Parse Yahoo finance data in C++

Question

I would like to parse Yahoo financial csv files in C++. Given that each line is formatted as:

Date,Open,High,Low,Close,Volume,Adj Close

what is an efficient way to get these values? I would like to store the date into a structure that contains a ctime struct for the date, and doubles for all other values.

Duplicate of the following question: http://stackoverflow.com/questions/1120140/csv-parser-in-c — Zamfir Kerlukson, Feb 23 '13 at 09:59

score 2 · Answer 1 · edited May 23 '17 at 11:43

You could define a struct for line, for example:

struct Instrument
{
   ctime   date_;
   double  open_;
   double  high_;
   double  low_;
   double  close_;
   double  volume_;
   double  adj_;
   double  close_;
};

Then you getline to read each line from file, parse each line(use boost tokenizer, regex or split-a-c++-string) into an Instrument object, then you could store it in a STL container, for example:

std::vector<Instrument> instruments;
instruments.push_back(instrument);

score 0 · Answer 2 · answered Dec 18 '12 at 03:06

0

I think Boost Regular expressions can help you.

http://www.boost.org/doc/libs/1_52_0/libs/regex/doc/html/index.html

answered Dec 18 '12 at 03:06

Yigang Wu

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Parse Yahoo finance data in C++

2 Answers2