Yahoo Finance is one of the most popular sources of free financial data. It does not only contain historical data but also financial statements, dividend information and calculated metrics like e.g. 50 and 200 day moving average, beta, etc ... Yahoo Finance does not have an officially supported API anymore but pandas-datareader still allows you to access the data from Yahoo Finance in Python (other alternatives are yfinance and yahoo_fin).
This post is part of a series on using Pandas datareader to retrieve financial data:
- Using Python and Pandas Datareader to retrieve financial data - part 1: Federal Reserve Data (FRED)
- Using Python and Pandas Datareader to retrieve financial data - part 2: Fama & French library
- Using Python and Pandas Datareader to retrieve financial data - part 3: Yahoo Finance
In this post I have used version 0.10.0 of pandas-datareader (released July 13, 2021) which is currently working with Yahoo Finance - previous versions of pandas-datareader had to be updated after Yahoo made some changes on the underlying API.
Warning: Accessing Yahoo Finance using Python libraries is quite brittle so don't try to built production trading systems using this data source.
Accessing the Yahoo Finance API using pandas-datareader is very simple as shown in the screenshot below but I would also recommend implementing a cache mechanism for your queries using the requests-cache Python library to avoid having your IP address being banned. The full source of this Jupyter notebook is available at https://github.com/jorisp/tradingnotebooks/blob/master/YahooFinancesingle.ipynb
References:
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