yfdata 0.1.0

Client for Yahoo Finance data

yf-data

A simple-but-working python module that returns data from Yahoo Finance.

Current Version: 0.1.0

Features

Data include OHLC values for:

• stocks and exchange rates
• dividends
• financial data of companies (income and balance sheets).

All data are returned as Pandas Dataframe.

Usage

from yfdata import YahooProvider

yp = YahooProvider()

# Frequency for prices and exchange rates can be daily ("1D") or 1-minute ("1m").
 
# Get daily OHLC data.
df = yp.get_prices(["aapl"], "1D")

# Get exchange rates with frequency of 1 minute.
df = yp.get_rates("usd", "eur", freq="1m")

# Get company dividends.
df = yp.get_dividends(["aapl", "msft"])


# Frequency for income data can be annual ("A"), quarterly ("Q") or 
# trailing twelwe months ("TTM").

# Frequency for balance data can be annual ("A") or quarterly ("Q"). 

# Get annual income data.
df = yp.get_income(["aapl", "msft"], freq="A")

# Get quarterly balance data.
df = yp.get_balance(["aapl", "msft"], freq="Q")

# Define a list of specific metrics for income data.
metrics = ["total_revenue", "ebitda"]
df = yp.get_income(["aapl", "msft"], freq="A", metrics=metrics)

Output examples

An excerpt from 1-minute OHLC price data:

ticker	ts	o	h	l	c	v
aapl	2024-07-26 13:30:00	218.850006	219.149902	218.089996	218.740005	1170434.0
aapl	2024-07-26 13:31:00	218.389999	218.470001	218.000000	218.020004	382342.0
aapl	2024-07-26 13:32:00	218.054993	218.740005	218.020004	218.481903	227239.0
aapl	2024-07-26 13:33:00	218.479996	218.539993	217.669998	217.669998	263403.0
aapl	2024-07-26 13:34:00	217.630005	217.630005	217.119995	217.160004	241679.0

An excerpt from annual balance data:

ticker	metric	freq	date	value
aapl	total_assets	A	2020-09-30	3.23888e+11
aapl	total_assets	A	2021-09-30	3.51002e+11
aapl	total_assets	A	2022-09-30	3.52755e+11
aapl	total_assets	A	2023-09-30	3.52583e+11
aapl	ordinary_shares_number	A	2020-09-30	1.69768e+10
aapl	ordinary_shares_number	A	2021-09-30	1.64268e+10
aapl	ordinary_shares_number	A	2022-09-30	1.59434e+10
aapl	ordinary_shares_number	A	2023-09-30	1.55501e+10

Financial metrics

Available metrics for income sheet are:

• total_revenue
• cost_of_revenue
• gross_profit
• operating_expense
• operating_income
• non_operating_interest_income_expense
• other_income_expense
• basic_eps
• diluted_eps
• basic_average_shares
• total_expense
• normalized_income
• ebit
• ebitda

Available metrics for balance sheet are:

• total_assets
• total_liabilities_net_minority_interest
• total_equity_gross_minority_interest
• total_capitalization
• common_stock_equity
• capital_lease_obligations
• net_tangible_assets
• working_capital
• invested_capital
• tangible_book_value
• total_debt
• net_debt
• share_issued
• ordinary_shares_number