Starting on May 2017, Yahoo financial has terminated its service on the well used EOD data download without warning. This is confirmed by Yahoo employee in forum posts.
Yahoo financial EOD data, however, still works on Yahoo financial pages. These download links uses a "crumb" for authentication with a cookie "B". This code is provided to obtain such matching cookie and crumb. This code also downloads end of day stock quote from Yahoo finance.
Once the cookie/crumb is obtained, the querying URL is as following:
https://query1.finance.yahoo.com/v7/finance/download/TTTT?period1=pppppppp&period2=qqqqqqqq&interval=1d&events=eeeeeeee&crumb=cccccccc
where
- TTTT - Ticker (e.g., AAPL, MSFT, etc.)
- pppppppp - Period1 is the timestamp (POSIX time stamp) of the beginning date
- qqqqqqqq - Period2 is the timestamp (POSIX time stamp) of the ending date
- eeeeeeee - Event, can be one of 'history', 'div', or 'split'
- cccccccc - Crumb
The CSV file downloaded through the new API has a few data and format differences from the CSV file from the original iChart source. If you plan to use the downloaded data with code that used to process the data from old API, please check your code to make sure that these differences are taken care of.
- The historical data of Open, High, and Low are already adjusted. In older API download, these data fields are not adjusted.
- Update 06/22/2017: The adjustment of the historical data obtained through this new API now take into account of both dividends and splits. But it is done incorrectly, so that the adjusted close price sometimes falls outside of the adjust high / low.
- Update 07/05/2017: Apparently, the close is adjusted for both dividends and splits, while the open/high/low are only adjusted for splits.
- The order of data fields in each row is slightly different. The fields of the new API are as following (note that the order of the last two fields are swapped from before).
Date, Open, High, Low, Close, Adjusted Close, Volume
- The order of the rows for historical quote by the new API is chronical (vs counter-chronical as the old API).
- The order of the rows for splits/dividends seems random and is not chronically ordered.
- There are a number of holes (dates with prices marked as NULL), even in some of the SP500 stocks.
Note: This code is available through "Simplified BSD License".