Yahoo_fin Documentation


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What is yahoo_fin?

Yahoo_fin is a Python 3 package I wrote to scrape historical stock price data, as well as to provide current information on market caps, dividend yields, and which stocks comprise the major exchanges. Additional functionality includes scraping income statements, balance sheets, cash flows, holder information, and analyst data. The package includes the ability to get live stock prices, capture cryptocurrency data, and get the most actively traded stocks on a current trading day.

Note:

The most recent update includes an additional module for scraping option chains data, as well as some adjustments to several functions due to changes in Yahoo Finance’s layout, including the functions for getting the most actively traded stocks, largest gainers / losers, and cryptocurrency price information. A few of these changes now require a package called requests_html as a dependency. If you’re using an older version of Python, the package is designed so that you should still be able to use the other functionality that does not depend upon requests_html, such as the get_data and get_live_price functions, among others.

The methods that depend on requests_html (and thus require Python 3.6+) are the following (broken out by the two modules in yahoo_fin):


stock_info module

get_day_gainers
get_day_most_active
get_day_losers
get_top_crypto

options module

get_expiration_dates


Installation

Yahoo_fin can be installed using pip:

pip install yahoo_fin

If you have a previously installed version, you can upgrade like this:

pip install yahoo_fin --upgrade

Requirements

Yahoo_fin requires the following packages to be installed:

ftplib
io
pandas
requests
requests_html

With the exception of requests_html, these dependencies come pre-installed with Anaconda. requests_html requires Python 3.6+ and is needed for several of the functions in yahoo_fin. To install requests_html, you can use pip:

pip install requests_html

Methods

The yahoo_fin package has two modules. These are called stock_info and options.  stock_info has the below primary methods.

get_analysts_info
get_balance_sheet
get_cash_flow
get_data
get_day_gainers
get_day_losers
get_day_most_active
get_holders
get_income_statement
get_live_price
get_quote_table
get_top_crypto
get_stats
tickers_dow
tickers_nasdaq
tickers_other
tickers_sp500

The methods for options are listed below:

get_calls
get_expiration_dates
get_options_chain
get_puts

stock_info module

Any method from yahoo_fin’s stock_info module can be imported by running the follow line, with get_analysts_info replaced with the method of choice.


from yahoo_fin.stock_info import get_analysts_info

Alternatively, all methods can be imported at once like so:


from yahoo_fin.stock_info import *

get_analysts_info(ticker)

Scrapes data from the Analysts page for the input ticker from Yahoo Finance (e.g. https://finance.yahoo.com/quote/NFLX/analysts?p=NFLX. This includes information on earnings estimates, EPS trends / revisions etc.

Returns a dictionary containing the tables visible on the ‘Analysts’ page.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

get_analysts_info('nflx')

get_balance_sheet(ticker)

Scrapes the balance sheet for the input ticker from Yahoo Finance (e.g. https://finance.yahoo.com/quote/NFLX/balance-sheet?p=NFLX.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

get_balance_sheet('nflx')

get_cash_flow(ticker)

Scrapes the cash flow statement for the input ticker from Yahoo Finance (e.g. https://finance.yahoo.com/quote/NFLX/cash-flow?p=NFLX.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

get_cash_flow('nflx')

get_data(ticker, start_date = None, end_date = None, index_as_date = True)

Downloads historical price data of a stock into a pandas data frame.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  This is the only required argument.

start_date

The date the price history should begin.

end_date

The date the price history should end.

index_as_date

Default is True.  If index_as_date = True, then the index of the returned data frame is the date associated with each record.  
Otherwise, the date is returned as its own column.

msft_data = get_data('msft')

If you want to filter by a date range, you can just add a value for the start_date and / or end_date parameters, like below:


from1999 = get_data('msft' , start_date = '01/01/1999')

few_days = get_data('msft' , start_date = '01/01/1999' , end_date = '01/10/1999')

get_day_gainers()

Scrapes the top 100 (at most) stocks with the largest gains (on the given trading day) from Yahoo Finance (see https://finance.yahoo.com/gainers).


get_day_gainers()

get_day_losers()

Scrapes the top 100 (at most) worst performing stocks (on the given trading day) from Yahoo Finance (see https://finance.yahoo.com/losers).


get_day_losers()

get_day_most_active()

Scrapes the top 100 most active stocks (on the given trading day) from Yahoo Finance (see https://finance.yahoo.com/most-active).


get_day_most_active()

get_holders(ticker)

Scrapes data from the Holders tab from Yahoo Finance (e.g. https://finance.yahoo.com/quote/NFLX/holders?p=NFLX for an input ticker.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

get_holders('nflx')

get_income_statement(ticker)

Scrapes the income statement for the input ticker, which includes information on Price / Sales, P/E, and moving averages (e.g. https://finance.yahoo.com/quote/NFLX/financials?p=NFLX.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

get_income_statement('nflx')

get_live_price(ticker)

Scrapes the live quote price for the input ticker.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

get_live_price('nflx')

get_quote_table(ticker , dict_result = True)

Scrapes the primary table found on the quote page of an input ticker from Yahoo Finance (e.g. https://finance.yahoo.com/quote/AAPL?p=AAPL)

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

dict_result

Default is True.  If True, the function returns the results in a dict format.  Otherwise, the results are returned in a data frame.

The following fields with their corresponding values are returned:

1y Target Est
52 Week Range
Ask
Volume
Beta
Bid
Days Range
Dividend & Yield
EPS (TTM)
Earnings Date
Ex-Dividend Date
Market Cap
Open
PE Ratio (TTM)
Previous Close
Quote Price
Volume

get_quote_table('aapl')

get_top_crypto(ticker)

Scrapes data for top 100 cryptocurrencies by market cap (see https://finance.yahoo.com/cryptocurrencies).

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

get_stats('nflx')

get_stats(ticker)

Scrapes data off the statistics page for the input ticker, which includes information on Price / Sales, P/E, and moving averages (e.g. https://finance.yahoo.com/quote/NFLX/key-statistics?p=NFLX.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

get_stats('nflx')

tickers_dow()

Returns a list of tickers currently listed on the Dow Jones.  No parameters need to be passed.  The tickers are scraped from Yahoo Finance (see https://finance.yahoo.com/quote/%5EDJI/components?p=%5EDJI.


tickers = tickers_dow()

tickers_nasdaq()

Returns a list of tickers currently listed on the NASDAQ.  No parameters need to be passed.  This method, along with tickers_other, works by scraping text files from ftp://ftp.nasdaqtrader.com/SymbolDirectory/.

tickers_nasdaq scrapes the nasdaqlisted.txt file from the link above, while tickers_other scrapes the otherlisted.txt file.


tickers = tickers_nasdaq()

tickers_other()

See above description for tickers_nasdaq.


tickers = tickers_other()

tickers_sp500()

Returns a list of tickers currently listed in the S&P 500.  The data for this is scraped from Wikipedia:

https://en.wikipedia.org/wiki/List_of_S%26P_500_companies


tickers = tickers_sp500()

options module

We can import any method from options module like this:


from yahoo_fin.options import get_options_chain

Just replace get_options_chain with any other method. Also, we can import all methods at once like so:


from yahoo_fin.options import *

get_calls(ticker, date = None)

Scrapes call options data for the input ticker from Yahoo Finance (e.g. https://finance.yahoo.com/quote/NFLX/options?p=NFLX.

Returns a pandas data frame containing the call options data for the given ticker and expiration date.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

date

Expiration date.  Default is None, which will return the earliest upcoming expiration date's data.


get_calls('nflx')

get_calls('nflx', '06/19/2020')

get_expiration_dates(ticker)

Scrapes expiration dates for the input ticker from Yahoo Finance (e.g. https://finance.yahoo.com/quote/NFLX/options?p=NFLX.

Returns a list of expiration dates for the input ticker. This list is based off the drop-down selection box on the options data webpage for the input ticker.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  


get_expiration_dates('nflx')

get_expiration_dates('amzn')

get_options_chain(ticker, date)

Scrapes calls and puts tables for the input ticker from Yahoo Finance (e.g. https://finance.yahoo.com/quote/NFLX/options?p=NFLX.

Returns a dictionary with two data frames. The keys of the dictionary are labeled calls (which maps to the calls data table) and puts (which maps to the puts data table).

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

date

Expiration date.  Default is None, which will return the earliest upcoming expiration date's data.


# get data on the earliest upcoming expiration date
get_options_chain('nflx')

# specify an expiration date
get_options_chain('amzn', '03/15/2019')

get_puts(ticker, date = None)

Scrapes put options data for the input ticker from Yahoo Finance (e.g. https://finance.yahoo.com/quote/NFLX/options?p=NFLX.

Returns a pandas data frame containing the put options data for the given ticker and expiration date.

Possible parameters

ticker

Stock ticker (e.g. 'MSFT', 'AMZN', etc.).  Case insensitive.  Required as input.  

date

Expiration date.  Default is None, which will return the earliest upcoming expiration date's data.


get_puts('nflx')

get_puts('nflx', '06/19/2020')



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