googlefinance.client is a python client library for google finance api
$ pip install googlefinance.client
from googlefinance.client import get_price_data, get_prices_data, get_prices_time_data
# Dow Jones
param = {
'q': ".DJI", # Stock symbol (ex: "AAPL")
'i': "86400", # Interval size in seconds ("86400" = 1 day intervals)
'x': "INDEXDJX", # Stock exchange symbol on which stock is traded (ex: "NASD")
'p': "1Y" # Period (Ex: "1Y" = 1 year)
}
# get price data (return pandas dataframe)
df = get_price_data(param)
print(df)
# Open High Low Close Volume
# 2016-05-17 05:00:00 17531.76 17755.8 17531.76 17710.71 88436105
# 2016-05-18 05:00:00 17701.46 17701.46 17469.92 17529.98 103253947
# 2016-05-19 05:00:00 17501.28 17636.22 17418.21 17526.62 79038923
# 2016-05-20 05:00:00 17514.16 17514.16 17331.07 17435.4 95531058
# 2016-05-21 05:00:00 17437.32 17571.75 17437.32 17500.94 111992332
# ... ... ... ... ... ...
params = [
# Dow Jones
{
'q': ".DJI",
'x': "INDEXDJX",
},
# NYSE COMPOSITE (DJ)
{
'q': "NYA",
'x': "INDEXNYSEGIS",
},
# S&P 500
{
'q': ".INX",
'x': "INDEXSP",
}
]
period = "1Y"
# get open, high, low, close, volume data (return pandas dataframe)
df = get_prices_data(params, period)
print(df)
# .DJI_Open .DJI_High .DJI_Low .DJI_Close .DJI_Volume \
# 2016-07-20 18503.12 18562.53 18495.11 18559.01 85840786
# 2016-07-21 18582.70 18622.01 18555.65 18595.03 93233337
# 2016-07-22 18589.96 18590.44 18469.67 18517.23 86803016
# 2016-07-23 18524.15 18571.30 18491.59 18570.85 87706622
# 2016-07-26 18554.49 18555.69 18452.62 18493.06 76807470
# ... ... ... ... ... ...
params = [
# Dow Jones
{
'q': ".DJI",
'x': "INDEXDJX",
},
# NYSE COMPOSITE (DJ)
{
'q': "NYA",
'x': "INDEXNYSEGIS",
},
# S&P 500
{
'q': ".INX",
'x': "INDEXSP",
}
]
period = "1Y"
interval = 60*30 # 30 minutes
# get open, high, low, close, volume time data (return pandas dataframe)
df = get_prices_time_data(params, period, interval)
print(df)
# .DJI_Open .DJI_High .DJI_Low .DJI_Close .DJI_Volume \
# 2016-07-19 23:00:00 18503.12 18542.13 18495.11 18522.47 0
# 2016-07-19 23:30:00 18522.44 18553.30 18509.25 18546.27 0
# 2016-07-20 00:00:00 18546.20 18549.59 18519.77 18539.93 0
# 2016-07-20 00:30:00 18540.24 18549.80 18526.99 18534.18 0
# 2016-07-20 01:00:00 18534.05 18540.38 18507.34 18516.41 0
# ... ... ... ... ... ...
- Fork it
- Create your feature branch (
git checkout -b my-new-feature
) - Commit your changes (
git commit -am 'Add some feature'
) - Push to the branch (
git push origin my-new-feature
) - Create new Pull Request