A Clojure version of my Yahoo Finance Ruby gem seemed like an interesting challenge and a good way to learn Clojure better. This version uses Apache HttpClient, which is significantly slower than libcurl. A libcurl version is on the way. Continue Reading »

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Yahoo! Finance allows clients to download free historic stock data. Transparentech’s YahooFinance Ruby gem works well, but getting historic data for a large number of symbols is painfully slow. YahooFinance (the gem)’s download of the end-of-day historic quotes for about 10,000 symbols was taking 2 hours or more. With Typhoeus and its parallel connections, I can run the same download in under 7 minutes.

Paul Dix’s Typhoeus appeared while Googling today. Not only is it an awesomely fast wrapper for libcurl, it allows you to queue requests and then execute them concurrently.

Update: I’ve just released a Ruby gem based on this code. It’s on Gemcutter, and the source is on GitHub. You can install it by just doing a “sudo gem install yahoofinance-typhoeus“.
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Popularity: 48% [?]