Data Mining Historic Stock Quotes in Java.
Douglas A. Lyon · The Journal of Object Technology · 2007
This paper describes how to extract historic stock quote data and display it.We show how to chart stock prices, using the web as a data source.The methodology for converting the web data source into internal data structures is based on using HTML as input.This type of screen scraping has become a popular means of recording data into programs.Simple string manipulation techniques are shown to be good enough for these types of well-formed data streams. THE PROBLEMHistoric stock price data is generally available on the web (using a browser to format the HTML data).Given an HTML data source, we would like to find a way to create an underlying data structure that is type-safe and well formulated.We are motivated to study these problems for a variety of reasons.Firstly, for the purpose of conducting empirical studies, entering the data into the computer by hand is both error-prone and tedious.We seek a means to get this data, using free data feeds, so that we can build dynamically updated displays and perform data mining functions.Secondly, we find that easy to parse data enables us to teach our students the basic concepts of data mining.This example is used in a first course in network programming. FINDING THE DATAFinding the data, on-line, and free, is a necessary first step toward this type of data mining.Quotes have been