Yahoo Data Feed Notes

In May 2017 Yahoo discontinued the existing API for historical data downloads in csv format.

A new API (here named v7) was quickly standardized and has been implemented.

This also brought a change to the actual CSV download format.

Using the v7 API/format

Starting with version 1.9.49.116 this is the default behavior. Choose simply from

• YahooFinanceData for online downloads

• YahooFinanceCSVData for offline downloaded files

Using the legacy API/format

To use the old API/format

1. Instantiate the online Yahoo data feed as:

   data = bt.feeds.YahooFinanceData(
       ...
       version='',
       ...
   )
   

   of the offline Yahoo data feed as:

   data = bt.feeds.YahooFinanceCSVData(
       ...
       version='',
       ...
   )
   

   It might be that the online service comes back (the service was discontinued without any announcement … it might as well come back)

or

1. Only for Offline files downloaded before the change happened, the following can also be done:

   data = bt.feeds.YahooLegacyCSV(
       ...
       ...
   )
   

   The new YahooLegacyCSV simply automates using version=''