yfinance

name yfinance description yfinance global market data interface — retrieve OHLCV and research data for US, HK, and Canadian stocks, ETFs, and indices via Yahoo Finance. Free, no API key required. category data-source yfinance Overview yfinance is an open-source Python wrapper for Yahoo Finance, providing global market data (US, HK, and Canadian stocks, ETFs, indices) including historical and real-time quotes. Completely free, no registration or API key required. The project has a built-in yfinance DataLoader ( backtest/loaders/yfinance_loader.py ). When backtesting, set source: "yfinance" or source: "auto" to invoke it automatically. For OHLCV bars in agent/swarm work, prefer the get_market_data tool when it is available. It routes through the project loader layer, normalizes symbols, removes malformed OHLC rows, and returns strict JSON. Use direct yfinance calls mainly for data outside OHLCV coverage such as company info, financial statements, options, holders, and insider transactions. Deep Yahoo Interfaces (references/) Beyond the yfinance package, the project ships a built-in Yahoo public-API client ( backtest.loaders.yahoo_client ) and two read-only agent tools that sit on top of it. These reach Yahoo's own unauthenticated JSON endpoints directly via requests (no yfinance install needed), share one throttled HTTP gate (Yahoo rate-limits by source IP), and handle the cookie+crumb handshake automatically. Each interface has its own reference doc — read the one you need rather than loading them all: Doc Covers yahoo_client.get_chart Direct v8 OHLCV bars (range or epoch window) yahoo_client.get_quote_summary v10 quoteSummary modules (key stats, financials, ownership) yahoo_client.get_options v7 option chain (expirations + calls/puts) yahoo_client.search v1 instrument search by ticker/name get_options_chain tool Agent tool: US options ladder envelope get_stock_profile tool Agent tool: company profile/estimates/ownership envelope Path convention: every link above is written relative to this document ( references/... ), the form GitHub resolves when the file is opened in a browser. read_file resolves the same string against the skill that owns it, so the agent and a human reader reach one file. Reuse the relative form for any new reference docs, and keep reference paths unique across skills: a path two skills both carry is reported as ambiguous rather than guessed. The Yahoo client uses the project ticker convention ( AAPL.US → AAPL , 00700.HK → 0700.HK , TD.TO and PNG.V pass through); see the Ticker Format Conversion table below — the same rules apply across all of the interfaces above. Quick Start Preferred OHLCV tool call: { "codes" : [ "AAPL.US" , "700.HK" , "TD.TO" , "PNG.V" ] , "start_date" : "2025-01-01" , "end_date" : "2026-01-01" , "source" : "yfinance" , "interval" : "1D" } If you must write a Python script for OHLCV, use the DataLoader instead of raw yf.download : from backtest.loaders.registry import get_loader_cls_with_fallback loader = get_loader_cls_with_fallback( "yfinance" )() data = loader.fetch( [ "AAPL.US" , "700.HK" , "TD.TO" , "PNG.V" ], "2025-01-01" , "2026-01-01" , interval= "1D" , ) for symbol, df in data.items(): print (symbol, df.tail()) Ticker Format Conversion The project uses a unified ticker format. The DataLoader automatically converts to yfinance format: Project Format yfinance Format Market AAPL.US AAPL US stock MSFT.US MSFT US stock 700.HK 0700.HK HK stock 9988.HK 9988.HK HK stock TD.TO TD.TO Toronto Stock Exchange stock PNG.V PNG.V TSX Venture stock SPY.US SPY US ETF Rules: US stocks: strip the .US suffix → use the raw ticker HK stocks: keep .HK , pad the number to 4 digits ( 700 → 0700 ) Canadian stocks: keep .TO (TSX) or .V (TSXV) unchanged Supported Data Types 1. Historical OHLCV Prefer get_market_data for OHLCV whenever the tool is available: { "codes" : [ "AAPL.US" , "MSFT.US" , "GOOGL.US" ] , "start_date" : "2025-01-01" , "end_date" : "2026-01-01" , "source" : "yfinance" , "interval" : "1D" , "max_rows" : 250 } For script-based OHLCV analysis, use the loader: from backtest.loaders.registry import get_loader_cls_with_fallback loader = get_loader_cls_with_fallback( "yfinance" )() # Single stock single = loader.fetch([ "AAPL.US" ], "2025-01-01" , "2026-01-01" , interval= "1D" ) # Specific interval hourly = loader.fetch([ "AAPL.US" ], "2026-03-01" , "2026-03-30" , interval= "1H" ) Supported intervals: Minute-level: 1m , 2m , 5m , 15m , 30m , 60m , 90m Hourly: 1h Daily and above: 1d , 5d , 1wk , 1mo , 3mo Minute data limits: 1m : up to 7 days of history 2m/5m/15m/30m/60m/90m : up to 60 days 1h : up to 730 days 1d and above: unlimited 2. Company Info ticker = yf.Ticker( "AAPL" ) info = ticker.info print ( f"Company: {info.get( 'longName' )} " ) print ( f"Industry: {info.get( 'industry' )} " ) print ( f"Market cap: {info.get( 'marketCap' )} " ) print ( f"PE: {info.get( 'trailingPE' )} " ) print ( f"EPS: {info.get( 'trailingEps' )} " ) print ( f"Dividend yield: {info.get( 'dividendYield' )} " ) 3. Financial Statements ticker = yf.Ticker( "AAPL" ) # Income statement (annual) income = ticker.financials # Income statement (quarterly) income_q = ticker.quarterly_financials # Balance sheet balance = ticker.balance_sheet # Cash flow statement cashflow = ticker.cashflow # Earnings data earnings = ticker.earnings 4. Dividends and Splits ticker = yf.Ticker( "AAPL" ) # Dividend history dividends = ticker.dividends # Stock split history splits = ticker.splits # All corporate actions actions = ticker.actions 5. Institutional Holdings ticker = yf.Ticker( "AAPL" ) # Institutional holders holders = ticker.institutional_holders # Major holders summary major = ticker.major_holders # Insider transactions insider = ticker.insider_transactions 6. Indices and ETFs # Major indices sp500 = yf.download( "^GSPC" , start= "2025-01-01" , end= "2026-01-01" , progress= False ) # S&P 500 nasdaq = yf.download( "^IXIC" , start= "2025-01-01" , end= "2026-01-01" , progress= False ) # NASDAQ hsi = yf.download( "^HSI" , start= "2025-01-01" , end= "2026-01-01" , progress= False ) # Hang Seng Index # ETFs spy = yf.download( "SPY" , start= "2025-01-01" , end= "2026-01-01" , progress= False ) qqq = yf.download( "QQQ" , start= "2025-01-01" , end= "2026-01-01" , progress= False ) 7. FX Rates # Currency pairs usdcny = yf.download( "CNY=X" , start= "2025-01-01" , end= "2026-01-01" , progress= False ) usdhkd = yf.download( "HKD=X" , start= "2025-01-01" , end= "2026-01-01" , progress= False ) eurusd = yf.download( "EURUSD=X" , start= "2025-01-01" , end= "2026-01-01" , progress= False ) Backtest Usage config.json Example { "source" : "yfinance" , "codes" : [ "AAPL.US" , "MSFT.US" ] , "start_date" : "2020-01-01" , "end_date" : "2026-03-30" , "initial_cash" : 1000000 , "commission" : 0.001 , "extra_fields" : null } Cross-Market Auto Mode { "source" : "auto" , "codes" : [ "000001.SZ" , "AAPL.US" , "700.HK" , "BTC-USDT" ] , "start_date" : "2024-01-01" , "end_date" : "2026-03-30" , "initial_cash" : 1000000 , "commission" : 0.001 , "extra_fields" : null } source: "auto" routes automatically by ticker format: A-shares → the China fallback chain, HK stocks → the HK chain, Canadian .TO / .V stocks → Yahoo/yfinance, and crypto → OKX. Notes Free, no API key : yfinance scrapes Yahoo Finance public data — no registration needed Rate limits : high-frequency requests may trigger temporary Yahoo bans — prefer batch downloads over per-ticker loops Minute data range : limited by Yahoo Finance (see table above) HK tickers : Yahoo Finance uses 4-digit numbers + .HK ; pad with leading zeros where needed Adjustment : auto_adjust=True (default) returns forward-adjusted prices; the project loader uses auto_adjust=False Timezone : returned data includes timezone info; the DataLoader strips it automatically extra_fields not supported : yfinance via the backtest loader returns OHLCV only; PE/PB and other fundamentals require separate yf.Ticker().info calls Comparison with Tushare : Tushare covers deep A-share data (financials, fund flows, block trades, etc.); yfinance covers global markets but with less depth