Yahoo Finance

What You're Getting

yfinance provides market data — OHLCV price history, real-time quotes, options chains, earnings dates, analyst estimates, and basic fundamentals — for global equities, ETFs, indices, forex, and crypto. The yfinance library wraps the unofficial API and handles response parsing. Price history is split and dividend-adjusted. For most research and prototyping use cases, it's the fastest path to clean price data with no setup.

Ingestion Strategy

import yfinance as yf

# Single ticker — full history
spy = yf.Ticker("SPY")
hist = spy.history(period="max")
print(f"SPY rows: {len(hist)}, from {hist.index.min().date()} to {hist.index.max().date()}")

# Batch download
tickers = ["SPY", "QQQ", "GLD", "TLT"]
batch = yf.download(tickers, start="2010-01-01", auto_adjust=True)
closes = batch["Close"]

# Fundamentals
msft = yf.Ticker("MSFT")
info = msft.info
print(info.get("trailingPE"), info.get("totalRevenue"))

Rate Limits & API Details

• No published limit; ~2,000 req/hour before soft throttling
• yfinance: pip install yfinance
• Periods: 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max
• Intervals: 1m (last 7d), 1h (last 730d), 1d, 1wk, 1mo

Schema Stability

Unstable by nature — Yahoo periodically changes internal endpoints without notice. Pin yfinance to a known-good version in production. The history() DataFrame columns (Open, High, Low, Close, Volume, Dividends, Stock Splits) have been consistent for years.

Data Quality Gotchas

• Unofficial API: may break without notice
• Adjusted prices: use auto_adjust=True (default in recent versions) explicitly
• Timezone handling: intraday data timezone varies by exchange — normalize to UTC on ingest
• Missing fundamentals: some fields are empty for non-US or smaller tickers