Stock price data acquisition tips

Introduction

This time, I will summarize how to obtain stock price data.

On familiar sites, time series data of Yahoo! Finance seems to be easy, but Yahoo! Finance seems to be prohibited from scraping, that is, extracting stock price data from Web pages, so <a href="https:: //pandas-datareader.readthedocs.io/en/latest/ "target="_blank" rel="noopener noreferrer"> Pandas DataReader is recommended.

I referred to the following article. https://ntk-lab.com/import_stock_data/ How to get stock price data in Python

Pandas DataReader

Here Stock price data used by Pandas Data Reader Where to get it and how to access it.

IEX

For stocks listed on the NY market, You can easily find the sample code that comes from IEX, but to get stock price data from IEX, you need to create an account and get an API key. You can get a free API key, but there is a limit to the amount of data you can get in a day. Paid API keys aren't too expensive, but I couldn't find the cancellation method page, so I'll stop.

import os
import pandas_datareader as pdr
from datetime import datetime

 os.environ ['IEX_API_KEY'] ='The value of the acquired API key'
start_date = datetime(2020,1,1)
end_date = datetime(2020,7,10)

df = pdr.data.DataReader(name='AAPL', data_source="iex", start=start_date, end=end_date)
df.to_csv("AAPL.csv")

It was easy to use Stooq . No need to get API key. The acquisition example is as follows.

import pandas_datareader.stooq as web
from datetime import datetime

start_date = datetime(2020,1,1)
end_date = datetime(2020,7,10)

dr = web.StooqDailyReader('^DJI', start=start_date, end=end_date)
df = dr.read()
df.to_csv('DOW30.csv')

You can also get indexes from each country and stocks in Japan. For overseas stocks, specify the ticker code, and for Japanese domestic stocks, specify the 4-digit securities code with the extension ".JP".

Summary

Pandas DataReader's stooq is easy to use because it doesn't require API key acquisition. You don't have to deal with forbidden scraping because Japanese listed stocks are available.