- quote-time (barchart-symbol-delay symbol))) | 
| 197 |  |  |  |  |  |  | #     (if (negative? quote-time) | 
| 198 |  |  |  |  |  |  | # 	(begin | 
| 199 |  |  |  |  |  |  | # 	  (set! quote-time (+ quote-time 86400)) | 
| 200 |  |  |  |  |  |  | # 	  (set! quote-adate (1- quote-adate)))) | 
| 201 |  |  |  |  |  |  | # | 
| 202 |  |  |  |  |  |  |  | 
| 203 |  |  |  |  |  |  | # trailing "s" on last for settlement price | 
| 204 |  |  |  |  |  |  | # have also seen "c", maybe for close | 
| 205 |  |  |  |  |  |  | $last =~ s/[cs]$//i; | 
| 206 |  |  |  |  |  |  |  | 
| 207 |  |  |  |  |  |  | my ($last_date, $last_time); | 
| 208 |  |  |  |  |  |  | if ($time =~ /:/) { | 
| 209 |  |  |  |  |  |  | # time is HH:MM on same day as the quote | 
| 210 |  |  |  |  |  |  | $last_date = $head_date; | 
| 211 |  |  |  |  |  |  | $last_time = $time; | 
| 212 |  |  |  |  |  |  | ($last_date, $last_time) | 
| 213 |  |  |  |  |  |  | = datetime_chicago_to_symbol ($symbol, $last_date, $last_time); | 
| 214 |  |  |  |  |  |  |  | 
| 215 |  |  |  |  |  |  | } else { | 
| 216 |  |  |  |  |  |  | # time is a date MM/DD/YY later (on the weekend) | 
| 217 |  |  |  |  |  |  | $last_date = App::Chart::Download::Decode_Date_US_to_iso ($time); | 
| 218 |  |  |  |  |  |  |  | 
| 219 |  |  |  |  |  |  | # FIXME: convert date from Chicago ? | 
| 220 |  |  |  |  |  |  | } | 
| 221 |  |  |  |  |  |  |  | 
| 222 |  |  |  |  |  |  | # dash is frac in various CBOT | 
| 223 |  |  |  |  |  |  | if ($last =~ /-/) { | 
| 224 |  |  |  |  |  |  | $open   = dash_frac_to_decimals ($open); | 
| 225 |  |  |  |  |  |  | $high   = dash_frac_to_decimals ($high); | 
| 226 |  |  |  |  |  |  | $low    = dash_frac_to_decimals ($low); | 
| 227 |  |  |  |  |  |  | $last   = dash_frac_to_decimals ($last); | 
| 228 |  |  |  |  |  |  | $change = dash_frac_to_decimals ($change); | 
| 229 |  |  |  |  |  |  | } | 
| 230 |  |  |  |  |  |  |  | 
| 231 |  |  |  |  |  |  | push @data, { symbol      => $symbol, | 
| 232 |  |  |  |  |  |  | name        => "$name $month_name", | 
| 233 |  |  |  |  |  |  | month       => $month_iso, | 
| 234 |  |  |  |  |  |  |  | 
| 235 |  |  |  |  |  |  | # quote_date  => $quote_date, | 
| 236 |  |  |  |  |  |  | # quote_time  => $quote_time, | 
| 237 |  |  |  |  |  |  |  | 
| 238 |  |  |  |  |  |  | last_date   => $last_date, | 
| 239 |  |  |  |  |  |  | last_time   => $last_time, | 
| 240 |  |  |  |  |  |  | open        => $open, | 
| 241 |  |  |  |  |  |  | high        => $high, | 
| 242 |  |  |  |  |  |  | low         => $low, | 
| 243 |  |  |  |  |  |  | last        => $last, | 
| 244 |  |  |  |  |  |  | change      => $change, | 
| 245 |  |  |  |  |  |  | }; | 
| 246 |  |  |  |  |  |  | } | 
| 247 |  |  |  |  |  |  | return $h; | 
| 248 |  |  |  |  |  |  | } | 
| 249 |  |  |  |  |  |  |  | 
| 250 |  |  |  |  |  |  | sub datetime_chicago_to_symbol { | 
| 251 |  |  |  |  |  |  | my ($symbol, $date, $time) = @_; | 
| 252 |  |  |  |  |  |  |  | 
| 253 |  |  |  |  |  |  | my $chicago = App::Chart::TZ->chicago; | 
| 254 |  |  |  |  |  |  | my $stimezone = App::Chart::TZ->for_symbol ($symbol); | 
| 255 |  |  |  |  |  |  | if ($stimezone == $chicago) { return ($date, $time); } | 
| 256 |  |  |  |  |  |  |  | 
| 257 |  |  |  |  |  |  | my ($sec,$min,$hour,$mday,$mon,$year) | 
| 258 |  |  |  |  |  |  | = Date::Parse::strptime($date . ' ' . $time); | 
| 259 |  |  |  |  |  |  | require App::Chart::Yahoo; | 
| 260 |  |  |  |  |  |  | my $timet = App::Chart::Yahoo::mktime_in_zone | 
| 261 |  |  |  |  |  |  | ($sec, $min, $hour, $mday, $mon, $year, $chicago); | 
| 262 |  |  |  |  |  |  | return $stimezone->iso_date_time ($timet); | 
| 263 |  |  |  |  |  |  | } | 
| 264 |  |  |  |  |  |  |  | 
| 265 |  |  |  |  |  |  | # FIXME: Share with Finance::Quote::Barchart | 
| 266 |  |  |  |  |  |  | # | 
| 267 |  |  |  |  |  |  | # convert number like "99-1" with dash fraction to decimals like "99.125" | 
| 268 |  |  |  |  |  |  | # single dash digit is 1/8s | 
| 269 |  |  |  |  |  |  | # three dash digits -xxy is xx 1/32s and y is 0,2,5,7 for further 1/4, 2/4, | 
| 270 |  |  |  |  |  |  | # or 3/4 of 1/32 | 
| 271 |  |  |  |  |  |  | # | 
| 272 |  |  |  |  |  |  | my %qu_to_quarter = (''=>0, 0=>0, 2=>1, 5=>2, 7=>3); | 
| 273 |  |  |  |  |  |  | sub dash_frac_to_decimals { | 
| 274 |  |  |  |  |  |  | my ($str) = @_; | 
| 275 |  |  |  |  |  |  |  | 
| 276 |  |  |  |  |  |  | $str =~ /^\+?(.+)-(.*)/p or return $str; | 
| 277 |  |  |  |  |  |  | my $int = $1; | 
| 278 |  |  |  |  |  |  | my $frac = $2; | 
| 279 |  |  |  |  |  |  |  | 
| 280 |  |  |  |  |  |  | if (length ($frac) == 1) { | 
| 281 |  |  |  |  |  |  | # 99-1 | 
| 282 |  |  |  |  |  |  | # only 2 decimals for 1/4s, since for various commodities that's the | 
| 283 |  |  |  |  |  |  | # minimum tick | 
| 284 |  |  |  |  |  |  | return $int + ($frac / 8); | 
| 285 |  |  |  |  |  |  |  | 
| 286 |  |  |  |  |  |  | } elsif (length ($frac) == 2 || length ($frac) == 3) { | 
| 287 |  |  |  |  |  |  | # 109-30, in 1/32nds | 
| 288 |  |  |  |  |  |  | # 99-130, in 1/32s then last dig 0,2,5,7 further 1/4s of that | 
| 289 |  |  |  |  |  |  | my $th = substr $frac, 0, 2; | 
| 290 |  |  |  |  |  |  | if ($th > 31) { | 
| 291 |  |  |  |  |  |  | die "Barchart: dash thirtyseconds out of range: $str"; | 
| 292 |  |  |  |  |  |  | } | 
| 293 |  |  |  |  |  |  | my $qu = substr($frac, 2, 1); | 
| 294 |  |  |  |  |  |  | if (! exists $qu_to_quarter{$qu}) { | 
| 295 |  |  |  |  |  |  | die "Barchart: dash thirtyseconds further quarters unrecognised: $str"; | 
| 296 |  |  |  |  |  |  | } | 
| 297 |  |  |  |  |  |  | $qu = $qu_to_quarter{$qu}; | 
| 298 |  |  |  |  |  |  | return $int + (($th + $qu / 4) / 32); | 
| 299 |  |  |  |  |  |  |  | 
| 300 |  |  |  |  |  |  | } else { | 
| 301 |  |  |  |  |  |  | die "Barchart: unrecognised dash number: $str"; | 
| 302 |  |  |  |  |  |  | } | 
| 303 |  |  |  |  |  |  | } | 
| 304 |  |  |  |  |  |  |  | 
| 305 |  |  |  |  |  |  | sub dm_str_to_nearest_iso { | 
| 306 |  |  |  |  |  |  | my ($str) = @_; | 
| 307 |  |  |  |  |  |  | require Date::Parse; | 
| 308 |  |  |  |  |  |  | my ($sec, $min, $hour, $mday, $mon, $year) = Date::Parse::strptime($str); | 
| 309 |  |  |  |  |  |  | if ($year) { | 
| 310 |  |  |  |  |  |  | $year += 1900; | 
| 311 |  |  |  |  |  |  | } else { | 
| 312 |  |  |  |  |  |  | $year = App::Chart::Download::month_to_nearest_year ($mon+1); | 
| 313 |  |  |  |  |  |  | } | 
| 314 |  |  |  |  |  |  | return App::Chart::ymd_to_iso ($year, $mon+1, $mday); | 
| 315 |  |  |  |  |  |  | } | 
| 316 |  |  |  |  |  |  |  | 
| 317 |  |  |  |  |  |  |  | 
| 318 |  |  |  |  |  |  | #----------------------------------------------------------------------------- | 
| 319 |  |  |  |  |  |  | # 5-day download | 
| 320 |  |  |  |  |  |  | # | 
| 321 |  |  |  |  |  |  | # This uses the rolling 5-day quote pages like | 
| 322 |  |  |  |  |  |  | # | 
| 323 |  |  |  |  |  |  | #     http://www.barchart.com/detailedquote/futures/CLZ16 | 
| 324 |  |  |  |  |  |  | # | 
| 325 |  |  |  |  |  |  | use constant FIVEDAY_URL_BASE => | 
| 326 |  |  |  |  |  |  | 'http://www.barchart.com/detailedquote/futures/'; | 
| 327 |  |  |  |  |  |  | # | 
| 328 |  |  |  |  |  |  | # which has daily open, high, low and close, volume. | 
| 329 |  |  |  |  |  |  | # | 
| 330 |  |  |  |  |  |  | # Going back only five days isn't good for much, but it's better than | 
| 331 |  |  |  |  |  |  | # nothing and regular updates accumulate enough for a short-term picture. | 
| 332 |  |  |  |  |  |  |  | 
| 333 |  |  |  |  |  |  | App::Chart::DownloadHandler->new | 
| 334 |  |  |  |  |  |  | (name            => __('Barchart'), | 
| 335 |  |  |  |  |  |  | pred            => $fiveday_pred, | 
| 336 |  |  |  |  |  |  | available_tdate => \&fiveday_available_tdate, | 
| 337 |  |  |  |  |  |  | proc            => \&fiveday_download, | 
| 338 |  |  |  |  |  |  | max_symbols     => 1); | 
| 339 |  |  |  |  |  |  |  | 
| 340 |  |  |  |  |  |  | # latest data available from barchart 5-day quote page | 
| 341 |  |  |  |  |  |  | # the support page says the daily pages update at 5pm US central, try 5pm | 
| 342 |  |  |  |  |  |  | # local for the 5-day | 
| 343 |  |  |  |  |  |  | sub fiveday_available_tdate { | 
| 344 |  |  |  |  |  |  | return App::Chart::Download::weekday_tdate_after_time | 
| 345 |  |  |  |  |  |  | (17,0, App::Chart::TZ->chicago, -1); | 
| 346 |  |  |  |  |  |  | } | 
| 347 |  |  |  |  |  |  |  | 
| 348 |  |  |  |  |  |  | sub fiveday_download { | 
| 349 |  |  |  |  |  |  | my ($symbol_list) = @_; | 
| 350 |  |  |  |  |  |  |  | 
| 351 |  |  |  |  |  |  | my $symbol = $symbol_list->[0]; | 
| 352 |  |  |  |  |  |  | if (App::Chart::symbol_is_front ($symbol)) { return; } | 
| 353 |  |  |  |  |  |  |  | 
| 354 |  |  |  |  |  |  | # my $commodity = App::Chart::symbol_commodity ($symbol); | 
| 355 |  |  |  |  |  |  | my $suffix    = App::Chart::symbol_suffix    ($symbol); | 
| 356 |  |  |  |  |  |  | my $barchart_symbol = symbol_to_barchart ($symbol); | 
| 357 |  |  |  |  |  |  |  | 
| 358 |  |  |  |  |  |  | if ($barchart_symbol.$suffix eq $symbol) { | 
| 359 |  |  |  |  |  |  | App::Chart::Download::status | 
| 360 |  |  |  |  |  |  | (__x('Barchart five day {symbol}', | 
| 361 |  |  |  |  |  |  | symbol => $symbol)); | 
| 362 |  |  |  |  |  |  | } else { | 
| 363 |  |  |  |  |  |  | App::Chart::Download::status | 
| 364 |  |  |  |  |  |  | (__x('Barchart five day {symbol} ({barchart_symbol})', | 
| 365 |  |  |  |  |  |  | symbol => $symbol, | 
| 366 |  |  |  |  |  |  | barchart_symbol => $barchart_symbol)); | 
| 367 |  |  |  |  |  |  | } | 
| 368 |  |  |  |  |  |  |  | 
| 369 |  |  |  |  |  |  | my $url = FIVEDAY_URL_BASE . URI::Escape::uri_escape ($barchart_symbol); | 
| 370 |  |  |  |  |  |  |  | 
| 371 |  |  |  |  |  |  | my $resp = App::Chart::Download->get ($url, | 
| 372 |  |  |  |  |  |  | cookie_jar => cookie_jar(), | 
| 373 |  |  |  |  |  |  | referer => $url); | 
| 374 |  |  |  |  |  |  | my $h = fiveday_parse ($symbol, $resp); | 
| 375 |  |  |  |  |  |  | App::Chart::Download::write_daily_group ($h); | 
| 376 |  |  |  |  |  |  | } | 
| 377 |  |  |  |  |  |  |  | 
| 378 |  |  |  |  |  |  | sub fiveday_parse { | 
| 379 |  |  |  |  |  |  | my ($symbol, $resp) = @_; | 
| 380 |  |  |  |  |  |  |  | 
| 381 |  |  |  |  |  |  | my @data; | 
| 382 |  |  |  |  |  |  | my $h = { source          => __PACKAGE__, | 
| 383 |  |  |  |  |  |  | prefer_decimals => 2, | 
| 384 |  |  |  |  |  |  | date_format     => 'mdy', | 
| 385 |  |  |  |  |  |  | data            => \@data }; | 
| 386 |  |  |  |  |  |  |  | 
| 387 |  |  |  |  |  |  | my $content = $resp->decoded_content (raise_error => 1); | 
| 388 |  |  |  |  |  |  |  | 
| 389 |  |  |  |  |  |  | # message in table when no info for given symbol (eg. an old month/year) | 
| 390 |  |  |  |  |  |  | if ($content =~ /In order to form an extended quote/) { | 
| 391 |  |  |  |  |  |  | return $h; | 
| 392 |  |  |  |  |  |  | } | 
| 393 |  |  |  |  |  |  |  | 
| 394 |  |  |  |  |  |  | # eg. <h1 class="fl" id="symname">Crude Oil WTI December 2016 (CLZ16)</h1> | 
| 395 |  |  |  |  |  |  | # | 
| 396 |  |  |  |  |  |  | $content =~ m{<h1[^>]* id="symname">(([^<\r\n]*?) [a-z]+ [0-9]+)}si | 
| 397 |  |  |  |  |  |  | or die "Barchart fiveday heading not matched"; | 
| 398 |  |  |  |  |  |  | my $name = $1; | 
| 399 |  |  |  |  |  |  | ### $name | 
| 400 |  |  |  |  |  |  |  | 
| 401 |  |  |  |  |  |  | require HTML::TableExtract; | 
| 402 |  |  |  |  |  |  | my $te = HTML::TableExtract->new | 
| 403 |  |  |  |  |  |  | (headers => ['Date', 'Open', 'High', 'Low', 'Last', 'Volume']); | 
| 404 |  |  |  |  |  |  | $te->parse($content); | 
| 405 |  |  |  |  |  |  | my ($ts) = $te->tables | 
| 406 |  |  |  |  |  |  | or die 'Barchart: fiveday price columns not matched'; | 
| 407 |  |  |  |  |  |  |  | 
| 408 |  |  |  |  |  |  | foreach my $row ($ts->rows) { | 
| 409 |  |  |  |  |  |  | ### fiveday row: $row | 
| 410 |  |  |  |  |  |  | my ($date, $open, $high, $low, $close, $volume) = @$row; | 
| 411 |  |  |  |  |  |  |  | 
| 412 |  |  |  |  |  |  | $open  = dash_frac_to_decimals ($open); | 
| 413 |  |  |  |  |  |  | $high  = dash_frac_to_decimals ($high); | 
| 414 |  |  |  |  |  |  | $low   = dash_frac_to_decimals ($low); | 
| 415 |  |  |  |  |  |  | $close = dash_frac_to_decimals ($close); | 
| 416 |  |  |  |  |  |  |  | 
| 417 |  |  |  |  |  |  | push @data, { symbol  => $symbol, | 
| 418 |  |  |  |  |  |  | name    => $name, | 
| 419 |  |  |  |  |  |  | date    => $date, | 
| 420 |  |  |  |  |  |  | open    => $open, | 
| 421 |  |  |  |  |  |  | high    => $high, | 
| 422 |  |  |  |  |  |  | low     => $low, | 
| 423 |  |  |  |  |  |  | close   => $close, | 
| 424 |  |  |  |  |  |  | volume  => $volume, | 
| 425 |  |  |  |  |  |  | }; | 
| 426 |  |  |  |  |  |  | } | 
| 427 |  |  |  |  |  |  | return $h; | 
| 428 |  |  |  |  |  |  | } | 
| 429 |  |  |  |  |  |  |  | 
| 430 |  |  |  |  |  |  |  | 
| 431 |  |  |  |  |  |  | #----------------------------------------------------------------------------- | 
| 432 |  |  |  |  |  |  | # intraday | 
| 433 |  |  |  |  |  |  | # | 
| 434 |  |  |  |  |  |  | # This uses the charting pages like | 
| 435 |  |  |  |  |  |  | # | 
| 436 |  |  |  |  |  |  | #     http://www.barchart.com/charts/futures/CLZ10 | 
| 437 |  |  |  |  |  |  | # | 
| 438 |  |  |  |  |  |  | # which for a 2-day intraday is | 
| 439 |  |  |  |  |  |  | # | 
| 440 |  |  |  |  |  |  | #     http://www.barchart.com/chart.php?sym=CLZ10&style=technical&p=I&d=O&im=&sd=&ed=&size=M&log=0&t=BAR&v=2&g=1&evnt=1&late=1&o1=&o2=&o3=&x=41&y=11&indicators=&addindicator=&submitted=1&fpage=&txtDate=#jump | 
| 441 |  |  |  |  |  |  | # | 
| 442 |  |  |  |  |  |  | # must be fetched (about 50kbytes unfortunately), and it has a gif url. | 
| 443 |  |  |  |  |  |  | # That url is some generated 4-digit number, apparently different each | 
| 444 |  |  |  |  |  |  | # time, even outside trading hours.  The server doesn't give an etag or | 
| 445 |  |  |  |  |  |  | # last-modified to avoid re-downloading. | 
| 446 |  |  |  |  |  |  | # | 
| 447 |  |  |  |  |  |  | # The form fields are | 
| 448 |  |  |  |  |  |  | # | 
| 449 |  |  |  |  |  |  | #     sym= | 
| 450 |  |  |  |  |  |  | #     date= | 
| 451 |  |  |  |  |  |  | #     size=A      504 by 288 | 
| 452 |  |  |  |  |  |  | #          E      576 by 360 | 
| 453 |  |  |  |  |  |  | #          B      612 by 360 | 
| 454 |  |  |  |  |  |  | #          C      720 by 432 | 
| 455 |  |  |  |  |  |  | #          D      864 by 504 | 
| 456 |  |  |  |  |  |  | #     data=Z05    minutes | 
| 457 |  |  |  |  |  |  | #          Z10     " | 
| 458 |  |  |  |  |  |  | #          Z15     " | 
| 459 |  |  |  |  |  |  | #          Z30     " | 
| 460 |  |  |  |  |  |  | #          Z45     " | 
| 461 |  |  |  |  |  |  | #          Z60     " | 
| 462 |  |  |  |  |  |  | #          Z90     " | 
| 463 |  |  |  |  |  |  | #          A      daily | 
| 464 |  |  |  |  |  |  | #          D      weekly | 
| 465 |  |  |  |  |  |  | #          G      monthly | 
| 466 |  |  |  |  |  |  | #     den=HIGH    density | 
| 467 |  |  |  |  |  |  | #         MEDHI | 
| 468 |  |  |  |  |  |  | #         MED     [default] | 
| 469 |  |  |  |  |  |  | #         MEDLO | 
| 470 |  |  |  |  |  |  | #         LOW | 
| 471 |  |  |  |  |  |  | #         this combines with data period for how much is shown | 
| 472 |  |  |  |  |  |  | #                  5min    10min   15min | 
| 473 |  |  |  |  |  |  | #         HIGH    3.5day  7day    10day  ... etc | 
| 474 |  |  |  |  |  |  | #         MEDHI   2day    4.5day  7day | 
| 475 |  |  |  |  |  |  | #         MED     1.5day  3day    4day | 
| 476 |  |  |  |  |  |  | #         MEDLO   1day    2day    3day | 
| 477 |  |  |  |  |  |  | #         LOW     0.5day  1.5day  2day | 
| 478 |  |  |  |  |  |  | #     evnt=ADV    events | 
| 479 |  |  |  |  |  |  | #          off | 
| 480 |  |  |  |  |  |  | #     grid=Y/N    background green grid | 
| 481 |  |  |  |  |  |  | #     sky=Y/N     fine grid lines | 
| 482 |  |  |  |  |  |  | #     jav=ADV     prices on, gif file | 
| 483 |  |  |  |  |  |  | #                 [other options for subscribers] | 
| 484 |  |  |  |  |  |  | #     size=A      504 by 288 | 
| 485 |  |  |  |  |  |  | #          E      576 by 360 | 
| 486 |  |  |  |  |  |  | #          B      612 by 360 | 
| 487 |  |  |  |  |  |  | #          C      720 by 432 | 
| 488 |  |  |  |  |  |  | #          D      864 by 504 | 
| 489 |  |  |  |  |  |  | #     sly=N       linear | 
| 490 |  |  |  |  |  |  | #         L       log | 
| 491 |  |  |  |  |  |  | #         Y       fit available space | 
| 492 |  |  |  |  |  |  | #     late= | 
| 493 |  |  |  |  |  |  | #     ch1=011     OHLC [default] | 
| 494 |  |  |  |  |  |  | #         012     close-only | 
| 495 |  |  |  |  |  |  | #         013     candlestick | 
| 496 |  |  |  |  |  |  | #         ... | 
| 497 |  |  |  |  |  |  | #     ov1= | 
| 498 |  |  |  |  |  |  | #     ch2= | 
| 499 |  |  |  |  |  |  | #     ov2= | 
| 500 |  |  |  |  |  |  | #     code=BSTKIC IC for interactive chart | 
| 501 |  |  |  |  |  |  | #     vol=y/n     volume (not avail for 5min) | 
| 502 |  |  |  |  |  |  |  | 
| 503 |  |  |  |  |  |  | foreach my $n (1, 2, 5) { | 
| 504 |  |  |  |  |  |  | App::Chart::IntradayHandler->new | 
| 505 |  |  |  |  |  |  | (pred => $intraday_pred, | 
| 506 |  |  |  |  |  |  | proc => \&intraday_url, | 
| 507 |  |  |  |  |  |  | mode => "${n}d", | 
| 508 |  |  |  |  |  |  | name => __nx('_{n} Day', | 
| 509 |  |  |  |  |  |  | '_{n} Days', | 
| 510 |  |  |  |  |  |  | $n, | 
| 511 |  |  |  |  |  |  | n => $n)); | 
| 512 |  |  |  |  |  |  | } | 
| 513 |  |  |  |  |  |  | App::Chart::IntradayHandler->new | 
| 514 |  |  |  |  |  |  | (pred => $intraday_pred, | 
| 515 |  |  |  |  |  |  | proc => \&intraday_url, | 
| 516 |  |  |  |  |  |  | mode => 'daily', | 
| 517 |  |  |  |  |  |  | name => __('_Daily 2 Months')); | 
| 518 |  |  |  |  |  |  | App::Chart::IntradayHandler->new | 
| 519 |  |  |  |  |  |  | (pred => $intraday_pred, | 
| 520 |  |  |  |  |  |  | proc => \&intraday_url, | 
| 521 |  |  |  |  |  |  | mode => 'daily', | 
| 522 |  |  |  |  |  |  | name => __('_Daily 1 Year')); | 
| 523 |  |  |  |  |  |  |  | 
| 524 |  |  |  |  |  |  | # 5 minute, linear scale | 
| 525 |  |  |  |  |  |  |  | 
| 526 |  |  |  |  |  |  | my %intraday_mode_to_data = ('1d'    => '&p=I&d=L', | 
| 527 |  |  |  |  |  |  | '2d'    => '&p=I&d=O', | 
| 528 |  |  |  |  |  |  | '3d'    => '&p=I&d=M', | 
| 529 |  |  |  |  |  |  | '4d'    => '&p=I&d=H', | 
| 530 |  |  |  |  |  |  | '5d'    => '&p=I&d=X', | 
| 531 |  |  |  |  |  |  | 'daily2m' => '&p=DO&d=L', | 
| 532 |  |  |  |  |  |  | 'daily1y' => '&p=DO&d=X'); | 
| 533 |  |  |  |  |  |  |  | 
| 534 |  |  |  |  |  |  | #                              '7d'    => '&data=Z60&den=MEDHIGH', | 
| 535 |  |  |  |  |  |  | #                              'daily' => '&data=A'); | 
| 536 |  |  |  |  |  |  |  | 
| 537 |  |  |  |  |  |  | sub intraday_url { | 
| 538 |  |  |  |  |  |  | my ($self, $symbol, $mode) = @_; | 
| 539 |  |  |  |  |  |  |  | 
| 540 |  |  |  |  |  |  | App::Chart::Download::status | 
| 541 |  |  |  |  |  |  | (__x('Barchart intraday page {symbol} {mode}', | 
| 542 |  |  |  |  |  |  | symbol => $symbol, | 
| 543 |  |  |  |  |  |  | mode   => $mode)); | 
| 544 |  |  |  |  |  |  | my $url = 'http://www.barchart.com/chart.php?sym=' | 
| 545 |  |  |  |  |  |  | . URI::Escape::uri_escape (symbol_to_barchart ($symbol)) | 
| 546 |  |  |  |  |  |  | . $intraday_mode_to_data{$mode}; | 
| 547 |  |  |  |  |  |  | App::Chart::Download::verbose_message ("Intraday page", $url); | 
| 548 |  |  |  |  |  |  |  | 
| 549 |  |  |  |  |  |  | my $jar = cookie_jar(); | 
| 550 |  |  |  |  |  |  | my $resp = App::Chart::Download->get ($url, | 
| 551 |  |  |  |  |  |  | cookie_jar => $jar, | 
| 552 |  |  |  |  |  |  | referer => $url); | 
| 553 |  |  |  |  |  |  | return (intraday_resp_to_url ($resp, $symbol), | 
| 554 |  |  |  |  |  |  | cookie_jar => $jar, | 
| 555 |  |  |  |  |  |  | referer => $url); | 
| 556 |  |  |  |  |  |  | } | 
| 557 |  |  |  |  |  |  | # separate func for offline testing ... | 
| 558 |  |  |  |  |  |  | sub intraday_resp_to_url { | 
| 559 |  |  |  |  |  |  | my ($resp, $symbol) = @_; | 
| 560 |  |  |  |  |  |  | my $content = $resp->decoded_content (raise_error => 1); | 
| 561 |  |  |  |  |  |  |  | 
| 562 |  |  |  |  |  |  | require HTML::LinkExtor; | 
| 563 |  |  |  |  |  |  | my $parser = HTML::LinkExtor->new(undef, $resp->base); | 
| 564 |  |  |  |  |  |  | $parser->parse($content); | 
| 565 |  |  |  |  |  |  | $parser->eof; | 
| 566 |  |  |  |  |  |  |  | 
| 567 |  |  |  |  |  |  | # eg. | 
| 568 |  |  |  |  |  |  |  | 
| 569 |  |  |  |  |  |  | # </map><img src="/cache/bde71ebe23ddac66f2d25081b1b5f953.png" | 
| 570 |  |  |  |  |  |  | # must match some of the link target name since there's other images in | 
| 571 |  |  |  |  |  |  | # the page | 
| 572 |  |  |  |  |  |  | foreach my $link ($parser->links) { | 
| 573 |  |  |  |  |  |  | my ($tag, %attr) = @$link; | 
| 574 |  |  |  |  |  |  | $tag eq 'img' or next; | 
| 575 |  |  |  |  |  |  | my $url = $attr{'src'}; | 
| 576 |  |  |  |  |  |  | index ($url, '/cache/') >= 0 or next; | 
| 577 |  |  |  |  |  |  | ### $url | 
| 578 |  |  |  |  |  |  | return URI->new_abs($url,$resp->base)->as_string; | 
| 579 |  |  |  |  |  |  | } | 
| 580 |  |  |  |  |  |  |  | 
| 581 |  |  |  |  |  |  | if ($content =~ /Could not find any symbols/i) { | 
| 582 |  |  |  |  |  |  | die __x("No such symbol {symbol}\n", | 
| 583 |  |  |  |  |  |  | symbol => $symbol); | 
| 584 |  |  |  |  |  |  | } else { | 
| 585 |  |  |  |  |  |  | die 'Barchart Customer: Intraday page not matched'; | 
| 586 |  |  |  |  |  |  | } | 
| 587 |  |  |  |  |  |  | } | 
| 588 |  |  |  |  |  |  |  | 
| 589 |  |  |  |  |  |  | 1; | 
| 590 |  |  |  |  |  |  | __END__ | 
| 591 |  |  |  |  |  |  |  | 
| 592 |  |  |  |  |  |  |  | 
| 593 |  |  |  |  |  |  |  | 
| 594 |  |  |  |  |  |  |  | 
| 595 |  |  |  |  |  |  |  | 
| 596 |  |  |  |  |  |  | # --------------------------------------------------------------------------- | 
| 597 |  |  |  |  |  |  | # @node Barchart, Finance Quote, Data Sources, Data Sources | 
| 598 |  |  |  |  |  |  | # @section Barchart | 
| 599 |  |  |  |  |  |  | # @cindex @code{barchart.com} | 
| 600 |  |  |  |  |  |  | # | 
| 601 |  |  |  |  |  |  | # @uref{http://www.barchart.com} | 
| 602 |  |  |  |  |  |  | # | 
| 603 |  |  |  |  |  |  | # Barchart provides the following for various futures exchanges around the | 
| 604 |  |  |  |  |  |  | # world, | 
| 605 |  |  |  |  |  |  | # | 
| 606 |  |  |  |  |  |  | # @itemize | 
| 607 |  |  |  |  |  |  | # @c @item | 
| 608 |  |  |  |  |  |  | # @c Quotes updated every 5 minutes, delayed according to the exchange. | 
| 609 |  |  |  |  |  |  | # @c @item | 
| 610 |  |  |  |  |  |  | # @c Intraday graphs. | 
| 611 |  |  |  |  |  |  | # @item | 
| 612 |  |  |  |  |  |  | # Historical data, but only for the past 5 days, and no volume figures. | 
| 613 |  |  |  |  |  |  | # @item | 
| 614 |  |  |  |  |  |  | # Historical data as graphs. | 
| 615 |  |  |  |  |  |  | # @end itemize | 
| 616 |  |  |  |  |  |  | # | 
| 617 |  |  |  |  |  |  | # All information is for personal use only, see the terms at | 
| 618 |  |  |  |  |  |  | # | 
| 619 |  |  |  |  |  |  | # @quotation | 
| 620 |  |  |  |  |  |  | # @uref{http://www2.barchart.com/agreement.asp} @* | 
| 621 |  |  |  |  |  |  | # @uref{http://www2.barchart.com/ddfplus.asp} | 
| 622 |  |  |  |  |  |  | # @end quotation | 
| 623 |  |  |  |  |  |  | # | 
| 624 |  |  |  |  |  |  | # In Chart symbols are the exchange commodity code and an exchange suffix as | 
| 625 |  |  |  |  |  |  | # described below, with a month code letter and year, like @samp{CLZ10.NYM} | 
| 626 |  |  |  |  |  |  | # for December 2010 crude oil. | 
| 627 |  |  |  |  |  |  | # @c SYMBOL: CLZ10.NYM | 
| 628 |  |  |  |  |  |  | # | 
| 629 |  |  |  |  |  |  | # @c The commodity alone is the current front month, like | 
| 630 |  |  |  |  |  |  | # @c @samp{GC.CMX} for gold, or | 
| 631 |  |  |  |  |  |  | # @c @c SYMBOL: GC.CMX | 
| 632 |  |  |  |  |  |  | # | 
| 633 |  |  |  |  |  |  | # Barchart has some different commodity codes than the exchanges, but Chart | 
| 634 |  |  |  |  |  |  | # always uses the exchange codes.  Some Barchart pages show symbols with just | 
| 635 |  |  |  |  |  |  | # one digit for the year, but Chart always uses two like @samp{10} above. | 
| 636 |  |  |  |  |  |  | # | 
| 637 |  |  |  |  |  |  | # Five days of historical data is very limited, but you can accumulate it to at | 
| 638 |  |  |  |  |  |  | # least get a short term picture.  Further data as graphs is available, and | 
| 639 |  |  |  |  |  |  | # Chart has that as a ``Daily'' option in the intraday dialog | 
| 640 |  |  |  |  |  |  | # (@pxref{Intraday}).  (Further historical data as figures is available to | 
| 641 |  |  |  |  |  |  | # subscribers, not currently supported by Chart.) | 
| 642 |  |  |  |  |  |  | # | 
| 643 |  |  |  |  |  |  | # For some of the exchanges below quotes are also available from Yahoo | 
| 644 |  |  |  |  |  |  | # (@pxref{Yahoo Finance}).  The download from Yahoo is much smaller and is hence | 
| 645 |  |  |  |  |  |  | # preferred. | 
| 646 |  |  |  |  |  |  | # | 
| 647 |  |  |  |  |  |  | # @c @ifinfo | 
| 648 |  |  |  |  |  |  | # @c @sp 1 | 
| 649 |  |  |  |  |  |  | # @c @end ifinfo | 
| 650 |  |  |  |  |  |  | # @c @subsection Chicago Board of Trade | 
| 651 |  |  |  |  |  |  | # @c @cindex Chicago Board of Trade | 
| 652 |  |  |  |  |  |  | # @c @cindex CBOT | 
| 653 |  |  |  |  |  |  | # @c | 
| 654 |  |  |  |  |  |  | # @c @uref{http://www.cbot.com} | 
| 655 |  |  |  |  |  |  | # @c | 
| 656 |  |  |  |  |  |  | # @c @cindex @code{.CBOT} | 
| 657 |  |  |  |  |  |  | # @c CBOT data is obtained from Barchart, and quotes from Yahoo (delayed 10 | 
| 658 |  |  |  |  |  |  | # @c minutes).  In Chart symbols have a @samp{.CBOT} suffix, for example | 
| 659 |  |  |  |  |  |  | # @c @samp{O.CBOT} for oats.  Symbols (and trading hours) can be found at | 
| 660 |  |  |  |  |  |  | # @c @c SYMBOL: O.CBOT | 
| 661 |  |  |  |  |  |  | # @c | 
| 662 |  |  |  |  |  |  | # @c @quotation | 
| 663 |  |  |  |  |  |  | # @c @uref{http://www.cbot.com/cbot/pub/page/0@comma{}3181@comma{}932@comma{}00.html} | 
| 664 |  |  |  |  |  |  | # @c @end quotation | 
| 665 |  |  |  |  |  |  | # @c | 
| 666 |  |  |  |  |  |  | # @c For some contracts Barchart has different symbols, but Chart always uses the | 
| 667 |  |  |  |  |  |  | # @c exchange symbols. | 
| 668 |  |  |  |  |  |  | # @c | 
| 669 |  |  |  |  |  |  | # @c @ifinfo | 
| 670 |  |  |  |  |  |  | # @c @sp 1 | 
| 671 |  |  |  |  |  |  | # @c @end ifinfo | 
| 672 |  |  |  |  |  |  | # @c @subsection Chicago Mercantile Exchange | 
| 673 |  |  |  |  |  |  | # @c @cindex Chicago Mercantile Exchange | 
| 674 |  |  |  |  |  |  | # @c @cindex CME | 
| 675 |  |  |  |  |  |  | # @c | 
| 676 |  |  |  |  |  |  | # @c @uref{http://www.cme.com} | 
| 677 |  |  |  |  |  |  | # @c | 
| 678 |  |  |  |  |  |  | # @c @cindex @code{.CME} | 
| 679 |  |  |  |  |  |  | # @c CME data is obtained from Barchart, and quotes from Yahoo (delayed 10 | 
| 680 |  |  |  |  |  |  | # @c minutes).  In Chart symbols have a @samp{.CME} suffix, for example | 
| 681 |  |  |  |  |  |  | # @c @samp{SP.CME} for S&P 500 futures.  Symbols can be found at | 
| 682 |  |  |  |  |  |  | # @c @c SYMBOL: SP.CME | 
| 683 |  |  |  |  |  |  | # @c | 
| 684 |  |  |  |  |  |  | # @c @quotation | 
| 685 |  |  |  |  |  |  | # @c @uref{http://www.cme.com/trading/res/cch/cmeprdcode2439.html} | 
| 686 |  |  |  |  |  |  | # @c @end quotation | 
| 687 |  |  |  |  |  |  | # @c | 
| 688 |  |  |  |  |  |  | # @c For some contracts Barchart has different symbols, but Chart always uses the | 
| 689 |  |  |  |  |  |  | # @c exchange symbols. | 
| 690 |  |  |  |  |  |  | # | 
| 691 |  |  |  |  |  |  | # @ifinfo | 
| 692 |  |  |  |  |  |  | # @sp 1 | 
| 693 |  |  |  |  |  |  | # @end ifinfo | 
| 694 |  |  |  |  |  |  | # @subsection Commodity Exchange | 
| 695 |  |  |  |  |  |  | # @cindex Commodity Exchange | 
| 696 |  |  |  |  |  |  | # @cindex COMEX | 
| 697 |  |  |  |  |  |  | # | 
| 698 |  |  |  |  |  |  | # @cindex @code{.CMX} | 
| 699 |  |  |  |  |  |  | # COMEX is the metals division of NYMEX (see below).  COMEX daily data is | 
| 700 |  |  |  |  |  |  | # obtained from Barchart and quotes from Yahoo (delayed 30 minutes).  In Chart | 
| 701 |  |  |  |  |  |  | # symbols have a @samp{.CMX} suffix (as per Yahoo), for example @samp{GCM16.CMX} | 
| 702 |  |  |  |  |  |  | # for June 2016 gold. | 
| 703 |  |  |  |  |  |  | # @c SYMBOL: GCM16.CMX | 
| 704 |  |  |  |  |  |  | # The exchange has a full symbols directory | 
| 705 |  |  |  |  |  |  | # | 
| 706 |  |  |  |  |  |  | # @quotation | 
| 707 |  |  |  |  |  |  | # @uref{http://www.nymex.com/cc_main.aspx} | 
| 708 |  |  |  |  |  |  | # @end quotation | 
| 709 |  |  |  |  |  |  | # | 
| 710 |  |  |  |  |  |  | # @c   Available symbols and months can be found at | 
| 711 |  |  |  |  |  |  | # @c @quotation | 
| 712 |  |  |  |  |  |  | # @c @uref{http://www2.barchart.com/futexch.asp?exch=comex&code=BSTK} | 
| 713 |  |  |  |  |  |  | # @c @end quotation | 
| 714 |  |  |  |  |  |  | # | 
| 715 |  |  |  |  |  |  | # @c @ifinfo | 
| 716 |  |  |  |  |  |  | # @c @sp 1 | 
| 717 |  |  |  |  |  |  | # @c @end ifinfo | 
| 718 |  |  |  |  |  |  | # @c @subsection New York Board of Trade (ICE Futures U.S.) | 
| 719 |  |  |  |  |  |  | # @c @cindex NYBOT | 
| 720 |  |  |  |  |  |  | # @c @cindex ICE Futures U.S. | 
| 721 |  |  |  |  |  |  | # @c | 
| 722 |  |  |  |  |  |  | # @c @uref{https://www.theice.com/nybot.jhtml} | 
| 723 |  |  |  |  |  |  | # @c | 
| 724 |  |  |  |  |  |  | # @c @cindex @code{.NYBOT} | 
| 725 |  |  |  |  |  |  | # @c @cindex @code{.NYBOT} | 
| 726 |  |  |  |  |  |  | # @c NYBOT data is obtained from Barchart, and quotes from Yahoo (delayed 30 | 
| 727 |  |  |  |  |  |  | # @c minutes).  In Chart, contract symbols have a @samp{.NYBOT} suffix.  The | 
| 728 |  |  |  |  |  |  | # @c commodity code alone is the front month, like @samp{CC.NYBOT} for cocoa.  Or a | 
| 729 |  |  |  |  |  |  | # @c specific month can be given, like @samp{CTX07.WTB} for November 2007 cotton. | 
| 730 |  |  |  |  |  |  | # @c Commodity codes can be found at | 
| 731 |  |  |  |  |  |  | # @c @c SYMBOL: CC.NYBOT | 
| 732 |  |  |  |  |  |  | # @c @c SYMBOL: CTX07.NYBOT | 
| 733 |  |  |  |  |  |  | # @c | 
| 734 |  |  |  |  |  |  | # @c @quotation | 
| 735 |  |  |  |  |  |  | # @c @uref{https://www.theice.com/publicdocs/NYBOT_Products.pdf} | 
| 736 |  |  |  |  |  |  | # @c @end quotation | 
| 737 |  |  |  |  |  |  | # | 
| 738 |  |  |  |  |  |  | # @ifinfo | 
| 739 |  |  |  |  |  |  | # @sp 1 | 
| 740 |  |  |  |  |  |  | # @end ifinfo | 
| 741 |  |  |  |  |  |  | # @subsection New York Mercantile Exchange | 
| 742 |  |  |  |  |  |  | # @cindex New York Mercantile Exchange | 
| 743 |  |  |  |  |  |  | # @cindex NYMEX | 
| 744 |  |  |  |  |  |  | # | 
| 745 |  |  |  |  |  |  | # @uref{http://www.nymex.com} | 
| 746 |  |  |  |  |  |  | # | 
| 747 |  |  |  |  |  |  | # @cindex @code{.NYM} | 
| 748 |  |  |  |  |  |  | # NYMEX daily data is obtained from Barchart and quotes from Yahoo (delayed 30 | 
| 749 |  |  |  |  |  |  | # minutes).  In Chart symbols have a @samp{.NYM} suffix (as per Yahoo), for | 
| 750 |  |  |  |  |  |  | # example @samp{CLZ15.NYM} for December 2015 crude oil. | 
| 751 |  |  |  |  |  |  | # @c SYMBOL: CLZ15.NYM | 
| 752 |  |  |  |  |  |  | # The exchange has a full symbols directory | 
| 753 |  |  |  |  |  |  | # | 
| 754 |  |  |  |  |  |  | # @quotation | 
| 755 |  |  |  |  |  |  | # @uref{http://www.nymex.com/cc_main.aspx} | 
| 756 |  |  |  |  |  |  | # @end quotation | 
| 757 |  |  |  |  |  |  | # | 
| 758 |  |  |  |  |  |  | # @c Available symbols and months can be found at | 
| 759 |  |  |  |  |  |  | # @c | 
| 760 |  |  |  |  |  |  | # @c @quotation | 
| 761 |  |  |  |  |  |  | # @c @uref{http://www2.barchart.com/futexch.asp?exch=nymex&code=BSTK} | 
| 762 |  |  |  |  |  |  | # @c @end quotation | 
| 763 |  |  |  |  |  |  | # | 
| 764 |  |  |  |  |  |  | # | 
| 765 |  |  |  |  |  |  | # @c @ifinfo | 
| 766 |  |  |  |  |  |  | # @c @sp 1 | 
| 767 |  |  |  |  |  |  | # @c @end ifinfo | 
| 768 |  |  |  |  |  |  | # @c @subsection Singapore International Money Exchange | 
| 769 |  |  |  |  |  |  | # @c @cindex Singapore International Money Exchange | 
| 770 |  |  |  |  |  |  | # @c @cindex Singapore Stock Exchange | 
| 771 |  |  |  |  |  |  | # @c @cindex SIMEX | 
| 772 |  |  |  |  |  |  | # @c @cindex SGX | 
| 773 |  |  |  |  |  |  | # @c | 
| 774 |  |  |  |  |  |  | # @c @uref{http://www.sgx.com} | 
| 775 |  |  |  |  |  |  | # @c | 
| 776 |  |  |  |  |  |  | # @c @cindex @code{.SIMEX} | 
| 777 |  |  |  |  |  |  | # @c SIMEX is the derivatives arm of the Singapore Stock Exchange.  SIMEX symbols | 
| 778 |  |  |  |  |  |  | # @c have a @samp{.SIMEX} suffix, for example @samp{NK.SIMEX} for Nikkei 225 | 
| 779 |  |  |  |  |  |  | # @c futures. | 
| 780 |  |  |  |  |  |  | # @c @c SYMBOL: NK.SIMEX | 
| 781 |  |  |  |  |  |  | # @c | 
| 782 |  |  |  |  |  |  | # @c @c  The terms and conditions at www.sgx.com (the last of the ``useful links'' | 
| 783 |  |  |  |  |  |  | # @c @c  at the right hand side of the home page) say linking is allowed but not | 
| 784 |  |  |  |  |  |  | # @c @c  deep linking is not allowed.  Dunno what that means, maybe it's nothing | 
| 785 |  |  |  |  |  |  | # @c @c  except the home page, though if that were the case you'd think it would | 
| 786 |  |  |  |  |  |  | # @c @c  say that.  In any case give directions instead of links. | 
| 787 |  |  |  |  |  |  | # @c @c | 
| 788 |  |  |  |  |  |  | # @c @c  (Prohibitions on publishing the URL of something already freely accessible | 
| 789 |  |  |  |  |  |  | # @c @c  seem pretty dubious, though it's not some passive object, but somebody | 
| 790 |  |  |  |  |  |  | # @c @c  else's computer, and is more or less an invitation to use that in a way | 
| 791 |  |  |  |  |  |  | # @c @c  they don't want, which would be at best highly irresponsible.) | 
| 792 |  |  |  |  |  |  | # @c @c | 
| 793 |  |  |  |  |  |  | # @c Symbols can be found on the contract specifications pages.  On the home page | 
| 794 |  |  |  |  |  |  | # @c under ``Products and Services'' choose ``Derivatives'' then either the | 
| 795 |  |  |  |  |  |  | # @c ``Equity Index Futures / Options'' or ``Interest Rate Futures / Options'' | 
| 796 |  |  |  |  |  |  | # @c items.  Those two pages then have selection boxes to see each contract. | 
| 797 |  |  |  |  |  |  | # @c | 
| 798 |  |  |  |  |  |  | # @c The MSCI Japan contract (symbol @samp{JP}) is not available from Barchart, but | 
| 799 |  |  |  |  |  |  | # @c all other contracts are.  Intra-day graphs are not available. | 
| 800 |  |  |  |  |  |  | # @c | 
| 801 |  |  |  |  |  |  | # @c Barchart has its own set of contract symbols, but Chart uses the exchange | 
| 802 |  |  |  |  |  |  | # @c symbols. | 
| 803 |  |  |  |  |  |  |  | 
| 804 |  |  |  |  |  |  |  |