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Yahoo Finance API change

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Joshua Ulrich

Yahoo Finance API change

Hi all,

Just wanted to let the list know that Yahoo Finance changed their API
and most download functions will no longer work. It looks like
getting it working will require creating and tracking a session with
the Yahoo Finance servers.

If you're interested in quantmod::getSymbols.yahoo, you can track
progress on the fix on the GitHub issue I created:
https://github.com/joshuaulrich/quantmod/issues/157

Best,
Josh

--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2017 | www.rinfinance.com

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Alec Schmidt-2

Re: Yahoo Finance API change

IMHO it's not necessarily quantmod problem. I use get.hist.quote() from tseries, which, too, yields the same error 502.
________________________________________
From: R-SIG-Finance <[hidden email]> on behalf of Joshua Ulrich <[hidden email]>
Sent: Tuesday, May 16, 2017 9:11 PM
To: r-sig-finance
Subject: [R-SIG-Finance] Yahoo Finance API change

Hi all,

Just wanted to let the list know that Yahoo Finance changed their API
and most download functions will no longer work. It looks like
getting it working will require creating and tracking a session with
the Yahoo Finance servers.

If you're interested in quantmod::getSymbols.yahoo, you can track
progress on the fix on the GitHub issue I created:
https://github.com/joshuaulrich/quantmod/issues/157

Best,
Josh

--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2017 | www.rinfinance.com

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

Joshua Ulrich

Re: Yahoo Finance API change

On Tue, May 16, 2017 at 8:17 PM, Alec Schmidt <[hidden email]> wrote:
> IMHO it's not necessarily quantmod problem. I use get.hist.quote() from tseries, which, too, yields the same error 502.

I don't think it's only a quantmod problem either, which is why I said
most functions that download from Yahoo Finance will no longer work.

I mentioned getSymbols.yahoo because that's the most popular function
I maintain that uses the Yahoo Finance API.

> ________________________________________
> From: R-SIG-Finance <[hidden email]> on behalf of Joshua Ulrich <[hidden email]>
> Sent: Tuesday, May 16, 2017 9:11 PM
> To: r-sig-finance
> Subject: [R-SIG-Finance] Yahoo Finance API change
>
> Hi all,
>
> Just wanted to let the list know that Yahoo Finance changed their API
> and most download functions will no longer work. It looks like
> getting it working will require creating and tracking a session with
> the Yahoo Finance servers.
>
> If you're interested in quantmod::getSymbols.yahoo, you can track
> progress on the fix on the GitHub issue I created:
> https://github.com/joshuaulrich/quantmod/issues/157
>
> Best,
> Josh
>
>
> --
> Joshua Ulrich | about.me/joshuaulrich
> FOSS Trading | www.fosstrading.com
> R/Finance 2017 | www.rinfinance.com
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

Joshua Ulrich

Re: Yahoo Finance API change

In reply to this post by Joshua Ulrich

Some notes from tinkering with a potential fix:

- You need an established session with cookies to download data
- The URL requires a 'crumb'
- The columns of the CSV are in OHLCAV order (vs OHLCVA)
- The OHL columns are already split-adjusted; the Close columns is not
- Observations for some dates may be "null" in the CSV
- The format of the CSV for split data changed

The the commit messages and diffs for details:
https://github.com/joshuaulrich/quantmod/compare/157_yahoo_502

On Tue, May 16, 2017 at 8:11 PM, Joshua Ulrich <[hidden email]> wrote:

> Hi all,
>
> Just wanted to let the list know that Yahoo Finance changed their API
> and most download functions will no longer work. It looks like
> getting it working will require creating and tracking a session with
> the Yahoo Finance servers.
>
> If you're interested in quantmod::getSymbols.yahoo, you can track
> progress on the fix on the GitHub issue I created:
> https://github.com/joshuaulrich/quantmod/issues/157
>
> Best,
> Josh
>
>
> --
> Joshua Ulrich | about.me/joshuaulrich
> FOSS Trading | www.fosstrading.com
> R/Finance 2017 | www.rinfinance.com

Daniel Cegiełka

Re: Yahoo Finance API change

Maybe it would be better to add support for Alpha Vantage

http://www.alphavantage.co
http://www.alphavantage.co/#about

end examples:
http://www.alphavantage.co/documentation/

Daniel

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

Alec Schmidt-2

Re: Yahoo Finance API change

In reply to this post by Joshua Ulrich

It is possible now to download long time series of prices from Yahoo manually. However, the 'old' APIs for quantmod and tseries do not work. Is there chance new APIs will be implemented?
Alec
________________________________________
From: R-SIG-Finance <[hidden email]> on behalf of Joshua Ulrich <[hidden email]>
Sent: Wednesday, May 17, 2017 5:45 PM
To: r-sig-finance
Subject: Re: [R-SIG-Finance] Yahoo Finance API change

Some notes from tinkering with a potential fix:

- You need an established session with cookies to download data
- The URL requires a 'crumb'
- The columns of the CSV are in OHLCAV order (vs OHLCVA)
- The OHL columns are already split-adjusted; the Close columns is not
- Observations for some dates may be "null" in the CSV
- The format of the CSV for split data changed

The the commit messages and diffs for details:
https://github.com/joshuaulrich/quantmod/compare/157_yahoo_502

On Tue, May 16, 2017 at 8:11 PM, Joshua Ulrich <[hidden email]> wrote:

--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2017 | www.rinfinance.com

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

Joshua Ulrich

Re: Yahoo Finance API change

What versions are you referring to as "old"? This was fixed in
quantmod 0.4-9 and tseries 0.10-41.

Or are you referring to this issue?
https://github.com/joshuaulrich/quantmod/issues/174

On Tue, Jun 27, 2017 at 3:01 PM, Alec Schmidt <[hidden email]> wrote:

> It is possible now to download long time series of prices from Yahoo manually. However, the 'old' APIs for quantmod and tseries do not work. Is there chance new APIs will be implemented?
> Alec
> ________________________________________
> From: R-SIG-Finance <[hidden email]> on behalf of Joshua Ulrich <[hidden email]>
> Sent: Wednesday, May 17, 2017 5:45 PM
> To: r-sig-finance
> Subject: Re: [R-SIG-Finance] Yahoo Finance API change
>
> Some notes from tinkering with a potential fix:
>
> - You need an established session with cookies to download data
> - The URL requires a 'crumb'
> - The columns of the CSV are in OHLCAV order (vs OHLCVA)
> - The OHL columns are already split-adjusted; the Close columns is not
> - Observations for some dates may be "null" in the CSV
> - The format of the CSV for split data changed
>
> The the commit messages and diffs for details:
> https://github.com/joshuaulrich/quantmod/compare/157_yahoo_502
>
> On Tue, May 16, 2017 at 8:11 PM, Joshua Ulrich <[hidden email]> wrote:
>> Hi all,
>>
>> Just wanted to let the list know that Yahoo Finance changed their API
>> and most download functions will no longer work. It looks like
>> getting it working will require creating and tracking a session with
>> the Yahoo Finance servers.
>>
>> If you're interested in quantmod::getSymbols.yahoo, you can track
>> progress on the fix on the GitHub issue I created:
>> https://github.com/joshuaulrich/quantmod/issues/157
>>
>> Best,
>> Josh
>>
>>
>> --
>> Joshua Ulrich | about.me/joshuaulrich
>> FOSS Trading | www.fosstrading.com
>> R/Finance 2017 | www.rinfinance.com
>
>
>
> --
> Joshua Ulrich | about.me/joshuaulrich
> FOSS Trading | www.fosstrading.com
> R/Finance 2017 | www.rinfinance.com
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

Alec Schmidt-2

Re: Yahoo Finance API change

Thank you Josh. I did not know about quantmod 0.4-9.
________________________________________
From: Joshua Ulrich <[hidden email]>
Sent: Tuesday, June 27, 2017 5:00 PM
To: Alec Schmidt
Cc: r-sig-finance
Subject: Re: [R-SIG-Finance] Yahoo Finance API change

What versions are you referring to as "old"? This was fixed in
quantmod 0.4-9 and tseries 0.10-41.

Or are you referring to this issue?
https://github.com/joshuaulrich/quantmod/issues/174

On Tue, Jun 27, 2017 at 3:01 PM, Alec Schmidt <[hidden email]> wrote: