py_yahoo_prices
Get daily/weekly/monthly prices of equities from yahoo's new tricky endpoint query1.finance.yahoo.com/v7/finance/download/
If a lot of symbols are fetched at once, the API sometimes returns 404 even for symbols that have the data. Try splitting the queries into multiple chunks if this happens
Installation
pip install py_yahoo_prices
Usage
from datetime import datetime
import py_yahoo_prices.price_fetcher as pf
st_dt = datetime(2017, 6, 1)
comp_codes = ["IMM.L", "AAPL", "TSLA", ...]
# get the raw prices from yahoo, auto retries on a 401 error
raw_prices = pf.multi_price_fetch(codes_list=comp_codes,
start_date=st_dt)
# the parameters can be adjusted
raw_prices = pf.multi_price_fetch(codes_list=comp_codes,
start_date=st_dt,
end_date=datetime(2018, 3, 1),
interval='1d',
threads=50)
