from pandas_datareader import data as pdr

import fix_yahoo_finance as yf

yf.pdr_override()  # <== that's all it takes :-)

data = pdr.get_data_yahoo(
    # tickers list (single tickers accepts a string as well)
    tickers=['AAPL',
             'ADBE',
             'AEE',
             'AEP',
             'AFL',
             'AIG',
             'AIZ',
             'ALL',
             'AMAT',
             'AMT',
             'AON',
             'APC',
             'AVB',
             'AVGO',
             'AWK',
             'AXP',
             'BAC',
             'BBT',
             'BHF',
             'BHGE',
             'BK',
             'BLK',
             'BRK.A',
             'C',
             'CB',
             'CCI',
             'CME',
             'CNP',
             'COF',
             'COP',
             'CRM',
             'CSCO',
             'CTSH',
             'CVX',
             'D',
             'DLR',
             'DUK',
             'ED',
             'EOG',
             'EQIX',
             'EXC',
             'FB',
             'FTI',
             'GOOGL',
             'GS',
             'HAL',
             'HP',
             'IBM',
             'INTC',
             'INTU',
             'JPM',
             'KEY',
             'KMI',
             'LNC',
             'MA',
             'MET',
             'MMC',
             'MPC',
             'MS',
             'MSFT',
             'MTB',
             'NEE',
             'NI',
             'NOV',
             'NVDA',
             'OKE',
             'ORCL',
             'OXY',
             'PCG',
             'PEG',
             'PFG',
             'PGR',
             'PLD',
             'PNC',
             'PPL',
             'PRU',
             'PSA',
             'PSX',
             'PXD',
             'QCOM',
             'SCHW',
             'SLB',
             'SO',
             'SPG',
             'SRE',
             'STI',
             'TMK',
             'TRV',
             'TXN',
             'UNM',
             'USB',
             'V',
             'VLO',
             'WEC',
             'WFC',
             'WLTW',
             'WMB',
             'WY',
             'XEL',
             'XOM'],

    # start date (YYYY-MM-DD / datetime.datetime object)
    # (optional, defaults is 1950-01-01)
    start="2017-01-01",

    # end date (YYYY-MM-DD / datetime.datetime object)
    # (optional, defaults is Today)
    end="2017-04-30",

    # return a multi-index dataframe
    # (optional, default is Panel, which is deprecated)
    as_panel=False,

    # group by ticker (to access via data['SPY'])
    # (optional, default is 'column')
    group_by='ticker',

    # adjust all OHLC automatically
    # (optional, default is False)
    auto_adjust=True,

    # download dividend + stock splits data
    # (optional, default is None)
    # options are:
    #   - True (returns history + actions)
    #   - 'only' (actions only)
    actions=True,

    # How may threads to use?
    threads=10
)

datacsv = data.to_csv('Pairs_Trading_Analysis_Data_Yahoo.csv',index=True, index_label='Date')