reading commodities into python with yahoo finance

Question

I am reading stock data into python using the yahoo finance. It works with stocks, however, it giving errors with commodities.

The code below works perfectly:

import pandas as pd
import numpy as np
import pandas.io.data as web
import datetime

# We will look at stock prices over the past year, starting at January 1, 2016
start = datetime.datetime(2016,1,1)
end = datetime.date.today()

stock = "AAPL"

# get stock data, from yahoo finance within the dates specified
stock = web.DataReader(stock, "yahoo", start, end)

stock.head(n=3)

However, if you change the handle to a commodity instead of a stock you get this error:

import pandas as pd
import numpy as np
import pandas.io.data as web
import datetime

# We will look at stock prices over the past year, starting at January 1, 2016
start = datetime.datetime(2016,1,1)
end = datetime.date.today()

stock = "GCG17.CMX"

# get stock data, from yahoo finance within the dates specified
stock = web.DataReader(stock, "yahoo", start, end)

stock.head(n=3)

OSError: after 3 tries, Yahoo! did not return a 200 for url 'http://ichart.finance.yahoo.com/table.csv?s=GCG17.CMX&a=0&b=1&c=1970&d=0&e=22&f=2017&g=d&ignore=.csv'

Can anyone help me?

Answer 1

You may use YQL Console and try to use SQL to extract the data you want.

For example, I try select * from yahoo.finance.historicaldata where symbol = "AAPL" and startDate = "2016-01-01" and endDate = "2017-01-22 and successfully get the table I want.

If I replace "AAPL" by "GCG17.CMX" and I cannot get anything. Therefore, I don't think the library in python such as pandas and yahoo_finance have any problem. The problem occurs in yahoo side.

You may try to find other database such as Wharton data service and so on to get the table you want. Hope this can help.

Answer 2

您收到错误消息，因为雅虎财经不保存历史商品价格。

Answer 3

Instead use the eminent yfinance . Here for sugar futures:

import yfinance as yf
df = yf.download('SB=F', '2020-03-23')

If you instead want gold futures, simply use the symbol GC=F instead. Should you wish to plot it:

import finplot as fplt
fplt.candlestick_ochl(df[['Open','Close','High','Low']])
fplt.show()