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Yahoo Finance API

Minimal API to interact with Yahoo Finance.

Installation

pip install yahoo_finance_api2

Usage

The following example retrieves 10 days of 5 minute frequency Microsoft (MSFT) stock data.

import sys
from yahoo_finance_api2 import share
from yahoo_finance_api2.exceptions import YahooFinanceError

my_share = share.Share('MSFT')
symbol_data = None

try:
    symbol_data = my_share.get_historical(share.PERIOD_TYPE_DAY,
                                          10,
                                          share.FREQUENCY_TYPE_MINUTE,
                                          5)
except YahooFinanceError as e:
    print(e.message)
    sys.exit(1)

print(symbol_data)

The output format:

{
  'timestamp': [...],
  'open': [...],
  'high': [...],
  'low': [...],
  'close': [...],
  'adj_close': [...],
  'volume': [...]
}

API

  • Class Share:
    • get_historical(period_type, period, frequency_type, frequency)
      • Returns historical data for the given period type (share.PERIOD_TYPE_DAY, share.PERIOD_TYPE_WEEK, share.PERIOD_TYPE_MONTH, share.PERIOD_TYPE_YEAR), period (1, 5, 10, etc.), frequency_type (share.FREQUENCY_TYPE_MINUTE, share.FREQUENCY_TYPE_DAY, share.FREQUENCY_TYPE_MONTH, share.FREQUENCY_TYPE_YEAR), and frequency (1, 5, 10, etc.). Only certain combinations of these parameters are allowed.