In : aapl = data.DataReader('AAPL', 'google', '') # yahoo api is inconsistent for getting historical data, please use google instead. Pulling all available historical data for AAPL starting from #In : aapl = data.DataReader('AAPL', 'yahoo', '') Outfile = open(make_filename(ticker_symbol, directory), 'w')Īs has already said - using Pandas Datareader makes this task a real fun In : from pandas_datareader import data Urllib.urlretrieve(make_url(ticker_symbol), make_filename(ticker_symbol, directory)) Return output_path + '/' + directory + '/' + ticker_symbol + '.csv'ĭef pull_historical_data(ticker_symbol, directory='S&P'): Output_path = 'C:/path/to/output/directory'ĭef make_filename(ticker_symbol, directory='S&P'): You'll have to provide your own list of ticker symbols that you want to pull. It pulls the historical data page for a particular ticker symbol, then saves it to a csv file named by that symbol. Longer answer: This is the script I use to pull all the historical data on a particular company. Also, I believe Google specifically prohibits you from scraping the data in their ToS. Go with Yahoo! Finance Google is both less reliable, has less data coverage, and is more restrictive in how you can use it once you have it. Use Python's urllib to pull the historical data pages for the stocks you want.

If datas:Įxpiries.append(datas)ĭatas2 = asyncio.Short answer: Yes. Responses = await asyncio.gather(*tasks2)ĭatas = n(get_optiondata(usTickers)) Tasks2 = get_tasks2(session, ticker, expiries)

Tasks.append(asyncio.create_task(session.get(url_options1, headers=, ssl=True)))Īsync with aiohttp.ClientSession() as session:Īsync def get_optiondata2(ticker, expiries): I assume not all requests are processed.Ĭould you advise how to find this bottleneck? Here is the code: def get_tasks(session, tickers):.when downloading only 2 tickers everything is working but when downloading 300-400 tickers then the data are not correct.there is a need to develop a chained download sequence because the 1st request for each option ticker gets all the expiration dates and the 2nd request gets the option quotes per ticker and expiration date.

I am working on an option quotes downloader from finance yahoo using Python 3.9 with asyncio, aiohttp:

Download yahoo finance quotes