yahoo-finance

Yahoo Finance historical quotes and snapshot data downloader written in Node.js

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Readme

yahoo-finance
yahoo-finance is Yahoo Finance historical quotes and snapshot data downloader written in Node.js.
The library handles fetching, parsing, and cleaning of CSV data and returns JSON result that is convenient and easy to work with. Both callback (last parameter) and promises (using Bluebird) styles are supported.
Also check out google-finance.

NB: v1 is feature frozen, v2 in beta

Please note that v1 is feature frozen. It has been stable for years, and we are no longer working on it (besides for any urgent security fixes). We have a v2 candidate in beta at https://github.com/gadicc/node-yahoo-finance2.
  • If you're just starting off, or are feeling adventurous, check out the v2 beta, which has a new API.

  • If you're an existing user, keep with the current stable version, and
await official upgrade instructions. We anticipate a v2 stable release around July 2021.
Please submit feature requests only to https://github.com/gadicc/node-yahoo-finance2.
The rest of this README refers to v1 only.

Yahoo's 2017 API Change

This project is compatible with Yahoo's "new" (and internal) API from 2017-05-16. Please be aware that Yahoo stopped supporting their API for developers many years ago, so in theory this could stop working at any time and without prior notice. In practice, however, the magic of open-source has kept this project working reliably and continuously for years and years.
Regarding the package API:
  • historical() - should work as expected - please check the output and report any inconsistencies.

  • snapshot() - deprecated - returns the original format for SOME old options via a mapping layer. Since Yahoo's new API does not contain all the same data as the old version, 100% compatibility is impossible - but for the most common options, this should ease upgrade pains. When you can, transition to the new quote() API instead.

  • quote() - NEW API more faithful to Yahoo's new API. See below. This replaces snapshot() and we suggest you use it instead.

  • Note: your very first request will take a bit longer to return, as we need to
first send an additional request to Yahoo to get a "crumb" that is used for all future quests.

Installation

$ npm install --save yahoo-finance

Usage

var yahooFinance = require('yahoo-finance');

yahooFinance.historical({
  symbol: 'AAPL',
  from: '2012-01-01',
  to: '2012-12-31',
  // period: 'd'  // 'd' (daily), 'w' (weekly), 'm' (monthly), 'v' (dividends only)
}, function (err, quotes) {
  //...
});

// This replaces the deprecated snapshot() API
yahooFinance.quote({
  symbol: 'AAPL',
  modules: [ 'price', 'summaryDetail' ] // see the docs for the full list
}, function (err, quotes) {
  // ...
});


modules and the data they return.
reference.

API

Download Historical Data (single symbol)

yahooFinance.historical({
  symbol: SYMBOL,
  from: START_DATE,
  to: END_DATE
}, function (err, quotes) {
  /*
  [
    {
      date: Thu Nov 07 2013 00:00:00 GMT-0500 (EST),
      open: 45.1,
      high: 50.09,
      low: 44,
      close: 44.9,
      volume: 117701700,
      adjClose: 44.9,
      symbol: 'TWTR'
    },
    ...
    {
      date: Thu Nov 14 2013 00:00:00 GMT-0500 (EST),
      open: 42.34,
      high: 45.67,
      low: 42.24,
      close: 44.69,
      volume: 11090800,
      adjClose: 44.69,
      symbol: 'TWTR'
    }
  ]
  */
});

Download Historical Data (multiple symbols)

yahooFinance.historical({
  symbols: [SYMBOL1, SYMBOL2],
  from: START_DATE,
  to: END_DATE
}, function (err, result) {
  /*
  {
    YHOO: [
      {
        date: Fri Apr 12 1996 00:00:00 GMT-0400 (EDT),
        open: 25.25,
        high: 43,
        low: 24.5,
        close: 33,
        volume: 408720000,
        adjClose: 1.38,
        symbol: 'YHOO'
      },
      ...
      {
        date: Thu Nov 14 2013 00:00:00 GMT-0500 (EST),
        open: 35.07,
        high: 35.89,
        low: 34.76,
        close: 35.69,
        volume: 21368600,
        adjClose: 35.69,
        symbol: 'YHOO'
      }
    ],
    GOOGL: [
      {
        date: Thu Aug 19 2004 00:00:00 GMT-0400 (EDT),
        open: 100,
        high: 104.06,
        low: 95.96,
        close: 100.34,
        volume: 22351900,
        adjClose: 100.34,
        symbol: 'GOOGL'
      },
      ...
      {
        date: Thu Nov 14 2013 00:00:00 GMT-0500 (EST),
        open: 1033.92,
        high: 1039.75,
        low: 1030.35,
        close: 1035.23,
        volume: 1166700,
        adjClose: 1035.23,
        symbol: 'GOOGL'
      }
    ],
    ...
  }
  */
});

Specifying request options

Optionally request options (such as a proxy) can be specified by inserting an extra parameter just before the callback:
var httpRequestOptions = {
  proxy: 'http://localproxy.com'
};


yahooFinance.historical({
  symbol: SYMBOL,
  from: START_DATE,
  to: END_DATE
}, httpRequestOptions, function (err, quotes) {
  // Result
});


yahooFinance.quote({
  symbol: SYMBOL,
  modules: MODULES  // ex: ['price', 'summaryDetail']
}, httpRequestOptions, function (err, snapshot) {
  // Result
});

Credits

See the contributors.
  • Special thanks to @gadicc who brought the broken library back to life when Yahoo suddently changed their API. (check out his hero work at PR #37, #41, and #42)

License

The MIT License (MIT)
Copyright (c) 2013-2017 Pilwon Huh
Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

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