Downloading mutliple stocks at once from yahoo finance python
Updated as of 2021-01-19
- At this time, the implementation in the OP works without issue, to download multiple stocks.
- Version: 0.9.0 Date: July 10, 2020
- GitHub: pydata / pandas-datareader
tickers = ['msft', 'aapl', 'twtr', 'intc', 'tsm', 'goog', 'amzn', 'fb', 'nvda']
df = pdr.DataReader(tickers, data_source='yahoo', start='2017-01-01', end='2020-09-28')
Original Answer
If you read through Pandas DataReader's documentation, they issued an immediate depreciation on multiple data source API's, one of which is Yahoo! Finance.
v0.6.0 (January 24, 2018)
Immediate deprecation of Yahoo!, Google Options and Quotes and EDGAR. The end points behind these APIs have radically changed and the existing readers require complete rewrites. In the case of most Yahoo! data the endpoints have been removed. PDR would like to restore these features, and pull requests are welcome.
This could be the culprit to why you been getting IndexError's (or any other normally none-existant errors).
However, there is another Python package whose goal is to fix the support for Yahoo! Finance for Pandas DataReader, you can find that package here:
https://pypi.python.org/pypi/fix-yahoo-finance
According to their documentation:
Yahoo! finance has decommissioned their historical data API, causing many programs that relied on it to stop working.
fix-yahoo-finance offers a temporary fix to the problem by scraping the data from Yahoo! finance using and return a Pandas DataFrame/Panel in the same format as pandas_datareader’s
get_data_yahoo().By basically “hijacking”
pandas_datareader.data.get_data_yahoo()method, fix-yahoo-finance’s implantation is easy and only requires to importfix_yahoo_financeinto your code.
All you need to add is this:
from pandas_datareader import data as pdr
import fix_yahoo_finance as yf
yf.pdr_override()
stocks = ["stock1","stock2", ...]
start = datetime.datetime(2012,5,31)
end = datetime.datetime(2018,3,1)
f = pdr.get_data_yahoo(stocks, start=start, end=end)
Or even without the need of Pandas DataReader:
import fix_yahoo_finance as yf
stocks = ["stock1","stock2", ...]
start = datetime.datetime(2012,5,31)
end = datetime.datetime(2018,3,1)
data = yf.download(stocks, start=start, end=end)
You can use the new Python YahooFinancials module with pandas to do this. YahooFinancials is well built and gets it's data by hashing out the datastore object present in each Yahoo Finance Web page, so it's fast and doesn't rely on the old discontinued api nor a web driver like a scraper does. Data is returned as JSON and you can pull as many stocks as you want at once by passing in a list of stock/index tickers to initialize the YahooFinancials Class with.
$ pip install yahoofinancials
Usage Example:
from yahoofinancials import YahooFinancials
import pandas as pd
# Select Tickers and stock history dates
ticker = 'AAPL'
ticker2 = 'MSFT'
ticker3 = 'INTC'
index = '^NDX'
freq = 'daily'
start_date = '2012-10-01'
end_date = '2017-10-01'
# Function to clean data extracts
def clean_stock_data(stock_data_list):
new_list = []
for rec in stock_data_list:
if 'type' not in rec.keys():
new_list.append(rec)
return new_list
# Construct yahoo financials objects for data extraction
aapl_financials = YahooFinancials(ticker)
mfst_financials = YahooFinancials(ticker2)
intl_financials = YahooFinancials(ticker3)
index_financials = YahooFinancials(index)
# Clean returned stock history data and remove dividend events from price history
daily_aapl_data = clean_stock_data(aapl_financials
.get_historical_stock_data(start_date, end_date, freq)[ticker]['prices'])
daily_msft_data = clean_stock_data(mfst_financials
.get_historical_stock_data(start_date, end_date, freq)[ticker2]['prices'])
daily_intl_data = clean_stock_data(intl_financials
.get_historical_stock_data(start_date, end_date, freq)[ticker3]['prices'])
daily_index_data = index_financials.get_historical_stock_data(start_date, end_date, freq)[index]['prices']
stock_hist_data_list = [{'NDX': daily_index_data}, {'AAPL': daily_aapl_data}, {'MSFT': daily_msft_data},
{'INTL': daily_intl_data}]
# Function to construct data frame based on a stock and it's market index
def build_data_frame(data_list1, data_list2, data_list3, data_list4):
data_dict = {}
i = 0
for list_item in data_list2:
if 'type' not in list_item.keys():
data_dict.update({list_item['formatted_date']: {'NDX': data_list1[i]['close'], 'AAPL': list_item['close'],
'MSFT': data_list3[i]['close'],
'INTL': data_list4[i]['close']}})
i += 1
tseries = pd.to_datetime(list(data_dict.keys()))
df = pd.DataFrame(data=list(data_dict.values()), index=tseries,
columns=['NDX', 'AAPL', 'MSFT', 'INTL']).sort_index()
return df
Multiple stocks data at once example (returns list of JSON objects for each ticker):
from yahoofinancials import YahooFinancials
tech_stocks = ['AAPL', 'MSFT', 'INTC']
bank_stocks = ['WFC', 'BAC', 'C']
yahoo_financials_tech = YahooFinancials(tech_stocks)
yahoo_financials_banks = YahooFinancials(bank_stocks)
tech_cash_flow_data_an = yahoo_financials_tech.get_financial_stmts('annual', 'cash')
bank_cash_flow_data_an = yahoo_financials_banks.get_financial_stmts('annual', 'cash')
banks_net_ebit = yahoo_financials_banks.get_ebit()
tech_stock_price_data = tech_cash_flow_data.get_stock_price_data()
daily_bank_stock_prices = yahoo_financials_banks.get_historical_stock_data('2008-09-15', '2017-09-15', 'daily')
JSON Output Example:
Code:
yahoo_financials = YahooFinancials('WFC')
print(yahoo_financials.get_historical_stock_data("2017-09-10", "2017-10-10", "monthly"))
JSON Return:
{
"WFC": {
"prices": [
{
"volume": 260271600,
"formatted_date": "2017-09-30",
"high": 55.77000045776367,
"adjclose": 54.91999816894531,
"low": 52.84000015258789,
"date": 1506830400,
"close": 54.91999816894531,
"open": 55.15999984741211
}
],
"eventsData": [],
"firstTradeDate": {
"date": 76233600,
"formatted_date": "1972-06-01"
},
"isPending": false,
"timeZone": {
"gmtOffset": -14400
},
"id": "1mo15050196001507611600"
}
}