How to retrieve stock data from Yahoo Finance using Python

By using the history() method and adjusting the interval, you can obtain historical data over the desired time period. For example, to retrieve weekly high and low prices for all available historical data, use: aapl_historical = aapl.history(period="max", interval="1wk") aapl_historical We obtain nearly 40 years of data. To extract individual columns, simply append the following attributes to the DataFrame: ・aapl_historical["High"] ・aapl_historical["Low"] and so on. Alternatively, you can use info() to retrieve useful high/low information such as: ・dayHigh ・dayLow ・fiftyTwoWeekHigh ・fiftyTwoWeekLow For example: aapl.info["fiftyTwoWeekHigh"] 354.77 Downloading options data with the yfinance library In short, options are contracts that grant traders the right—but not the obligation—to buy (call) or sell (put) the underlying asset they represent at a specified price on or before a specific date. To download options data, we can use the option_chain() method, which accepts the following parameter: ・date: (YYYY-MM-DD), the expiration date. If None, returns all options data. It also provides opt.calls and opt.puts methods. How to obtain expiration dates To retrieve the various expiration dates for a given stock’s options, use: aapl.options How to retrieve call options data To retrieve call options data for a specific expiration date, execute: # get option chain calls data for specific expiration date opt = aapl.option_chain(date='2020-07-24') opt.calls How to retrieve put options data To retrieve put options data, execute: opt.puts Finally, the opts object itself returns a named tuple containing both calls and puts data. Summary As emphasized at the beginning of this article, yfinance is an unofficial web-scraping solution for retrieving data from Yahoo Finance; thus, it may break if Yahoo Finance changes any part of its layout. The following issues were identified at the time of writing this guide: ・Tickers—multiple ticker objects intended for simultaneous interaction with multiple tickers—appear not to work. We provide a more manual workaround for this in the section "Fundamental Data for Multiple Tickers". ・Methods for financials, quarterly financials, balance sheet, quarterly balance sheet, cashflow, quarterly cashflow, earnings, and quarterly earnings return empty DataFrames. This is a major issue, as many of these data types cannot be substituted by other yfinance methods in numerous practical scenarios.

Financial Time Series Analysis | Lecture 1 – Financial Data and Their Characteristics (1)

That is, \begin{aligned} \bar{R}&=(\frac{P_t}{P_{t-k}})^{1/k}-1\\ &=(\mathop{\Pi}\limits_{j=0}^{k-1}(1+R_{t-j}))^{1/k}-1\\ &=e^{{\rm ln}(\mathop{\Pi}\limits_{j=0}^{k-1}(1+R_{t-j}))^{1/k}}-1\\ &=e^{\frac{1}{k}\sum_{j=0}^{k-1}{\rm ln}(1+R_{t-j})}-1 \end{aligned} \\ When each $R_{t-j}$ is small, using the approximations ${\rm ln}(1+x)\approx x$ and $e^x\approx 1+x$, the $k$-period average annualized compound return can be approximated as $\frac{1}{k}\sum_{j=0}^{k-1}R_{t-j}$ 1.2 Continuously Compounded Return Suppose an asset has an initial value $C$ and a nominal annual interest rate $r$, compounded $m$ times per year, with each compounding yielding interest $C\frac{r}{m}$. Interest paid earlier is reinvested and earns additional interest, so the value after one year exceeds $C(1+r)$. Specifically, the value after one year is: $C(1+\frac{r}{m})^m$ As $m\to\infty$, the limit of the above expression is $Ce^r$. In this case, $r$ is called the continuously compounded interest rate. The corresponding effective annual interest rate $R$ satisfies: $C(1+R)=Ce^r\Rightarrow R=e^r-1$ Thus, $r={\rm ln}(1+R)$. Therefore, under continuous compounding, if the initial asset price is $P_{t-n}$ and the nominal annual rate is $r$, the asset value after $n$ years is: $P_t=P_{t-n}e^{nr}$ When $n=1$: $r_t={\rm ln}\frac{P_t}{P_{t-1}}={\rm ln}P_t-{\rm ln}P_{t-1}={\rm ln}(1+R_t)$ where $R_t$ denotes the simple return, and $r_t$ is referred to as the continuously compounded return or logarithmic return. For multi-period continuously compounded returns: $r_t[k]={\rm ln}\frac{P_t}{P_{t-k}}={\rm ln}(1+R_t[k])={\rm ln}\mathop{\Pi}\limits_{j=0}^{k-1}(1+R_{t-j})=\sum_{j=0}^{k-1}r_{t-j}$ 1.3 Present Value Analysis Assume borrowing and lending are possible at a nominal interest rate $R$ per period, compounded once per period. What is the present value of a payment of $v$ dollars received at the end of period $i$? It is the amount $P$ satisfying: $P(1+r)^i=v$ i.e., $P=v(1+R)^{-i}$.

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