Skip to main content

Retrieve nearly all data from Yahoo Finance for one or more ticker symbols

Project description

Yahooquery

CodeFactor PyPi downloads PyPI version shields.io PyPI license PyPI pyversions Build Status codecov

Python wrapper around an unofficial Yahoo Finance API. Check out an interactive demo at (https://yahooquery-streamlit.herokuapp.com)

2.0.0 UPDATES

  • Yahoo Finance Premium data (for subscribed users)
  • Option to make asynchronous and synchronous requests
  • Faster option data retrieval
  • EVEN MORE DATA

Table of Contents

Install

pip install yahooquery

Ticker

The Ticker module is the access point to the Yahoo Finance API. Pass a ticker symbol to the Ticker class.

from yahooquery import Ticker

aapl = Ticker('aapl')

Or pass a list of tickers.

tickers = Ticker(['aapl', 'msft'])

# is equivalent to
tickers = Ticker('aapl msft')

# is equivalent to
tickers = Ticker('aapl, msft')

New to 2.0.0

Additional keyword arguments can be passed to the class to modify certain behavior:

  • asynchronous: Pass asynchronous=True and requests made with multiple symbols will be made asynchronously. Default is False
  • max_workers: Pass max_workers=<n> and modify how many workers are available to make asynchronous requests. This is only used when asynchronous=True is passed as well. Default is 8
  • proxies: Pass proxies={'http': ..., 'https': ...} to use a proxy when making a request. This is recommended when making asynchronous requests.
  • formatted: Pass formatted=True to receive most numeric data in the following form: 'price': {'raw': 126000000000, 'fmt': '$126B'} Default is False
  • username and password: If you subscribe to Yahoo Finance Premium, pass your username and password. You will be logged in and will now be able to access premium properties / methods. All premium properties / methods begin with p_. Disable two-factor authentication for this to work. You do not need to be logged in to access all other properties and methods.

Data

Based on the data you'd like, the result will either be accessed through a dict or as a pandas.DataFrame. Accessing data is incredibly easy and pythonic.

Dictionaries

aapl = Ticker('aapl')

# Asset Profile
aapl.asset_profile
{'aapl': {'address1': 'One Apple Park Way', 'city': 'Cupertino', ... }}

# ESG Scores
aapl.esg_scores
{'aapl': {'totalEsg': 72.27, 'environomentScore': 89.81, ... }}

# Financial Data
aapl.financial_data
{'aapl': {'currentPrice': 275.15, 'targetHighPrice': 342.4, ... }}

# Key Statistics
aapl.key_stats
{'aapl': {'priceHint': 2, 'enterpriseValue': 1230054359040, ... }}

# Price Information
aapl.price
{'aapl': {'preMarketChange': {}, 'preMarketPrice': {}, ... }}

# Quote Type
aapl.quote_type
{'aapl': {'exchange': 'NMS', 'quoteType': 'EQUITY', ... }}

# Share Purchase Activity
aapl.share_purchase_activity
{'aapl': {'period': '6m', 'buyInfoCount': 20, ... }}

# Summary Information
aapl.summary_detail
{'aapl': {'priceHint': 2, 'previousClose': 271.46, ... }}
aapl.summary_profile
{'aapl': {'address1': 'One Apple Park Way', 'city': 'Cupertino', ... }}

How about more than one ticker?

# Pass a list of tickers to the Ticker class
tickers = Ticker('aapl msft')

tickers.asset_profile
{'aapl': {'address1': 'One Apple Park Way', 'city': 'Cupertino', ... }, 'msft': {'address1': 'One Microsoft Way', 'city': 'Redmond', ... }}

tickers.esg_scores
{'aapl': {'totalEsg': 72.27, 'environomentScore': 89.81, ... }, 'msft': {'totalEsg': 74.8, 'environmentScore': 84.17, ... }}

tickers.financial_data
{'aapl': {'currentPrice': 275.15, 'targetHighPrice': 342.4, ... }, 'msft': {'currentPrice': 154.53, 'targetHighPrice': 174.0, ... }}

tickers.key_stats
{'aapl': {'priceHint': 2, 'enterpriseValue': 1230054359040, ... }, 'msft': {'priceHint': 2, 'enterpriseValue': 1127840350208, ... }}

tickers.price
{'aapl': {'preMarketChange': {}, 'preMarketPrice': {}, ... }, 'msft': {'preMarketChange': {}, 'preMarketPrice': {}, ... }}

tickers.quote_type
{'aapl': {'exchange': 'NMS', 'quoteType': 'EQUITY', ... }, 'msft': {'exchange': 'NMS', 'quoteType': 'EQUITY', ... }}

tickers.share_purchase_activity
{'aapl': {'period': '6m', 'buyInfoCount': 20, ... }, 'msft': {'period': '6m', 'buyInfoCount': 30, ... }}

tickers.summary_detail
{'aapl': {'priceHint': 2, 'previousClose': 271.46, ... }, 'msft': {'priceHint': 2, 'previousClose': 153.24, ... }}

tickers.summary_profile
{'aapl': {'address1': 'One Apple Park Way', 'city': 'Cupertino', ... }, 'msft': {'address1': 'One Microsoft Way', 'city': 'Redmond', ... }}

New in 2.0.0

# News Articles
aapl.news

# Trend data related to a symbols page views
aapl.page_views

# Top 5 recommended symbols based on a symbol(s)
aapl.recommendations

# Technical trading insights
aapl.technical_insights

# Validate symbol's existence
aapl.validation

Dataframes

aapl.company_officers
aapl.earning_history
aapl.grading_history
aapl.insider_holders
aapl.insider_transactions
aapl.institution_ownership
aapl.recommendation_trend
aapl.sec_filings
aapl.fund_ownership
aapl.major_holders
aapl.earnings_trend

# The following methods take a frequency argument.  If nothing is provided, annual data will be returned.  To return quarterly data, pass "q" as an argument.
aapl.balance_sheet()  # Defaults to Annual
aapl.balance_sheet(frequency="q")
aapl.balance_sheet("q")
aapl.cash_flow()
aapl.income_statement()

Premium

Login

If you subscribe to Yahoo Finance Premium, you can utilize this package to retrieve premium data as well. You can pass your login credentials (username and password) when you initialize the Ticker class:

tickers = Ticker('aapl msft fb', username='my_email@gmail.com', password='my_password')

Or you can login after initializing the Ticker class:

tickers.login('my_email@gmail.com', 'my_password')

It will take around 15-20 seconds to log you in. After that, utilize the following properties and methods to retrieve premium data:

# Methods
tickers.p_balance_sheet()
tickers.p_income_statement()
tickers.p_cash_flow()

# The following allows you to retrieve premium reports and ideas related to a given symbol(s).  Report IDs and Idea IDs can be retrieved through the p_portal property
tickers.p_reports(report_id)
tickers.p_ideas(idea_id)

# Properties
tickers.p_company_360
tickers.p_portal
tickers.p_technical_events
tickers.p_value_analyzer
tickers.p_value_analyzer_drilldown

Change Symbols

Instead of initializing another class with different symbols, simply do the following:

tickers.symbols = 'goog amzn'
# or
tickers.symbols = ['goog', 'amzn']

Fund Specific

Mutual Funds have many of the accessors detailed above as well as the additional ones below:

fund = Ticker('rpbax')

fund.fund_category_holdings  # pandas.DataFrame
fund.fund_bond_ratings  # pandas.DataFrame
fund.fund_sector_weightings  # pandas.DataFrame
fund.fund_performance  # dict
fund.fund_bond_holdings  # dict
fund.fund_equity_holdings  # dict

Options

Retrieve option pricing for every expiration date for given ticker(s)

import pandas as pd
df = aapl.option_chain  # returns pandas.DataFrame

# The dataframe contains a MultiIndex
df.index.names
FrozenList(['symbol', 'expiration_date', 'option_type', 'row'])

# Get all options for specified symbol
df.loc['aapl']

# Get specific expiration date for specified symbol
df.loc['aapl', '2020-01-02']

# Get specific option type for expiration date for specified symbol
df.loc['aapl', '2020-01-02', 'calls']

# Works with multiple tickers as well
tickers = Ticker(['aapl', 'msft', 'fb'])
df = tickers.option_chain

# Retrieve options for only one symbol
df.loc['aapl']

# Retrieve only calls for all symbols
df.xs('calls', level=2)

# Retrieve only puts for fb
df.xs(('fb', 'puts'), level=[0, 2])
# or
df.xs(('fb', 'puts'), level=['symbol', 'option_type'])

# Filter dataframe by options that in the money
df.loc[df['inTheMoney'] == True]

# Only include Apple in the money options
df.loc[df['inTheMoney'] == True].xs('aapl')

Historical Pricing

Historical price data can be retrieved for one or more tickers through the history method.

aapl.history()

If no arguments are provided, as above, default values will be supplied for both period and interval, which are ytd and 1d, respectively. Additional arguments you can provide to the method are start and end. Start and end dates can be either strings with a date format of yyyy-mm-dd or as a datetime.datetime object.

aapl.history(period='max')
aapl.history(start='2019-05-01')  # Default end date is now
aapl.history(end='2018-12-31')  # Default start date is 1900-01-01

# Period options = 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max
# Interval options = 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo

Available periods and intervals can be seen through Ticker.PERIODS and Ticker.INTERVALS, respectively.

If trying to retrieve more than one ticker, one dataframe will be returned and the ticker can be accessed in the symbol level of the pandas.MultiIndex.

tickers = Ticker('aapl msft')
tickers.history()
symbol date volume open low high close
AAPL 2019-01-02 07:30:00 37039700 154.89 154.23 158.85 157.92
AAPL 2019-01-03 07:30:00 91312200 143.98 142 145.72 142.19
MSFT 2019-12-12 07:30:00 24612100 151.65 151.02 153.44 153.24
MSFT 2019-12-13 14:00:01 23850062 153.003 152.85 154.89 154.53

Multiple Modules

New in 2.0.0

The property and method to retrieve multiple endpoints have changed:

  • from get_endpoints to get_modules
  • from all_endpoints to all_modules

Accessing Multiple Modules

Multiple endpoints can be accessed in one call for a given symbol through two separate modules: get_modules and all_modules. The get_modules method takes in a list or str of allowable modules. Conversely, the all_modules property will retrieve all modules.

aapl = Ticker('aapl')
modules = ['assetProfile', 'esgScores', 'incomeStatementHistory']
# or
modules = ['assetProfile esgScores incomeStatementHistory']
data = aapl.get_modules(modules)

# or

data = aapl.all_modules

# The symbol(s) and modules become the keys in the dictionary

data['aapl']['assetProfile']
data['aapl']['esgScores']
data['aapl']['incomeStatementHistory']

Notes

  • The data will always be returned as a dictionary
  • Ticker.MODULES will show you the list of allowable modules you can pass to the get_modules method

Screener

The Screener class is the access point to retrieve predefined Yahoo Finance lists (most actives, cryptocurrencies, day gainers, day losers, etc.). It's also simple to use.

from yahooquery import Screener

s = Screener()

View list of available predefined lists from Yahoo Finance

# View available screeners along with description and nice name
s.SCREENERS

# or just view list of keys
s.available_screeners

Then pass a key to the get_screeners function on the Screener instance:

# Stocks ordered in descending order by intraday trade volume 
data = s.get_screeners('most_actives')

# Pass a number of quotes to return, default is 25
data = s.get_screeners('most_actives', count=10)

Data will be returned as a dictionary:

data['most_actives']

The list will be in the quotes key:

data['most_actives']['quotes']

Or pass a list of multiple keys:

data = s.get_screeners(['most_actives', 'day_gainers', 'day_losers'])

# is equivalent to
data = s.get_screeners('most_actives day_gainers day_losers')

data['most_actives']['quotes']
data['day_gainers']['quotes']
data['day_losers']['quotes']

Miscellaneous Functions

Additional data can be obtained from Yahoo Finance outside of the Ticker class. The following functions can be utilized to retrieve additional data unrelated to a ticker symbol:

from yahooquery import get_currencies, get_market_summary, get_trending

They take in keyword arguments of lang, region, and corsDomain. The defaults are as follows:

default = {
    'lang': 'en-US',
    'region': 'US',
    'corsDomain': 'finance.yahoo.com'
}

Those defaults, or keyword arguments, are used as query parameters in the requests made to Yahoo Finance.

# Obtain a list of all currencies
d = get_currencies()

# View market summary statistics
d = get_market_summary()

# View trending tickers for a region (default is 'US')
d = get_trending()

One more function allows you to view a list of exchanges Yahoo Finance supports. It takes no arguments or keyword arguments and returns a pandas.DataFrame.

from yahooquery import get_exchanges

df = get_exchanges()

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for yahooquery, version 2.1.0
Filename, size File type Python version Upload date Hashes
Filename, size yahooquery-2.1.0-py3-none-any.whl (39.7 kB) File type Wheel Python version py3 Upload date Hashes View
Filename, size yahooquery-2.1.0.tar.gz (42.9 kB) File type Source Python version None Upload date Hashes View

Supported by

Pingdom Pingdom Monitoring Google Google Object Storage and Download Analytics Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page