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Yahoo!, Y!Finance, and Yahoo! finance are registered trademarks of Yahoo, Inc. 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. Remember - the Yahoo! finance API is intended for personal use only. |
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.
The Ticker module, which allows you to access ticker data in a more Pythonic way:
import yfinance as yf
msft = yf.Ticker("MSFT")
# get stock info
msft.info
# get historical market data
hist = msft.history(period="max")
# show actions (dividends, splits)
msft.actions
# show dividends
msft.dividends
# show splits
msft.splits
# show financials
msft.financials
msft.quarterly_financials
# show major holders
msft.major_holders
# show institutional holders
msft.institutional_holders
# show balance sheet
msft.balance_sheet
msft.quarterly_balance_sheet
# show cashflow
msft.cashflow
msft.quarterly_cashflow
# show earnings
msft.earnings
msft.quarterly_earnings
# show sustainability
msft.sustainability
# show analysts recommendations
msft.recommendations
# show next event (earnings, etc)
msft.calendar
# show all earnings dates
msft.earnings_dates
# show ISIN code - *experimental*
# ISIN = International Securities Identification Number
msft.isin
# show options expirations
msft.options
# show news
msft.news
# get option chain for specific expiration
opt = msft.option_chain('YYYY-MM-DD')
# data available via: opt.calls, opt.putsIf you want to use a proxy server for downloading data, use:
import yfinance as yf
msft = yf.Ticker("MSFT")
msft.history(..., proxy="PROXY_SERVER")
msft.get_actions(proxy="PROXY_SERVER")
msft.get_dividends(proxy="PROXY_SERVER")
msft.get_splits(proxy="PROXY_SERVER")
msft.get_balance_sheet(proxy="PROXY_SERVER")
msft.get_cashflow(proxy="PROXY_SERVER")
msft.option_chain(..., proxy="PROXY_SERVER")
...To use a custom requests session (for example to cache calls to the
API or customize the User-agent header), pass a session= argument to
the Ticker constructor.
import requests_cache
session = requests_cache.CachedSession('yfinance.cache')
session.headers['User-agent'] = 'my-program/1.0'
ticker = yf.Ticker('msft aapl goog', session=session)
# The scraped response will be stored in the cache
ticker.actionsTo initialize multiple Ticker objects, use
import yfinance as yf
tickers = yf.Tickers('msft aapl goog')
# ^ returns a named tuple of Ticker objects
# access each ticker using (example)
tickers.tickers.MSFT.info
tickers.tickers.AAPL.history(period="1mo")
tickers.tickers.GOOG.actionsimport yfinance as yf
data = yf.download("SPY AAPL", start="2017-01-01", end="2017-04-30")I've also added some options to make life easier :)
data = yf.download( # or pdr.get_data_yahoo(...
# tickers list or string as well
tickers = "SPY AAPL MSFT",
# use "period" instead of start/end
# valid periods: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max
# (optional, default is '1mo')
period = "ytd",
# fetch data by interval (including intraday if period < 60 days)
# valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
# (optional, default is '1d')
interval = "1m",
# Whether to ignore timezone when aligning ticker data from
# different timezones. Default is True. False may be useful for
# minute/hourly data.
ignore_tz = False,
# group by ticker (to access via data['SPY'])
# (optional, default is 'column')
group_by = 'ticker',
# adjust all OHLC automatically
# (optional, default is False)
auto_adjust = True,
# identify and attempt repair of currency unit mixups e.g. $/cents
repair = False,
# download pre/post regular market hours data
# (optional, default is False)
prepost = True,
# use threads for mass downloading? (True/False/Integer)
# (optional, default is True)
threads = True,
# proxy URL scheme use use when downloading?
# (optional, default is None)
proxy = None
)When fetching price data, all dates are localized to stock exchange timezone.
But timezone retrieval is relatively slow, so yfinance attemps to cache them
in your users cache folder.
You can direct cache to use a different location with set_tz_cache_location():
import yfinance as yf
yf.set_tz_cache_location("custom/cache/location")
...The following answer on Stack Overflow is for How to deal with multi-level column names downloaded with yfinance?
yfinancereturns apandas.DataFramewith 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 with
pandas.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
saving the dataframe to a csv with
- The answer discusses:
If your code uses pandas_datareader and you want to download data
faster, you can "hijack" pandas_datareader.data.get_data_yahoo()
method to use yfinance while making sure the returned data is in the
same format as pandas_datareader's get_data_yahoo().
from pandas_datareader import data as pdr
import yfinance as yf
yf.pdr_override() # <== that's all it takes :-)
# download dataframe
data = pdr.get_data_yahoo("SPY", start="2017-01-01", end="2017-04-30")Install yfinance using pip:
$ pip install yfinance --upgrade --no-cache-dir
To install yfinance using conda, see
this.
- Python >= 2.7, 3.4+
- Pandas (tested to work with >=0.23.1)
- Numpy >= 1.11.1
- requests >= 2.14.2
- lxml >= 4.5.1
- appdirs >=1.4.4
- pandas_datareader >= 0.4.0
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 detailes on your rights to use the actual data downloaded.
Please drop me an note with any feedback you have.
Ran Aroussi