Has Yahoo suddenly today terminated its finance download API?

做~自己de王妃 提交于 2019-11-26 13:19:25
aleg

Yahoo confirmed that they terminated the service:

It has come to our attention that this service is being used in violation of the Yahoo Terms of Service. As such, the service is being discontinued. For all future markets and equities data research, please refer to finance.yahoo.com .

As noted in the other answers and elsewhere (e.g. currency helper of yahoo - Sorry, Unable to process request at this time -- error 999), Yahoo has indeed ceased operation of the Yahoo Finance API. However, as a workaround, you can access a trove of financial information, in JSON format, for a given ticker symbol, by doing a HTTPS GET request to: https://finance.yahoo.com/quote/SYMBOL (e.g. https://finance.yahoo.com/quote/MSFT). If you do a GET request to the above URL, you'll see that the financial data is contained within the response in JSON format. The following python script shows how you can parse individual values that you may be interested in:

import requests
import json

symbol='MSFT'
url='https://finance.yahoo.com/quote/' + symbol
resp = requests.get(url)

#parse the section from the html document containing the raw json data that we need
#you can write jsonstr to a file, then open the file in a web browser to browse the structure of the json data
r=resp.text.encode('utf-8')
i1=0
i1=r.find('root.App.main', i1)
i1=r.find('{', i1)
i2=r.find("\n", i1)
i2=r.rfind(';', i1, i2)
jsonstr=r[i1:i2]      


#load the raw json data into a python data object
data = json.loads(jsonstr)

#pull the values that we are interested in 
name=data['context']['dispatcher']['stores']['QuoteSummaryStore']['price']['shortName']
price=data['context']['dispatcher']['stores']['QuoteSummaryStore']['price']['regularMarketPrice']['raw']
change=data['context']['dispatcher']['stores']['QuoteSummaryStore']['price']['regularMarketChange']['raw']
shares_outstanding=data['context']['dispatcher']['stores']['QuoteSummaryStore']['defaultKeyStatistics']['sharesOutstanding']['raw']
market_cap=data['context']['dispatcher']['stores']['QuoteSummaryStore']['summaryDetail']['marketCap']['raw']
trailing_pe=data['context']['dispatcher']['stores']['QuoteSummaryStore']['summaryDetail']['trailingPE']['raw']
earnings_per_share=data['context']['dispatcher']['stores']['QuoteSummaryStore']['defaultKeyStatistics']['trailingEps']['raw']
forward_annual_dividend_rate=data['context']['dispatcher']['stores']['QuoteSummaryStore']['summaryDetail']['dividendRate']['raw']
forward_annual_dividend_yield=data['context']['dispatcher']['stores']['QuoteSummaryStore']['summaryDetail']['dividendYield']['raw']

#print the values
print 'Symbol:', symbol
print 'Name:', name
print 'Price:', price
print 'Change:', change
print 'Shares Outstanding:', shares_outstanding
print 'Market Cap:', market_cap
print 'Trailing PE:', trailing_pe
print 'Earnings Per Share:', earnings_per_share
print 'Forward Annual Dividend Rate:', forward_annual_dividend_rate
print 'Forward_annual_dividend_yield:', forward_annual_dividend_yield

The output of the script should look something like this:

Symbol: MSFT
Name: Microsoft Corporation
Price: 84.14
Change: 0.08999634
Shares Outstanding: 7714590208
Market Cap: 649105637376
Trailing PE: 31.04797
Earnings Per Share: 2.71
Forward Annual Dividend Rate: 1.68
Forward_annual_dividend_yield: 0.02

There is still a way to get this data by querying some APIs used by the finance.yahoo.com page. Not sure if Yahoo will be supporting it long term as the previous API was (hopefully they will).

I adapted the method used by https://github.com/pstadler/ticker.sh into the following python hack that takes a list of symbols from the command line and outputs some of the variables as a csv:

#!/usr/bin/env python

import sys
import time
import requests

if len(sys.argv) < 2:
    print("missing parameters: <symbol> ...")
    exit()

apiEndpoint = "https://query1.finance.yahoo.com/v7/finance/quote"
fields = [
    'symbol',
    'regularMarketVolume',
    'regularMarketPrice',
    'regularMarketDayHigh',
    'regularMarketDayLow',
    'regularMarketTime',
    'regularMarketChangePercent']
fields = ','.join(fields)
symbols = sys.argv[1:]
symbols = ','.join(symbols)
payload = {
    'lang': 'en-US',
    'region': 'US',
    'corsDomain': 'finance.yahoo.com',
    'fields': fields,
    'symbols': symbols}
r = requests.get(apiEndpoint, params=payload)
for i in r.json()['quoteResponse']['result']:
    if 'regularMarketPrice' in i:
        a = []
        a.append(i['symbol'])
        a.append(i['regularMarketPrice'])
        a.append(time.strftime(
            '%Y-%m-%d %H:%M:%S', time.localtime(i['regularMarketTime'])))
        a.append(i['regularMarketChangePercent'])
        a.append(i['regularMarketVolume'])
        a.append("{0:.2f} - {1:.2f}".format(
            i['regularMarketDayLow'], i['regularMarketDayHigh']))
        print(",".join([str(e) for e in a]))

Sample Run:

$ ./getquotePy.py AAPL GOOGL
AAPL,174.5342,2017-11-07 17:21:28,0.1630961,19905458,173.60 - 173.60
GOOGL,1048.6753,2017-11-07 17:21:22,0.5749836,840447,1043.00 - 1043.00

var API = "https://query1.finance.yahoo.com/v7/finance/quote?symbols=AAPL"; $.getJSON(API, function (json) {...});call throws this error: No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://www.microplan.at/sar' is therefore not allowed access.

My Python program using Yahoo Finance has recently stopped working properly, but it didn't return that error, it just replaced stock prices with 0's. I initially saw this when I debugged and then, when I went to the yahoo finance URLS for those stocks, I confirmed the error. Since the actual data is messed up, I don't think the work-arounds that have been suggested would fix my problems. Is this likely related to yahoo discontinuing their API? I can't understand what could explain this.

Examples:

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