With yfinance, if you do the following:
import yfinance as yf
df = yf.download(tickers='^GSPC')
you'll download all the data for the S&P 500.
Later on, if you repeat the same steps to get new data, it will download all data again.
With yfinance_download, all the data is only downloaded the first time. The data is serialized into a pkl file. Subsequent calls to download the data only request recent data (data since 2nd most recent date).
After running the following:
import yfinance_download
df = yfinance_download.update_records('^GSPC')
you should have a file pkl/^GSPC-1d.pkl which stores the serialized data.
To select a 1mo interval:
df = yfinance_download.update_records('^GSPC', interval='1mo')
You should then see a file pkl/^GSPC-1mo.pkl