How can get ' USDJPY'(currency rates) with pandas and yahoo finance?

Question

I am learning and using the pandas and python.

Today, I am trying to make a fx rate table, but I got a trouble with getting the pricess of 'USDJPY'.

When I get a prices of 'EUR/USD', i code like this.

eur = web.DataReader('EURUSD=X','yahoo')['Adj Close']

it works.

But when I wrote

jpy = web.DataReader('USDJPY=X','yahoo')['Adj Close']

the error message comes like this:

--------------------------------------------------------------------------- IOError Traceback (most recent call last) in () ----> 1 jpy = web.DataReader('USDJPY=X','yahoo')['Adj Close']

C:\Anaconda\lib\site-packages\pandas\io\data.pyc in DataReader(name, data_source, start, end, retry_count, pause) 70 return get_data_yahoo(symbols=name, start=start, end=end, 71 adjust_price=False, chunksize=25, ---> 72 retry_count=retry_count, pause=pause) 73 elif data_source == "google": 74 return get_data_google(symbols=name, start=start, end=end,

C:\Anaconda\lib\site-packages\pandas\io\data.pyc in get_data_yahoo(symbols, start, end, retry_count, pause, adjust_price, ret_index, chunksize, name) 388 """ 389 return _get_data_from(symbols, start, end, retry_count, pause, --> 390 adjust_price, ret_index, chunksize, 'yahoo', name) 391 392

C:\Anaconda\lib\site-packages\pandas\io\data.pyc in _get_data_from(symbols, start, end, retry_count, pause, adjust_price, ret_index, chunksize, source, name) 334 # If a single symbol, (e.g., 'GOOG') 335 if isinstance(symbols, (basestring, int)): --> 336 hist_data = src_fn(symbols, start, end, retry_count, pause) 337 # Or multiple symbols, (e.g., ['GOOG', 'AAPL', 'MSFT']) 338 elif isinstance(symbols, DataFrame):

C:\Anaconda\lib\site-packages\pandas\io\data.pyc in _get_hist_yahoo(sym, start, end, retry_count, pause) 188 '&g=d' + 189 '&ignore=.csv') --> 190 return _retry_read_url(url, retry_count, pause, 'Yahoo!') 191 192

C:\Anaconda\lib\site-packages\pandas\io\data.pyc in _retry_read_url(url, retry_count, pause, name) 167 168 raise IOError("after %d tries, %s did not " --> 169 "return a 200 for url %r" % (retry_count, name, url)) 170 171

IOError: after 3 tries, Yahoo! did not return a 200 for url 'http://ichart.yahoo.com/table.csv?s=USDJPY=X&a=0&b=1&c=2010&d=1&e=1&f=2014&g=d&ignore=.csv'

Other currencies like 'GBPUSD' also have same problem.

Can you solve this problem?

Do you have any idea of getting 'USDJPY' from yahoo or google???

Answer 1

Yahoo Finance doesn't provide historical data on exchange rates (i.e. there's no "Historical Prices" link in the top left of the page like there would be for stocks, indices, etc...)

You can use FRED (Federal Reserve of St. Louis data) to get these exchange rates...

import pandas.io.data as web

jpy = web.DataReader('DEXJPUS', 'fred')

UPDATE: hase moved the pandas-datareader

from pandas_datareader import data
jpy = data.DataReader('DEXJPUS', 'fred')

or the more direct way...

jpy = web.get_data_fred('DEXJPUS')

A list of all of the exchange rate that FRED has daily data for can be found here: http://research.stlouisfed.org/fred2/categories/94