For years I've been using web page requests like the following to retrieve 20 days at a time of minutewise stock data from Google:
http://www.google.com/finance/getprices?q=.INX&i=60&p=20d&f=d,c,h,l,o,v
= Retrieve for .INX (S&P 500 index) 60-second interval data for the last 20 days, with format Datetime(in Unix format), Close, High, Low, Open, Volume.
The Datetime is in Unix format (seconds since 1/1/1970, prefixed with an "A") for the first entry of each day, and subsequent entries show the intervals that have passed (so 1 = 60 seconds after the opening of the market that day).
That worked up until 9/10/2017, but today (9/17) it only returns day-end data (it even reports the "interval" between samples as 86400). Pooey! I can get that anywhere, in bulk.
But if I ask for fewer days, or broader intervals, it seems to return data - but weird data. Asking for data every 120 seconds returns exactly that - but only for every other market day. Weird!
Has anyone got a clue what might have happened?
Whoa! I think I figured it out.
Google still returns minutewise data for the same approximate limitations (up to 20 calendar days), but instead of d=10 returning all the market data for the last 10 calendar days, it return the data for the last 10 market days. Previously, to get the last 10 market days you would ask for d=14 (M-Fx2, plus two weekends). Now, Google interprets the d variable as market days, and asking for d=20 exceeds the limits on what they will deliver.
It now appears that d=15 is the limit (three weeks of market days). No clue on why I got the very weird every-other-day data for a while... but maybe if you exceed their d-limits the intervals get screwy. Dunno. Don't care. Easy fix.