Data download missing data
See original GitHub issueBased on some feedback received and subsequent experiments, it seems that the data download is missing out a lot of tickers (and if it’s missing out the SPY, there will be an error in parsing_keystats.py
).
This project downloads price data for free from Yahoo Finance, via pandas-datareader
(and fix-yahoo-finance
). However, I’ve noticed lately that the data is becoming a lot more inconsistent, and sometimes just fails completely. This is because Yahoo seems to be dropping their support for this API.
The data on yahoo is still there, it’s just a problem of accessing it. In the past I wrote a blog post about downloading data from the linked source, but ‘deprecated it’ once I realised that pandas-datareader
with fix-yahoo-finance
did the same thing but much better. My method still works, but it won’t be trivial to integrate it with the project (and anyway it’s a very clunky solution). I suppose that the easiest solution is to find another data source, so suggestions would be welcome.
As a temporary fix, I have added the csv files (containing all the data) to this repo.
Issue Analytics
- State:
- Created 5 years ago
- Comments:8 (3 by maintainers)
@ictinc
Hi Ronald,
Thank you for the suggestion, it looks like a very clean API and it’s great that there’s a pandas-datareader interface – it also has adjusted closing prices which is one of my veto factors for considering a service. I’ll definitely look into it, it should just be a matter of changing the pandas-datareader call.
Thanks again,
Robert
Hi Robert, Maybe instead of using Yahoo finance use IEX trading instead? https://iextrading.com/developer/docs/
http://pandas-datareader.readthedocs.io/en/latest/readers/iex.html
Cheers, Ronald.