Yahoo Finance Historical data downloader url is not working

Question

I have used the following url to fetch the historical data from yahoo finance. From last 16th May, 2017 the url is not working.

http://real-chart.finance.yahoo.com/t

Answer 1

I developed the following solution for this issue in Excel/VBA. The key challenge was the creation of the Crumb / Cookie pair. Once that is created you can re-use it for calls to Yahoo for the historical prices.

See here the key code for the Crumb / Cookie

Sub GetYahooRequest(strCrumb As String, strCookie As String)
'This routine will use a sample request to Yahoo to obtain a valid Cookie and Crumb

Dim strUrl                      As String: strUrl = "https://finance.yahoo.com/lookup?s=%7B0%7D"  
Dim objRequest                  As WinHttp.WinHttpRequest

Set objRequest = New WinHttp.WinHttpRequest

    With objRequest
        .Open "GET", strUrl, True
        .setRequestHeader "Content-Type", "application/x-www-form-urlencoded; charset=UTF-8"
        .send
        .waitForResponse
        strCrumb = strExtractCrumb(.responseText)
        strCookie = Split(.getResponseHeader("Set-Cookie"), ";")(0)
    End With

End Sub

See the following Yahoo Historical Price Extract on my website for a Sample Excel workbook that demonstrates how to extract Yahoo Historical prices

Answer 2

Great answer Andrea, I have added to your code to allow for downloads of multiple stocks. (python 2.7)

file1: down.py

import os

myfile = open("ticker.csv", "r")
lines = myfile.readlines()

for line in lines:
        ticker = line.strip();
        cmd = "python get_quote_history.py --symbol=%s --from=2017-01-01 --to=2017-05-25 -o %s.csv"  %(ticker,ticker)
        os.system(cmd)

file2: ticker.csv AAPL MSFT

file3: get_quote_history.py

Answer 3

I have wrote a lightweight script that pulls together alot of the suggestions in this thread to fix this problem. https://github.com/AndrewRPorter/yahoo-historical

However, there are much better solutions such as, https://github.com/ranaroussi/fix-yahoo-finance

Hope these resources help!

Answer 4

Andrea Galeazzi's excellent answer; with added options for splits and dividends, and twisted for python 3.

Also changed so "to:date" is included in the returned results, previously code returned up to but not including "to:date". Just different!

And be aware that Yahoo made minor changes in price rounding, column order, and split syntax.

## Downloaded from
## https://stackoverflow.com/questions/44044263/yahoo-finance-historical-data-downloader-url-is-not-working
## Modified for Python 3
## Added --event=history|div|split   default = history
## changed so "to:date" is included in the returned results
## usage: download_quote(symbol, date_from, date_to, events).decode('utf-8')

import re
from urllib.request import urlopen, Request, URLError
import calendar
import datetime
import getopt
import sys
import time

crumble_link = 'https://finance.yahoo.com/quote/{0}/history?p={0}'
crumble_regex = r'CrumbStore":{"crumb":"(.*?)"}'
cookie_regex = r'Set-Cookie: (.*?); '
quote_link = 'https://query1.finance.yahoo.com/v7/finance/download/{}?period1={}&period2={}&interval=1d&events={}&crumb={}'


def get_crumble_and_cookie(symbol):
    link = crumble_link.format(symbol)
    response = urlopen(link)
    match = re.search(cookie_regex, str(response.info()))
    cookie_str = match.group(1)
    text = response.read().decode("utf-8")
    match = re.search(crumble_regex, text)
    crumble_str = match.group(1)
    return crumble_str , cookie_str


def download_quote(symbol, date_from, date_to,events):
    time_stamp_from = calendar.timegm(datetime.datetime.strptime(date_from, "%Y-%m-%d").timetuple())
    next_day = datetime.datetime.strptime(date_to, "%Y-%m-%d") + datetime.timedelta(days=1)
    time_stamp_to = calendar.timegm(next_day.timetuple())

    attempts = 0
    while attempts < 5:
        crumble_str, cookie_str = get_crumble_and_cookie(symbol)
        link = quote_link.format(symbol, time_stamp_from, time_stamp_to, events,crumble_str)
        #print link
        r = Request(link, headers={'Cookie': cookie_str})

        try:
            response = urlopen(r)
            text = response.read()
            print ("{} downloaded".format(symbol))
            return text
        except URLError:
            print ("{} failed at attempt # {}".format(symbol, attempts))
            attempts += 1
            time.sleep(2*attempts)
    return b''

if __name__ == '__main__':
    print (get_crumble_and_cookie('KO'))
    from_arg = "from"
    to_arg = "to"
    symbol_arg = "symbol"
    event_arg = "event"
    output_arg = "o"
    opt_list = (from_arg+"=", to_arg+"=", symbol_arg+"=", event_arg+"=")
    try:
        options, args = getopt.getopt(sys.argv[1:],output_arg+":",opt_list)
    except getopt.GetoptError as err:
        print (err)

    symbol_val = ""
    from_val = ""
    to_val = ""
    output_val = ""
    event_val = "history"
    for opt, value in options:
        if opt[2:] == from_arg:
            from_val = value
        elif opt[2:] == to_arg:
            to_val = value
        elif opt[2:] == symbol_arg:
            symbol_val = value
        elif opt[2:] == event_arg:
            event_val = value
        elif opt[1:] == output_arg:
            output_val = value

    print ("downloading {}".format(symbol_val))
    text = download_quote(symbol_val, from_val, to_val,event_val)
    if text:
        with open(output_val, 'wb') as f:
            f.write(text)
        print ("{} written to {}".format(symbol_val, output_val))

Answer 5

Got it to work, now I just have to parse the csv. Thought I'd share since I was having trouble with the syntax.

Dim crumb As String:    crumb = "xxxx"
Dim cookie As String:   cookie = "yyyy"

Dim urlStock As String: urlStock = "https://query1.finance.yahoo.com/v7/finance/download/SIRI?" & _
    "period1=1274158800&" & _
    "period2=1495059477&" & _
    "interval=1d&events=history&crumb=" & crumb

Dim http As MSXML2.XMLHTTP:   Set http = New MSXML2.ServerXMLHTTP
http.Open "GET", urlStock, False
http.setRequestHeader "Cookie", cookie
http.send

Answer 6

I recently wrote a simple python script to download the history of a single stock.
Here an example how to invoke it:
python get_quote_history.py --symbol=IBM --from=2017-01-01 --to=2017-05-25 -o IBM.csv
This will download IBM historical prices from 2017-01-01 to 2017-05-25 and save them in IBM.csv file.

import re
import urllib2
import calendar
import datetime
import getopt
import sys
import time

crumble_link = 'https://finance.yahoo.com/quote/{0}/history?p={0}'
crumble_regex = r'CrumbStore":{"crumb":"(.*?)"}'
cookie_regex = r'Set-Cookie: (.*?); '
quote_link = 'https://query1.finance.yahoo.com/v7/finance/download/{}?period1={}&period2={}&interval=1d&events=history&crumb={}'


def get_crumble_and_cookie(symbol):
    link = crumble_link.format(symbol)
    response = urllib2.urlopen(link)
    match = re.search(cookie_regex, str(response.info()))
    cookie_str = match.group(1)
    text = response.read()
    match = re.search(crumble_regex, text)
    crumble_str = match.group(1)
    return crumble_str, cookie_str


def download_quote(symbol, date_from, date_to):
    time_stamp_from = calendar.timegm(datetime.datetime.strptime(date_from, "%Y-%m-%d").timetuple())
    time_stamp_to = calendar.timegm(datetime.datetime.strptime(date_to, "%Y-%m-%d").timetuple())

    attempts = 0
    while attempts < 5:
        crumble_str, cookie_str = get_crumble_and_cookie(symbol)
        link = quote_link.format(symbol, time_stamp_from, time_stamp_to, crumble_str)
        #print link
        r = urllib2.Request(link, headers={'Cookie': cookie_str})

        try:
            response = urllib2.urlopen(r)
            text = response.read()
            print "{} downloaded".format(symbol)
            return text
        except urllib2.URLError:
            print "{} failed at attempt # {}".format(symbol, attempts)
            attempts += 1
            time.sleep(2*attempts)
    return ""

if __name__ == '__main__':
    print get_crumble_and_cookie('KO')
    from_arg = "from"
    to_arg = "to"
    symbol_arg = "symbol"
    output_arg = "o"
    opt_list = (from_arg+"=", to_arg+"=", symbol_arg+"=")
    try:
        options, args = getopt.getopt(sys.argv[1:],output_arg+":",opt_list)
    except getopt.GetoptError as err:
        print err

    for opt, value in options:
        if opt[2:] == from_arg:
            from_val = value
        elif opt[2:] == to_arg:
            to_val = value
        elif opt[2:] == symbol_arg:
            symbol_val = value
        elif opt[1:] == output_arg:
            output_val = value

    print "downloading {}".format(symbol_val)
    text = download_quote(symbol_val, from_val, to_val)

    with open(output_val, 'wb') as f:
        f.write(text)
    print "{} written to {}".format(symbol_val, output_val)