Download market data from Yahoo! Finance's API
yfinance offers a threaded and Pythonic way to download market data from Yahoo!Ⓡ finance.
→ Check out this Blog post for a detailed tutorial with code examples.
Installation
Install yfinance
using pip
:
To install with optional dependencies, replace optional
with: nospam
for caching-requests, repair
for price repair, or nospam,repair
for both:
Required dependencies , all dependencies.
Quick Start
The Ticker module
The Ticker
module, which allows you to access ticker data in a more Pythonic way:
For tickers that are ETFs/Mutual Funds, Ticker.funds_data
provides access to fund related data.
Funds' Top Holdings and other data with category average is returned as pd.DataFrame
.
If you want to use a proxy server for downloading data, use:
Multiple tickers
To initialize multiple Ticker
objects, use
To download price history into one table:
yf.download()
and Ticker.history()
have many options for configuring fetching and processing. Review the Wiki for more options and detail.
Sector and Industry
The Sector
and Industry
modules allow you to access the US market information.
To initialize, use the relevant sector or industry key as below. (Complete mapping of the keys is available in const.py
.)
The modules can be chained with Ticker as below.
Market Screener
The Screener
module allows you to screen the market based on specified queries.
Query Construction
To create a query, you can use the EquityQuery
class to construct your filters step by step. The queries support operators: GT
(greater than), LT
(less than), BTWN
(between), EQ
(equals), and logical operators AND
and OR
for combining multiple conditions.
Screener
The Screener
class is used to execute the queries and return the filtered results. You can set a custom body for the screener or use predefined configurations.
Logging
yfinance
now uses the logging
module to handle messages, default behaviour is only print errors. If debugging, use yf.enable_debug_mode()
to switch logging to debug with custom formatting.
Smarter scraping
Install the nospam
packages for smarter scraping using pip
(see Installation). These packages help cache calls such that Yahoo is not spammed with requests.
To use a custom requests
session, pass a session=
argument to
the Ticker constructor. This allows for caching calls to the API as well as a custom way to modify requests via the User-agent
header.
Combine requests_cache
with rate-limiting to avoid triggering Yahoo's rate-limiter/blocker that can corrupt data.
Managing Multi-Level Columns
The following answer on Stack Overflow is for How to deal with
multi-level column names downloaded with
yfinance?
yfinance
returns apandas.DataFrame
with multi-level column
names, with a level for the ticker and a level for the stock price
data- The answer discusses:
- How to correctly read the the multi-level columns after
saving the dataframe to a csv withpandas.DataFrame.to_csv
- How to download single or multiple tickers into a single
dataframe with single level column names and a ticker column
- How to correctly read the the multi-level columns after
- The answer discusses:
Persistent cache store
To reduce Yahoo, yfinance store some data locally: timezones to localize dates, and cookie. Cache location is:
- Windows = C:/Users/
/AppData/Local/py-yfinance - Linux = /home/
/.cache/py-yfinance - MacOS = /Users/
/Library/Caches/py-yfinance
You can direct cache to use a different location with set_tz_cache_location()
:
Developers: want to contribute?
yfinance
relies on community to investigate bugs and contribute code. Developer guide: https://github.com/ranaroussi/yfinance/discussions/1084
Legal Stuff
yfinance is distributed under the Apache Software License. See
the LICENSE.txt file in the release for details.
AGAIN - yfinance is not affiliated, endorsed, or vetted by Yahoo, Inc. It's
an open-source tool that uses Yahoo's publicly available APIs, and is
intended for research and educational purposes. You should refer to Yahoo!'s terms of use
(here,
here, and
here) for
details on your rights to use the actual data downloaded.
P.S.
Please drop me a note with any feedback you have.
Ran Aroussi
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