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As discussed in Talend Data Warehousing, we'll use Talend to build both an Operational Data Store (ODS) and a Data Warehouse. This Data Warehouse will allow us perform analysis of the Stock Market. To do this, we'll look at data from various sources, including Yahoo! Finance. Please read the Yahoo! Finance Terms of Service before using the data that is available. This APIs described here are not intended to be used in a commercial application or for any form of data distribution.
The examples shown in these tutorials will be biased towards stocks and other financial instruments that are traded on the London Stock Exchange (LSE). The programs and techniques described here may be easily adapted for other Stock Exchanges and, of course, other data sources; should you intent to use them in your own applications.
Stocks are usually identified by a Ticker Symbol. In the case of the London Stock Exchange (LSE), the symbol TSCO represents Tesco Plc. Yahoo! Finance also identifies a Stock Market, using a suffix. In the case of the London Stock Exchange (LSE), the suffix is
L, making the Yahoo! Finance symbol for Tesco Plc,
Getting a list of the London Stock Exchange (LSE) Ticker Symbol seems a sensible starting place and we will use this as our entry point for building our Data Warehouse. To get a free-to-use list of Symbols has not proven to be fruitful search and it is worth noting that new symbols will be added from time to time and, of couse, some will cease to be used.Because of this, it seems a helpful excercise, to write a Talend Job that will generate a list of Symbol candidates, even if they may not be in use. London Stock Exchange (LSE) symbols appear to be either 3 or 4 characters in length and are made up of the characters
A-Z. Unfortunately, this yields a fairly large number of rows; however, it is still a usefull excercise and will ensure that no valid symbols are missed. This list generation can, of course, be replaced with an alternative source that provides only valid symbols.