S&P 500 Stock Tickers
If you want to analyse the stock market data for all the stocks which make up the S&P 500 then the below code will help you. It gets the list of stocks from the Wikipedia page and then fetches the stock market data from Yahoo Finance.
# Import packages import yfinance as yf import pandas as pd # Read and print the stock tickers that make up S&P500 tickers = pd.read_html( 'https://en.wikipedia.org/wiki/List_of_S%26P_500_companies') print(tickers.head()) # Get the data for this tickers from yahoo finance data = yf.download(tickers.Symbol.to_list(),'2021-1-1','2021-7-12', auto_adjust=True)['Close'] print(data.head())
SP500_tickers_data.py hosted with ❤ by GitHub
Intraday or Minute Frequency Stock Data
yfinance module can be used to fetch the minute level stock market data. It returns the stock market data for the last 7 days.
If yfinance is not installed on your computer, then run the below line of code from your Jupyter Notebook to install yfinance.
!pip install yfinance
install yfinance.py hosted with ❤ by GitHub
The yfinance module has the download method which can be used to download the stock market data.
It takes the following parameters:
ticker: The name of the tickers you want the stock market data for. If you want stock market data for multiple tickers then separate them by space
period: The number of days/month of stock market data required. The valid frequencies are 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max
interval: The frequency of the stock market data. The valid intervals are 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo, 3mo
The below code fetches the stock market data for MSFT for the past 5 days of 1-minute frequency.
import yfinance as yf intraday_data = yf.download(tickers="MSFT", period="5d", interval="1m", auto_adjust=True) intraday_data.head()
minute_data.py hosted with ❤ by GitHub
Stay tuned for next installment in which Ishan Shah will show how to resample Stock Data.
See https://blog.quantinsti.com/stock-market-data-analysis-python/ for additional insight on this topic.
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