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Yahoo Finance URL not working

由 风格不统一 提交于 2019-11-26 01:35:28

问题


I have been using the following URL to fetch historical data from yahoo finance for quite some time now but it stopped working as of yesterday.

https://ichart.finance.yahoo.com/table.csv?s=SPY

When browsing to this site it says:

Will be right back...

Thank you for your patience.

Our engineers are working quickly to resolve the issue.

However, since this issue is still existing since yesterday I am starting to think that they discontinued this service?

My SO search only pointed me to this topic, which was related to https though...

Is anyone else experiencing this issue? How can I resolve this problem? Do they offer a different access to their historical data?


回答1:


It looks like they have started adding a required cookie, but you can retrieve this fairly easily, for example: 

GET https://uk.finance.yahoo.com/quote/AAPL/history

Responds with the header in the form:

set-cookie:B=xxxxxxxx&b=3&s=qf; expires=Fri, 18-May-2018 00:00:00 GMT; path=/; domain=.yahoo.com

You should be able to read this and attach it to your .csv request:

GET https://query1.finance.yahoo.com/v7/finance/download/AAPL?period1=1492524105&period2=1495116105&interval=1d&events=history&crumb=tO1hNZoUQeQ
cookie: B=xxxxxxxx&b=3&s=qf;

Note the crumb query parameter, this seems to correspond to your cookie in some way. Your best bet is to scrape this from the HTML response to your initial GET request. Within that response, you can do a regex search for: "CrumbStore":\{"crumb":"(?<crumb>[^"]+)"\} and extract the crumb matched group.

It looks like once you have that crumb value though you can use it with the same cookie on any symbol/ticker for the next year meaning you shouldn't have to do the scrape too frequently.

To get current quotes just load:

https://query1.finance.yahoo.com/v8/finance/chart/AAPL?interval=2m

With:

  • AAPL substituted with your stock ticker
  • interval one of [1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo]
  • optional period1 query param with your epoch range start date e.g. period1=1510340760
  • optional period2 query param with your epoch range end date e.g. period2=1510663712



回答2:


Yahoo has gone to a Reactjs front end which means if you analyze the request headers from the client to the backend you can get the actual JSON they use to populate the client side stores.

Hosts:

  • query1.finance.yahoo.com HTTP/1.0
  • query2.finance.yahoo.com HTTP/1.1 (difference between HTTP/1.0 & HTTP/1.1)

If you plan to use a proxy or persistent connections use query2.finance.yahoo.com. But for the purposes of this post the host used for the example URLs is not meant to imply anything about the path it's being used with.

Fundamental Data

  • /v10/finance/quoteSummary/AAPL?modules= (Full list of modules below)

(substitute your symbol for: AAPL)

Inputs for the ?modules= query:

  • modules = [ 'assetProfile', 'incomeStatementHistory', 'incomeStatementHistoryQuarterly', 'balanceSheetHistory', 'balanceSheetHistoryQuarterly', 'cashflowStatementHistory', 'cashflowStatementHistoryQuarterly', 'defaultKeyStatistics', 'financialData', 'calendarEvents', 'secFilings', 'recommendationTrend', 'upgradeDowngradeHistory', 'institutionOwnership', 'fundOwnership', 'majorDirectHolders', 'majorHoldersBreakdown', 'insiderTransactions', 'insiderHolders', 'netSharePurchaseActivity', 'earnings', 'earningsHistory', 'earningsTrend', 'industryTrend', 'indexTrend', 'sectorTrend' ]

Example URL:

  • https://query1.finance.yahoo.com/v10/finance/quoteSummary/AAPL?modules=assetProfile%2CearningsHistory

Querying for: assetProfile and earningsHistory

The %2C is the Hex representation of , and needs to be inserted between each module you request. details about the hex encoding bit(if you care)

Options contracts

  • /v7/finance/options/AAPL (current expiration)
  • /v7/finance/options/AAPL?date=1579219200 (January 17, 2020 expiration)

Example URL:

  • https://query2.yahoo.finance.com/v7/finance/options/AAPL (current expiration)
  • https://query2.yahoo.finance.com/v7/finance/options/AAPL?date=1579219200 (January 17, 2020 expiration)

Any valid future expiration represented as a UNIX timestamp can be used in the ?date= query. If you query for the current expiration the JSON response will contain a list of all the valid expirations that can be used in the ?date= query. (here is a post explaining converting human readable dates to unix timestamp in Python)

Price

  • /v8/finance/chart/AAPL?symbol=AAPL&period1=0&period2=9999999999&interval=3mo

Intervals:

  • &interval=3mo 3 months, going back until initial trading date.
  • &interval=1d 1 day, going back until initial trading date.
  • &interval=5m 5 minuets, going back 80(ish) days.
  • &interval=1m 1 minuet, going back 4-5 days.

How far back you can go with each interval is a little confusing and seems inconsistent. My assumption is that internally yahoo is counting in trading days and my naive approach was not accounting for holidays. Although that's a guess and YMMV.

period1=: unix timestamp representation of the date you wish to start at. Values below the initial trading date will be rounded up to the initial trading date.

period2=: unix timestamp representation of the date you wish to end at. Values greater than the last trading date will be rounded down to the most recent timestamp available.

Note: If you query with a period1= (start date) that is too far in the past for the interval you've chosen, yahoo will return prices in the 3mo interval regardless of what interval you requested.

Add pre & post market data

&includePrePost=true

Add dividends & splits

&events=div%2Csplit

Example URL:

  • https://query1.finance.yahoo.com/v8/finance/chart/AAPL?symbol=AAPL&period1=0&period2=9999999999&interval=1d&includePrePost=true&events=div%2Csplit

The above request will return all price data for ticker AAPL on a 1 day interval including pre and post market data as well as dividends and splits.

Note: the values used in the price example url for period1= & period2= are to demonstrate the respective rounding behavior of each input.




回答3:


I managed to work out a .NET class to obtain valid token (cookie and crumb) from Yahoo Finance

For complete API library in fetching historical data from new Yahoo Finance, you may visit YahooFinanceAPI in Github

Here is the class to grab the cookie and crumb

Token.cs

using System;
using System.Diagnostics;
using System.Net;
using System.IO;
using System.Text.RegularExpressions;

namespace YahooFinanceAPI
{
    /// <summary>
    /// Class for fetching token (cookie and crumb) from Yahoo Finance
    /// Copyright Dennis Lee
    /// 19 May 2017
    /// 
    /// </summary>
    public class Token
    {
        public static string Cookie { get; set; }
        public static string Crumb { get; set; }

        private static Regex regex_crumb;
        /// <summary>
        /// Refresh cookie and crumb value Yahoo Fianance
        /// </summary>
        /// <param name="symbol">Stock ticker symbol</param>
        /// <returns></returns>
        public static bool Refresh(string symbol = "SPY")
        {

            try
            {
                Token.Cookie = "";
                Token.Crumb = "";

                string url_scrape = "https://finance.yahoo.com/quote/{0}?p={0}";
                //url_scrape = "https://finance.yahoo.com/quote/{0}/history"

                string url = string.Format(url_scrape, symbol);

                HttpWebRequest request = (HttpWebRequest)HttpWebRequest.Create(url);

                request.CookieContainer = new CookieContainer();
                request.Method = "GET";

                using (HttpWebResponse response = (HttpWebResponse)request.GetResponse())
                {

                    string cookie = response.GetResponseHeader("Set-Cookie").Split(';')[0];

                    string html = "";

                    using (Stream stream = response.GetResponseStream())
                    {
                        html = new StreamReader(stream).ReadToEnd();
                    }

                    if (html.Length < 5000)
                        return false;
                    string crumb = getCrumb(html);
                    html = "";

                    if (crumb != null)
                    {
                        Token.Cookie = cookie;
                        Token.Crumb = crumb;
                        Debug.Print("Crumb: '{0}', Cookie: '{1}'", crumb, cookie);
                        return true;
                    }

                }

            }
            catch (Exception ex)
            {
                Debug.Print(ex.Message);
            }

            return false;

        }

        /// <summary>
        /// Get crumb value from HTML
        /// </summary>
        /// <param name="html">HTML code</param>
        /// <returns></returns>
        private static string getCrumb(string html)
        {

            string crumb = null;

            try
            {
                //initialize on first time use
                if (regex_crumb == null)
                    regex_crumb = new Regex("CrumbStore\":{\"crumb\":\"(?<crumb>.+?)\"}", 
                RegexOptions.CultureInvariant | RegexOptions.Compiled, TimeSpan.FromSeconds(5));

                MatchCollection matches = regex_crumb.Matches(html);

                if (matches.Count > 0)
                {
                    crumb = matches[0].Groups["crumb"].Value;
                }
                else
                {
                    Debug.Print("Regex no match");
                }

                //prevent regex memory leak
                matches = null;

            }
            catch (Exception ex)
            {
                Debug.Print(ex.Message);
            }

            GC.Collect();
            return crumb;

        }

    }
}

Updated 1 Jun 17
credits to @Ed0906
modify crumb regex pattern to Regex("CrumbStore\":{\"crumb\":\"(?<crumb>.+?)\"}"




回答4:


In this forum: https://forums.yahoo.net/t5/Yahoo-Finance-help/Is-Yahoo-Finance-API-broken/td-p/250503/page/3

Nixon said:

Hi All - This feature was discontinued by the Finance team and they will not be reintroducing that functionality.




回答5:


The URL for downloading historical data is now something like this:

https://query1.finance.yahoo.com/v7/finance/download/SPY?period1=1492449771&period2=1495041771&interval=1d&events=history&crumb=9GaimFhz.WU

Note the above URL will not work for you or anyone else. You'll get something like this:

{
    "finance": {
        "error": {
            "code": "Unauthorized",
            "description": "Invalid cookie"
        }
    }
}

It seems that Yahoo is now using some hashing to prevent people from accessing the data like you did. The URL varies with each session so it's very likely that you can't do this with a fixed URL anymore.

You'll need to do some scrapping to get the correct URL from the main page, for example:

https://finance.yahoo.com/quote/SPY/history?p=SPY




回答6:


For the python lovers out there, I've updated the yahooFinance.py in tradingWithPython library.

There is also an example notebook based on the tips by Ed0906, demonstrating how to get the data step by step. See it on




回答7:


I had found another yahoo site that does not require cookies, but generates jason output: https://query1.finance.yahoo.com/v7/finance/chart/YHOO?range=2y&interval=1d&indicators=quote&includeTimestamps=true

it was pointed out from here: https://www.stock-data-solutions.com/kb/how-to-load-historical-prices-from-yahoo-finance-to-excel.htm

As it turned out they seem to support 'perod1' and 'period2' (in unix time) parameters which could be used instead of the 'interval'.

String quoteSite = "https://query1.finance.yahoo.com/v7/finance/chart/"
                   + symbolName + "?"
                   + "period1=" + period1
                   + "&period2=" + period2
                   + "&interval=1d&indicators=quote&includeTimestamps=true";

And the following parses Jason for me:

JSONObject topObj = new JSONObject(inp);
Object error = topObj.getJSONObject("chart").get("error");
if (!error.toString().equals("null")) {
    System.err.prinltn(error.toString());
    return null;
}
JSONArray results = topObj.getJSONObject("chart").getJSONArray("result");
if (results == null || results.length() != 1) {
    return null;
}
JSONObject result = results.getJSONObject(0);
JSONArray timestamps = result.getJSONArray("timestamp");
JSONObject indicators = result.getJSONObject("indicators");
JSONArray quotes = indicators.getJSONArray("quote");
if (quotes == null || quotes.length() != 1) {
    return null;
}
JSONObject quote = quotes.getJSONObject(0);
JSONArray adjcloses = indicators.getJSONArray("adjclose");
if (adjcloses == null || adjcloses.length() != 1) {
   return null;
}
JSONArray adjclose = adjcloses.getJSONObject(0).getJSONArray("adjclose");
JSONArray open = quote.getJSONArray("open");
JSONArray close = quote.getJSONArray("close");
JSONArray high = quote.getJSONArray("high");
JSONArray low = quote.getJSONArray("low");
JSONArray volume = quote.getJSONArray("volume");



回答8:


I'm in the same boat. Getting there slowly. The download link on the historical prices page still works. So I added the export cookies extension to firefox, logged in to yahoo, dumped the cookies. Used the crumb value from interactive session and I was able to retrieve values. Here's part of a test perl script that worked.

use Time::Local;

# create unix time variables for start and end date values: 1/1/2014 thru 12/31/2017
$p1= timelocal(0,0,0,1,0,114);
$p2= timelocal(0,0,0,31,11,117);

$symbol = 'AAPL';

# create variable for string to be executed as a system command
# cookies.txt exported from firefox
# crumb variable retrieved from yahoo download data link
$task = "wget --load-cookies cookies.txt --no-check-certificate -T 30 -O          $symbol.csv \"https://query1.finance.yahoo.com/v7/finance/download/$symbol?period1=$p1&period2=$p2&interval=1d&events=history&crumb=7WhHVu5N4e3\" ";

#show what we're executing
print $task;

# execute system command using backticks
`$task`;

#output is AAPL.csv

It'll take a while to automate what I do. Hopefully yahoo will simplify or give some guidance on it if they really intend for people to use it.




回答9:


For java lovers.

You can access your cookies from a URLConnection this way.

 //  "https://finance.yahoo.com/quote/SPY";
 URLConnection con = url.openConnection();
 ...  
 for (Map.Entry<String, List<String>> entry : con.getHeaderFields().entrySet()) {
        if (entry.getKey() == null 
            || !entry.getKey().equals("Set-Cookie"))
            continue;
        for (String s : entry.getValue()) {
           // store your cookie
           ...
        }
 }

now you can search for the crumb in the yahoo site:

String crumb = null;
InputStream inStream = con.getInputStream();
InputStreamReader irdr = new InputStreamReader(inStream);
BufferedReader rsv = new BufferedReader(irdr);

Pattern crumbPattern = Pattern.compile(".*\"CrumbStore\":\\{\"crumb\":\"([^\"]+)\"\\}.*");

String line = null;
while (crumb == null && (line = rsv.readLine()) != null) {
    Matcher matcher = crumbPattern.matcher(line);
    if (matcher.matches()) 
        crumb = matcher.group(1);
}
rsv.close();

and finally, setting the cookie

String quoteUrl = "https://query1.finance.yahoo.com/v7/finance/download/IBM?period1=1493425217&period2=1496017217&interval=1d&events=history&crumb="
                           + crumb
...
List<String> cookies = cookieStore.get(key);
if (cookies != null) {
    for (String c: cookies) 
        con.setRequestProperty("Cookie", c);
}
...
con.connect();



回答10:


Fully working PHP example, based on this post and related sources:

function readYahoo($symbol, $tsStart, $tsEnd) {
  preg_match('"CrumbStore\":{\"crumb\":\"(?<crumb>.+?)\"}"',
    file_get_contents('https://uk.finance.yahoo.com/quote/' . $symbol),
    $crumb);  // can contain \uXXXX chars
  if (!isset($crumb['crumb'])) return 'Crumb not found.';
  $crumb = json_decode('"' . $crumb['crumb'] . '"');  // \uXXXX to UTF-8
  foreach ($http_response_header as $header) {
    if (0 !== stripos($header, 'Set-Cookie: ')) continue;
    $cookie = substr($header, 14, strpos($header, ';') - 14);  // after 'B='
  }  // cookie looks like "fkjfom9cj65jo&b=3&s=sg"
  if (!isset($cookie)) return 'Cookie not found.';
  $fp = fopen('https://query1.finance.yahoo.com/v7/finance/download/' . $symbol
    . '?period1=' . $tsStart . '&period2=' . $tsEnd . '&interval=1d'
    . '&events=history&crumb=' . $crumb, 'rb', FALSE,
    stream_context_create(array('http' => array('method' => 'GET',
      'header' => 'Cookie: B=' . $cookie))));
  if (FALSE === $fp) return 'Can not open data.';
  $buffer = '';
  while (!feof($fp)) $buffer .= implode(',', fgetcsv($fp, 5000)) . PHP_EOL;
  fclose($fp);
  return $buffer;
}

Usage:

$csv = readYahoo('AAPL', mktime(0, 0, 0, 6, 2, 2017), mktime(0, 0, 0, 6, 3, 2017));



回答11:


Python

I used this code to get cookie (copied from fix-yahoo-finance): 

def get_yahoo_crumb_cookie():
    """Get Yahoo crumb cookie value."""
    res = requests.get('https://finance.yahoo.com/quote/SPY/history')
    yahoo_cookie = res.cookies['B']
    yahoo_crumb = None
    pattern = re.compile('.*"CrumbStore":\{"crumb":"(?P<crumb>[^"]+)"\}')
    for line in res.text.splitlines():
        m = pattern.match(line)
        if m is not None:
            yahoo_crumb = m.groupdict()['crumb']
    return yahoo_cookie, yahoo_crumb

then this code to get response: 

cookie, crumb = get_yahoo_crumb_cookie()
params = {
    'symbol': stock.symbol,
    'period1': 0,
    'period2': int(time.time()),
    'interval': '1d',
    'crumb': crumb,
}
url_price = 'https://query1.finance.yahoo.com/v7/finance/download/{symbol}'

response = requests.get(url_price, params=params, cookies={'B': cookie})

This looks nice as well http://blog.bradlucas.com/posts/2017-06-03-yahoo-finance-quote-download-python/




回答12:


I used a php script using fopen() to access the financial data, here are the snippets that I modified to get it back to work:

Creating the timestamps for start date and end date:

$timestampStart = mktime(0,0,0,$startMonth,$startDay,$startYear);
$timestampEnd = mktime(0,0,0,$endMonth,$endDay,$endYear);

Force fopen() to send the required cookie with hard coded values:

$cookie="YourCookieTakenFromYahoo";

$opts = array(
    'http'=>array(
        'method'=>"GET",
        'header'=>"Accept-language: en\r\n" .
            "Cookie: B=".$cookie."\r\n"
    )
);

$context = stream_context_create($opts);

Use fopen() to get the csv file:

$ticker="TickerSymbol";
$crumb="CrumbValueThatMatchesYourCookieFromYahoo";

$handle = fopen("https://query1.finance.yahoo.com/v7/finance/download/".$ticker."?period1=".$timestampStart."&period2=".$timestampEnd."&interval=1d&events=history&crumb=".$crumb."", "r", false, $context);

Now you can do all the magic you did before inside this while loop:

while (!feof($handle) ) {
    $line_of_text = fgetcsv($handle, 5000);
}

Make sure to set your own values for $ticker, $crumb and $cookie in the snippets above. Follow Ed0906's approach on how to retrieve $crumb and $cookie.




回答13:


I am the author of this service

Basic info here

Daily prices

You need to be familiar with RESTFUL services.

https://quantprice.herokuapp.com/api/v1.1/scoop/day?tickers=MSFT&date=2017-06-09

Historical prices

You have to provide a date range :

https://quantprice.herokuapp.com/api/v1.1/scoop/period?tickers=MSFT&begin=2012-02-19&end=2012-02-20

If you don't provide begin or end it will use the earliest or current date:

https://quantprice.herokuapp.com/api/v1.1/scoop/period?tickers=MSFT&begin=2012-02-19

Multiple tickers

You can just comma separate tickers:

https://quantprice.herokuapp.com/api/v1.1/scoop/period?tickers=IBM,MSFT&begin=2012-02-19

Rate limit

All requests are rate limited to 10 requests per hour. If you want to register for a full access API send me DM on twitter. You will receive an API key to add to the URL.

We are setting up a paypal account for paid subscription without rates.

List of tickers available

https://github.com/robomotic/valueviz/blob/master/scoop_tickers.csv

I am working also to provide fundamental data and company data from EDGAR. Cheers.




回答14:


VBA

Here are some VBA functions that download and extract the cookie / crumb pair and return these in a Collection, and then use these to download the csv file contents for a particular code.

The containing project should have a reference to the 'Microsoft XML, v6.0' library added (other version might be fine too with some minor changes to the code).

Sub Test()
    Dim X As Collection

    Set X = FindCookieAndCrumb()

    Debug.Print X!cookie
    Debug.Print X!crumb

    Debug.Print YahooRequest("AAPL", DateValue("31 Dec 2016"), DateValue("30 May 2017"), X)
End Sub


Function FindCookieAndCrumb() As Collection
    ' Tools - Reference : Microsoft XML, v6.0
    Dim http    As MSXML2.XMLHTTP60
    Dim cookie  As String
    Dim crumb   As String
   Dim url     As String
    Dim Pos1    As Long
    Dim X       As String

    Set FindCookieAndCrumb = New Collection

    Set http = New MSXML2.ServerXMLHTTP60

    url = "https://finance.yahoo.com/quote/MSFT/history"

    http.Open "GET", url, False
    ' http.setProxy 2, "https=127.0.0.1:8888", ""
    ' http.setRequestHeader "Accept", "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,*/*;q=0.8"
    ' http.setRequestHeader "Accept-Encoding", "gzip, deflate, sdch, br"
    ' http.setRequestHeader "Accept-Language", "en-ZA,en-GB;q=0.8,en-US;q=0.6,en;q=0.4"
    http.setRequestHeader "User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36"
    http.send

    X = http.responseText

    Pos1 = InStr(X, "CrumbStore")

    X = Mid(X, Pos1, 44)

    X = Mid(X, 23, 44)

    Pos1 = InStr(X, """")

    X = Left(X, Pos1 - 1)

    FindCookieAndCrumb.Add X, "Crumb"

    '======================================

    X = http.getResponseHeader("set-cookie")

    Pos1 = InStr(X, ";")

    X = Left(X, Pos1 - 1)

    FindCookieAndCrumb.Add X, "Cookie"

End Function

Function YahooRequest(ShareCode As String, StartDate As Date, EndDate As Date, CookieAndCrumb As Collection) As String
    ' Tools - Reference : Microsoft XML, v6.0
    Dim http            As MSXML2.XMLHTTP60
    Dim cookie          As String
    Dim crumb           As String
    Dim url             As String
    Dim UnixStartDate   As Long
    Dim UnixEndDate     As Long
    Dim BaseDate        As Date

    Set http = New MSXML2.ServerXMLHTTP60

    cookie = CookieAndCrumb!cookie
    crumb = CookieAndCrumb!crumb

    BaseDate = DateValue("1 Jan 1970")

    If StartDate = 0 Then StartDate = BaseDate

    UnixStartDate = (StartDate - BaseDate) * 86400
    UnixEndDate = (EndDate - BaseDate) * 86400

    url = "https://query1.finance.yahoo.com/v7/finance/download/" & ShareCode & "?period1=" & UnixStartDate & "&period2=" & UnixEndDate & "&interval=1d&events=history&crumb=" & crumb

    http.Open "GET", url, False
    http.setRequestHeader "Cookie", cookie
    http.send

    YahooRequest = http.responseText
End Function



回答15:


For those Excel/VBA users I have used the suggestions above to develop a VBA method to extract historical prices from the updated Yahoo website. The key code snippets are listed below and I have also provided my testing workbook.

First a request to get the Crumb and Cookie values set before attempting to extract the data from Yahoo for the prices.. 

Dim strUrl                      As String: strUrl = "https://finance.yahoo.com/lookup?s=%7B0%7D"    'Symbol lookup used to set the values
Dim objRequest                  As WinHTTP.WinHttpRequest

Set objRequest = New WinHttp.WinHttpRequest

With objRequest
    .Open "GET", strUrl, True
    .setRequestHeader "Content-Type", "application/x-www-form-urlencoded; charset=UTF-8"
    .send
    .waitForResponse
    strCrumb = strExtractCrumb(.responseText)
    strCookie = Split(.getResponseHeader("Set-Cookie"), ";")(0)
End With

See the following Yahoo Historical Price Extract link to my website for a sample file and more details on the method I have used to extract historical security prices from the Yahoo website




回答16:


I was on the same boat. I managed to get the CSV downloaded from Yahoo with some vb.net frankencode I made from bits and pieces off Google, SOF and some head-scratching.

However, I discovered Intrinio (look it up), signed up, and my free account gets me 500 historic data api calls a day, with much more data and much more accurate than Yahoo. I rewrote my code for the Intrinio API, and I'm happy as a clam.

BTW, I don't work or have anything to do with Intrinio, but they saved my butt big time...




回答17:


There is a fix that I have found to work well. Please see my post:

Yahoo Finance API / URL not working: Python fix for Pandas DataReader where I followed the steps in https://pypi.python.org/pypi/fix-yahoo-finance to: $ pip install fix_yahoo_finance --upgrade --no-cache-dir (and also upgraded pandas_datareader to be sure) and tested ok:

from pandas_datareader import data as pdr
import fix_yahoo_finance

data = pdr.get_data_yahoo('BHP.AX', start='2017-04-23', end='2017-05-24')

Also note that the order of the last 2 data columns are 'Adj Close' and 'Volume' so for my purpose, I have reset the columns to the original order:

cols = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Adj Close']
data = data.reindex(columns=cols)



回答18:


You actually don't need to do 2 requests to get Yahoo data. I use this link https://ca.finance.yahoo.com/quote/AAAP/history?period1=1474000669&period2=1505536669&interval=1d&filter=history&frequency=1d

You could grab the cookie from the this but instead it includes that data for you historical quote in Json format. After I download the page I scarpe the Json data out of it. Saves a url request.




回答19:


Javascript

Find cookie;

match = document.cookie.match(new RegExp('B=([^;]+)'));
alert (match[1]);

Find crumb;

i=document.body.innerHTML.search("CrumbStore")
if (i>=0) alert (document.body.innerHTML.substr(i+22,11))

Find crumb for mobile;

i=document.body.innerHTML.search('USER={\"crumb\":'); 
if (i>=0) alert(document.body.innerHTML.substr(i+15,11));

and it's probably best to wait for the page (e.g https://finance.yahoo.com/quote/goog) to load up first, you can check it with;

document.readyState



回答20:


An alternative approach to those mentioned so far (Yahoo, Google and Intrinio) is to get the historical data from Alpha Vantage for free. Their web service delivers intra-day, daily, adjusted stock prices and 50+ technical indicators. They even deliver straight to Excel - also for free - through Deriscope. (I am the author of the latter.)




回答21:


For Python 3 users change to

url='https://query1.finance.yahoo.com/v7/finance/download/AAAP?period1=1494605670&period2=1495815270&interval=1d&events=history&crumb=IJ.ilcJlkrZ'

from

url='https://chartapi.finance.yahoo.com/instrument/1.0/AAAP/chartdata;type=quote;range=10d/csv/'

and

response = request.urlopen(url) to response = requests.get(url,cookies={'B':cookie}) data in response.text

the data format is totally different but at least its working fine for now




回答22:


It's possible to get current and historical data from google finance api. Works very good for me.




回答23:


I've combined some of the above ideas that handles the crumb / cookie refresh, specifically from @Dennis, and created a vb.net class that can be called like this:

Dim f = Await YahooFinanceFactory.CreateAsync
Dim items1 = Await f.GetHistoricalDataAsync("SPY", #1/1/2018#)
Dim items2 = Await f.GetHistoricalDataAsync("^FTSE", #1/1/2018#)

The class itself is here:

Imports System.Net
Imports System.Net.Http
Imports System.Text.RegularExpressions

Namespace YahooFinance
    Public Class YahooHistoryPrice

        Public Property [Date] As DateTime

        Public Property Open As Double

        Public Property High As Double

        Public Property Low As Double

        Public Property Close As Double

        Public Property Volume As Double

        Public Property AdjClose As Double
    End Class

    Public Class YahooFinanceFactory
        Public Property Cookie As String
        Public Property Crumb As String
        Public Property CrumbUrl As String = "https://finance.yahoo.com/quote/{0}?p={0}"
        Public Property DownloadUrl As String = "https://query1.finance.yahoo.com/v7/finance/download/{0}?period1={1}&period2={2}&interval=1d&events={3}&crumb={4}"

        Public Property Timeout As Integer = 5
        Public Property NoRefreshRetries As Integer = 10
        Public Property NoDownloadRetries As Integer = 10
        Private Property Regex_crumb As Regex

        Public Shared Async Function CreateAsync(Optional noRefreshRetries As Integer = 10, Optional noDownloadRetries As Integer = 10, Optional timeout As Integer = 5, Optional crumbUrl As String = "https://finance.yahoo.com/quote/{0}?p={0}", Optional downloadUrl As String = "https://query1.finance.yahoo.com/v7/finance/download/{0}?period1={1}&period2={2}&interval=1d&events={3}&crumb={4}") As Task(Of YahooFinanceFactory)
            Return Await (New YahooFinanceFactory With {
                .NoRefreshRetries = noRefreshRetries,
                .NoDownloadRetries = noDownloadRetries,
                .Timeout = timeout,
                .CrumbUrl = crumbUrl,
                .DownloadUrl = downloadUrl
            }).RefreshAsync()
        End Function

        Public Async Function GetHistoricalDataAsync(symbol As String, dateFrom As Date) As Task(Of IEnumerable(Of YahooHistoryPrice))
            Dim count As Integer = 0

            If Not IsValid Then
                Throw New Exception("Invalid YahooFinanceFactory instance")
            End If

            Dim csvData = Await GetRawAsync(symbol, dateFrom, Now).ConfigureAwait(False)

            If csvData IsNot Nothing Then
                Return ParsePrice(csvData)
            End If

            Return Array.Empty(Of YahooHistoryPrice)
        End Function

        Public Async Function GetRawAsync(symbol As String, start As DateTime, [end] As DateTime) As Task(Of String)
            Dim count = 0

            While count < NoDownloadRetries
                Try
                    Dim cookies = New CookieContainer
                    cookies.Add(New Cookie("B", If(Cookie.StartsWith("B="), Cookie.Substring(2), Cookie), "/", ".yahoo.com"))

                    Using handler = New HttpClientHandler With {.CookieContainer = cookies}
                        Using client = New HttpClient(handler) With {.Timeout = TimeSpan.FromSeconds(Timeout)}
                            Dim httpResponse = Await client.GetAsync(GetDownloadUrl(symbol, start)).ConfigureAwait(False)
                            Return Await httpResponse.Content.ReadAsStringAsync
                        End Using
                    End Using
                Catch ex As Exception
                    If count >= NoDownloadRetries - 1 Then
                        Throw
                    End If
                End Try

                count += 1
            End While

            Throw New Exception("Retries exhausted")
        End Function

        Private Function ParsePrice(ByVal csvData As String) As IEnumerable(Of YahooHistoryPrice)
            Dim lst = New List(Of YahooHistoryPrice)
            Dim rows = csvData.Split(Convert.ToChar(10))
            For i = 1 To rows.Length - 1
                Dim row = rows(i)
                If String.IsNullOrEmpty(row) Then
                    Continue For
                End If
                Dim cols = row.Split(","c)
                If cols(1) = "null" Then
                    Continue For
                End If
                Dim itm = New YahooHistoryPrice With {.Date = DateTime.Parse(cols(0)), .Open = Convert.ToDouble(cols(1)), .High = Convert.ToDouble(cols(2)), .Low = Convert.ToDouble(cols(3)), .Close = Convert.ToDouble(cols(4)), .AdjClose = Convert.ToDouble(cols(5))}
                If cols(6) <> "null" Then
                    itm.Volume = Convert.ToDouble(cols(6))
                End If
                lst.Add(itm)
            Next

            Return lst
        End Function

        Public ReadOnly Property IsValid() As Boolean
            Get
                Return Not String.IsNullOrWhiteSpace(Cookie) And Not String.IsNullOrWhiteSpace(Crumb)
            End Get
        End Property

        Public Function GetDownloadUrl(symbol As String, dateFrom As Date, Optional eventType As String = "history") As String
            Return String.Format(DownloadUrl, symbol, Math.Round(DateTimeToUnixTimestamp(dateFrom), 0), Math.Round(DateTimeToUnixTimestamp(Now.AddDays(-1)), 0), eventType, Crumb)
        End Function

        Public Function GetCrumbUrl(symbol As String) As String
            Return String.Format(Me.CrumbUrl, symbol)
        End Function

        Public Function DateTimeToUnixTimestamp(dateTime As DateTime) As Double
            Return (dateTime.ToUniversalTime() - New DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc)).TotalSeconds
        End Function

        Private Async Function RefreshAsync(Optional symbol As String = "SPY") As Task(Of YahooFinanceFactory)
            Dim count = 0

            While count < NoRefreshRetries And Not IsValid
                Try
                    Using client = New HttpClient With {.Timeout = TimeSpan.FromSeconds(Timeout)}
                        Dim httpResponse = Await client.GetAsync(GetCrumbUrl(symbol)).ConfigureAwait(False)
                        Me.Cookie = httpResponse.Headers.First(Function(f) f.Key = "Set-Cookie").Value.FirstOrDefault?.Split(";"c)(0)
                        Dim html = Await httpResponse.Content.ReadAsStringAsync
                        Me.Crumb = GetCrumb(html)
                        If Crumb IsNot Nothing Then
                            Return Me
                        End If
                    End Using
                Catch ex As Exception
                    If count >= NoRefreshRetries - 1 Then
                        Cookie = ""
                        Crumb = ""
                        Throw
                    End If
                End Try

                count += 1
            End While

            Cookie = ""
            Crumb = ""
            Throw New Exception("Could not refresh YahooFinanceFactory")
        End Function

        Private Function GetCrumb(html As String) As String
            Dim crumb As String = Nothing

            If Regex_crumb Is Nothing Then
                Regex_crumb = New Regex("CrumbStore"":{""crumb"":""(?<crumb>.+?)""}", RegexOptions.CultureInvariant Or RegexOptions.Compiled, TimeSpan.FromSeconds(5))
            End If

            Dim matches As MatchCollection = Regex_crumb.Matches(html)
            If matches.Count > 0 Then
                crumb = matches(0).Groups("crumb").Value
                crumb = System.Text.RegularExpressions.Regex.Unescape(crumb)
            Else
                Throw New Exception("Regex no match")
            End If

            Return crumb
        End Function
    End Class
End Namespace



回答24:


If you are trying to connect yahooFinance api with java. just add the following dependency.

<dependency>
    <groupId>com.yahoofinance-api</groupId>
    <artifactId>YahooFinanceAPI</artifactId>
    <version>3.13.0</version>
</dependency>


来源：https://stackoverflow.com/questions/44030983/yahoo-finance-url-not-working

标签
yahoo-finance
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