Since yahoo discontinued their API support pandas datareader now fails
import pandas_datareader.data as web
import datetime
start = datetime.datetime(2016, 1, 1)
end = datetime.datetime(2017, 5, 17)
web.DataReader('GOOGL', 'yahoo', start, end)
HTTPError: HTTP Error 401: Unauthorized
is there any unofficial library allowing us to temporarily work around the problem? Anything on Quandl maybe?
I found the workaround by "fix-yahoo-finance" in https://pypi.python.org/pypi/fix-yahoo-finance useful, for example:
from pandas_datareader import data as pdr
import fix_yahoo_finance
data = pdr.get_data_yahoo('APPL', start='2017-04-23', end='2017-05-24')
Note the order of the last 2 data columns are 'Adj Close' and 'Volume' ie. not the previous format. To re-index:
cols = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Adj Close']
data.reindex(columns=cols)