Quick python script to download historical ticker data from Yahoo Finance. Of course, for personal use only.
Python 3.x and everything from requirements.txt:
pip install -r requirements.txt
Edit tickers.txt to select the tickers you need. The default contains a snapshot of S&P 500 tickers. Then run:
python yahoo.py
All historical data will be saved in a data subdirectory in JSON format. Note that this a simple serialization
of a Pandas DataFrame, so there is some meta data. The core data lives in the "data" field:
{
"schema": {
"fields": [
# ... omitted
],
"primaryKey": [
"Date"
],
"pandas_version": "0.20.0"
},
"data": [
{
"Date": "1980-12-12T00:00:00.000Z",
"Open": 0.1004534587,
"High": 0.1008901887,
"Low": 0.1004534587,
"Close": 0.1004534587,
"Volume": 469033600,
"Dividends": 0,
"Stock Splits": 0
},
# ... omitted
]
}