Pandas Yahoo Datareader RemoteDataError when start date or end date is current date

Question

I am running the below program to extract the stock information:

import datetime
import pandas as pd
from pandas import DataFrame
from pandas.io.data import DataReader
symbols_list = ['AAPL', 'TSLA', 'YHOO','GOOG', 'MSFT','ALTR','WDC','KLAC']

symbols=[]
for ticker in symbols_list: 
    r = DataReader(ticker, "yahoo", 
                   start=datetime.datetime(2015, 4, 17))
    # add a symbol column
    r['Symbol'] = ticker 
    symbols.append(r)
# concatenate all the dfs
df = pd.concat(symbols)
#define cell with the columns that i need
cell= df[['Symbol','Open','High','Low','Adj Close','Volume']]
#changing sort of Symbol (ascending) and Date(descending) setting Symbol as first column and changing date format
cell.reset_index().sort(['Symbol', 'Date'], ascending=[1,0]).set_index('Symbol').to_csv('stock.csv', date_format='%d/%m/%Y')

This runs perfectly. But when I change the start date to today i.e (2015, 4, 20), then the program errors out. I have tried giving end date as well but no use. Below is the error that I get:

UnboundLocalError                         Traceback (most recent call last)
<ipython-input-38-a05c721d551a> in <module>()
      8 for ticker in symbols_list:
      9     r = DataReader(ticker, "yahoo", 
---> 10                    start=datetime.datetime(2015, 4, 20))
     11     # add a symbol column
     12     r['Symbol'] = ticker

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in DataReader(name, data_source, start, end, retry_count, pause)
     75         return get_data_yahoo(symbols=name, start=start, end=end,
     76                               adjust_price=False, chunksize=25,
---> 77                               retry_count=retry_count, pause=pause)
     78     elif data_source == "google":
     79         return get_data_google(symbols=name, start=start, end=end,

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in get_data_yahoo(symbols, start, end, retry_count, pause, adjust_price, ret_index, chunksize, interval)
    418         raise ValueError("Invalid interval: valid values are 'd', 'w', 'm' and 'v'")
    419     return _get_data_from(symbols, start, end, interval, retry_count, pause,
--> 420                           adjust_price, ret_index, chunksize, 'yahoo')
    421 
    422 

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in _get_data_from(symbols, start, end, interval, retry_count, pause, adjust_price, ret_index, chunksize, source)
    359     # If a single symbol, (e.g., 'GOOG')
    360     if isinstance(symbols, (compat.string_types, int)):
--> 361         hist_data = src_fn(symbols, start, end, interval, retry_count, pause)
    362     # Or multiple symbols, (e.g., ['GOOG', 'AAPL', 'MSFT'])
    363     elif isinstance(symbols, DataFrame):

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in _get_hist_yahoo(sym, start, end, interval, retry_count, pause)
    206            '&g=%s' % interval +
    207            '&ignore=.csv')
--> 208     return _retry_read_url(url, retry_count, pause, 'Yahoo!')
    209 
    210 

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in _retry_read_url(url, retry_count, pause, name)
    175     #Get rid of unicode characters in index name.
    176     try:
--> 177         rs.index.name = rs.index.name.decode('unicode_escape').encode('ascii', 'ignore')
    178     except AttributeError:
    179         #Python 3 string has no decode method.

UnboundLocalError: local variable 'rs' referenced before assignment

I'd try the day before. You won't get today's data anyway, only yesterdays, right? Also note that end date defaults to 'today' according to documentation (or yesterday?) so no reason to specify that anyway. — JohnE, Apr 20 '15 at 15:14
Hi JohnE, I am trying to fetch data for Intraday trading. So the data of previous day's would be of no use to me. Any other suggestion through which I can download realtime data in pandas? — user3198755, Apr 20 '15 at 15:19
With a little bit of googling it does appear yahoo and google offer free intraday data: http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market I don't think there is an automated way to get that into pandas though (datareader only does daily as far as I know). I imagine there would be interest in that feature, if it existed... — JohnE, Apr 20 '15 at 15:29
You might want to do a new post asking how do get intraday quotes into pandas. Your current title here is not ideal for getting that sort of answer. I did find this which could be helpful: http://stackoverflow.com/questions/26475435/python-pandas-yahoo-stock-data-error — JohnE, Apr 20 '15 at 15:35

score 0 · Answer 1 · answered Apr 21 '15 at 03:36

Putting together the suggestions by @JohnE, the code below seems to do the job:

import pandas as pd

symbols_list = ['AAPL', 'TSLA', 'YHOO','GOOG', 'MSFT','ALTR','WDC','KLAC']

result = []
for ticker in symbols_list:
    url = 'http://chartapi.finance.yahoo.com/instrument/1.0/%s/chartdata;type=quote;range=1d/csv' % ticker.lower()
    data = pd.read_csv(url, skiprows=17)
    data.columns = ['timestamp', 'close', 'high', 'low', 'open', 'close']
    data['ticker'] = ticker
    result.append(data)

pd.concat(result)

There result looks like this:

      timestamp     close      high       low      open   close ticker
0    1429536719  125.5500  125.5700  125.4170  125.5100  183600   AAPL
1    1429536772  125.5900  125.6399  125.4600  125.5200  215000   AAPL
2    1429536835  125.7500  125.8000  125.5600  125.5901  348500   AAPL
...
367  1429559941   58.5700   58.5800   58.5400   58.5800  119100   KLAC
368  1429559946   58.5700   58.5700   58.5700   58.5700       0   KLAC
369  1429560000   58.5600   58.5600   58.5600   58.5600       0   KLAC

Pandas Yahoo Datareader RemoteDataError when start date or end date is current date

1 Answers1