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DataReader - request to truncate retrieved data to specified dates #419
Pandas version 0.6.0
from pandas.io.data import DataReader
sp500 = DataReader("SPY", "yahoo", start=datetime.datetime(2005, 1,1))
As you can see the index begins at 1993-01-29 despite a user specified start date of 2005-1-1. You can specify any ticker and the start date specified in the DataReader function seems to be ignored.
Comment from Wes below:
The Yahoo API is very unreliable in my experience-- the code currently returns whatever data is returned by the query, so something must have changed recently there. I guess it should truncate to the passed date