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Data download missing data

See original GitHub issue

Based 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)

Top GitHub Comments

1reaction

robertmartin8commented, Jun 5, 2018

@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

1reaction

ictinccommented, Jun 3, 2018

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.

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