Loading data from Yahoo! Finance with pandas

Question

I am working my way through Wes McKinney's book Python For Data Analysis and on page 139 under Correlation and Covariance, I am getting an error when I try to run his code to obtain data from Yahoo! Finance.

Here is what I am running:

#CORRELATION AND COVARIANCE
import pandas.io.data as web

all_data = {}
for ticker in ['AAPL', 'IBM', 'MSFT', 'GOOG']:
    all_data[ticker] = web.get_data_yahoo(ticker, '1/1/2003', '1/1/2013')

price = DataFrame({tic: data['Adj Close']
                   for tic, data in all_data.iteritems()})
volume = DataFrame({tic: data['Volume']
                    for tic, data in all_data.iteritems()})

Here is the error I am getting:

Traceback (most recent call last):
  File "<stdin>", line 2, in <module>
  File "C:\Users\eMachine\WinPython-64bit-2.7.5.3\python-2.7.5.amd64\lib\site-packages\pandas\io\data.py", line 390, in get_data_yahoo
    adjust_price, ret_index, chunksize, 'yahoo', name)
  File "C:\Users\eMachine\WinPython-64bit-2.7.5.3\python-2.7.5.amd64\lib\site-packages\pandas\io\data.py", line 336, in _get_data_from
    hist_data = src_fn(symbols, start, end, retry_count, pause)
  File "C:\Users\eMachine\WinPython-64bit-2.7.5.3\python-2.7.5.amd64\lib\site-packages\pandas\io\data.py", line 190, in _get_hist_yahoo
    return _retry_read_url(url, retry_count, pause, 'Yahoo!')
  File "C:\Users\eMachine\WinPython-64bit-2.7.5.3\python-2.7.5.amd64\lib\site-packages\pandas\io\data.py", line 169, in _retry_read_url
    "return a 200 for url %r" % (retry_count, name, url))
IOError: after 3 tries, Yahoo! did not return a 200 for url 'http://ichart.yahoo.com/table.csv?s=GOOG&a=0&b=1&c=2000&d=0&e=1&f=2010&g=d&ignore=.csv'
>>> ... >>> >>> ... >>> 

Any idea on what the problem is?

Answer 1

As Karl pointed out, the ticker had changed meaning Yahoo returns a 'page not found'.

When polling data from the web, it is a good idea to wrap the call in a try except

all_data = {}
for ticker in ['AAPL', 'IBM', 'MSFT', 'GOOG']:
    try:
        all_data[ticker] = web.get_data_yahoo(ticker, '1/1/2003', '1/1/2013')
        price = DataFrame({tic: data['Adj Close']
                    for tic, data in all_data.iteritems()})
        volume = DataFrame({tic: data['Volume']
                    for tic, data in all_data.iteritems()})
    except:
        print "Cant find ", ticker

Answer 2

Had the same problem and changing 'GOOG' to 'GOOGL' seems to work, once you've followed these instructions to switch from pandas.io.data to pandas_datareader.data.

http://pandas-datareader.readthedocs.org/en/latest/remote_data.html#yahoo-finance

Answer 3

As of 6/1/17, I pieced the following together from this page and a couple of others:

from pandas_datareader import data as web
# import pandas.io.data as web
import fix_yahoo_finance
import datetime

start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2017, 6, 1)

all_data={}
for ticker in ['AAPL', 'IBM', 'MSFT', 'GOOGL']:
    all_data[ticker] = web.get_data_yahoo(ticker, start, end)

price = DataFrame({tic: data['Adj Close'] 
                   for tic, data in all_data.iteritems()})
volume = DataFrame({tic: data['Volume']
                     for tic, data in all_data.iteritems()})

Answer 4

Im using the code snippet below to load yahoo finance data.

import pandas_datareader as pdr
from datetime import datetime
from pandas import DataFrame as df

def get_data(selection, sdate, edate):
    data = pdr.get_data_yahoo(symbols=selection, start=sdate, end=edate)
    data =  df(data['Adj Close'])
    return data

start_date = datetime(2017, 1, 1)
end_date = datetime(2019,4,28)

selected = [ 'TD.TO', 'AC.TO', 'BNS.TO', 'ENB.TO', 'MFC.TO','RY.TO','BCE.TO']

print(get_data(selected, start_date, end_date).head(1))

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