ranaroussi
Difference in historical data between Yahoo Finance webpage and yfinance output.
Describe bug
Why is there a substantial difference between the historical stock prices (open/high/low/close) shown at the Yahoo Finance webpage compared to the output of yfinance? Only the "Adj Close" and "Volume" columns on the webpage seem to be identical to the "Close" and "Volume" columns in the yfinance output.
For example, take a look at AAPL in January 2024:
https://finance.yahoo.com/quote/AAPL/history/?period1=1704067200&period2=1706745600
Compare those prices to the output of yfinance:
Open High Low Close Volume
Date
2024-01-02 00:00:00-05:00 186.033072 187.315382 182.792533 184.532089 82488700
2024-01-03 00:00:00-05:00 183.120556 184.770652 182.335262 183.150375 58414500
2024-01-04 00:00:00-05:00 181.062914 181.997307 179.800504 180.824356 71983600
2024-01-05 00:00:00-05:00 180.903872 181.669266 179.094727 180.098694 62303300
2024-01-08 00:00:00-05:00 181.003268 184.492330 180.416793 184.452560 59144500
2024-01-09 00:00:00-05:00 182.822345 184.045000 181.639444 184.035065 42841800
2024-01-10 00:00:00-05:00 183.249781 185.287535 182.822340 185.078796 46792900
2024-01-11 00:00:00-05:00 185.426703 185.933669 182.524132 184.482376 49128400
2024-01-12 00:00:00-05:00 184.949573 185.625523 184.084771 184.810410 40444700
2024-01-16 00:00:00-05:00 181.072860 183.160318 179.850190 182.534088 65603000
2024-01-17 00:00:00-05:00 180.188179 181.838260 179.223966 181.589752 47317400
2024-01-18 00:00:00-05:00 184.979407 188.011208 184.720965 187.504257 78005800
2024-01-19 00:00:00-05:00 188.200061 190.804420 187.693110 190.416748 68741000
2024-01-22 00:00:00-05:00 191.152327 194.164242 191.112557 192.732834 60133900
2024-01-23 00:00:00-05:00 193.856118 194.581757 192.673218 194.015152 42355600
2024-01-24 00:00:00-05:00 194.253710 195.207988 193.180154 193.339203 53631300
2024-01-25 00:00:00-05:00 194.054921 195.098658 191.957513 193.011185 54822100
2024-01-26 00:00:00-05:00 193.110602 193.597668 190.794506 191.271637 44594000
2024-01-29 00:00:00-05:00 190.864067 191.052935 188.448577 190.585739 47145600
2024-01-30 00:00:00-05:00 189.800457 190.655325 186.351165 186.917755 55859400
2024-01-31 00:00:00-05:00 185.923728 185.983383 183.249795 183.299484 55467800
Am I missing something here?
Simple code that reproduces your problem
import yfinance as yf
yf.enable_debug_mode()
ticker = yf.Ticker('AAPL')
historical_data = ticker.history(start='2024-01-01', end='2024-02-01')
print(historical_data[['Open', 'High', 'Low', 'Close', 'Volume']])
Debug log
DEBUG Entering history()
DEBUG Entering history()
DEBUG AAPL: Yahoo GET parameters: {'period1': '2024-01-01 00:00:00-05:00', 'period2': '2024-02-01 00:00:00-05:00', 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'}
DEBUG Entering get()
DEBUG Entering _make_request()
DEBUG url=https://query2.finance.yahoo.com/v8/finance/chart/AAPL
DEBUG params=frozendict.frozendict({'period1': 1704085200, 'period2': 1706763600, 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'})
DEBUG Entering _get_cookie_and_crumb()
DEBUG cookie_mode = 'basic'
DEBUG Entering _get_cookie_and_crumb_basic()
DEBUG loaded persistent cookie
DEBUG reusing cookie
DEBUG crumb = 'b5nkRpIrG9d'
DEBUG Exiting _get_cookie_and_crumb_basic()
DEBUG Exiting _get_cookie_and_crumb()
DEBUG response code=200
DEBUG Exiting _make_request()
DEBUG Exiting get()
DEBUG AAPL: yfinance received OHLC data: 2024-01-02 14:30:00 -> 2024-01-31 14:30:00
DEBUG AAPL: OHLC after cleaning: 2024-01-02 09:30:00-05:00 -> 2024-01-31 09:30:00-05:00
DEBUG AAPL: OHLC after combining events: 2024-01-02 00:00:00-05:00 -> 2024-01-31 00:00:00-05:00
DEBUG AAPL: yfinance returning OHLC: 2024-01-02 00:00:00-05:00 -> 2024-01-31 00:00:00-05:00
DEBUG Exiting history()
DEBUG Exiting history()
Bad data proof
yfinance version
0.2.54
Python version
3.12.7
Operating system
Ubuntu 24.10 6.11.0-18-generic
I confirm This is for example, data for BIL, this is not what the web interface shows
[*********************100%***********************] 1 of 1 completed
Price Close High Low Open Volume
Ticker BIL BIL BIL BIL BIL
Date
2007-05-01 74.576759 74.576759 74.495345 74.560479 12750
2007-06-01 74.902405 74.902405 74.593028 74.593028 145050
2007-07-01 74.869835 74.902402 74.527891 74.593025 446600
2007-08-01 75.218086 75.316214 74.809203 74.890979 1195200
2007-09-01 75.374123 75.489072 75.160643 75.226330 823300
... ... ... ... ... ...
2024-08-01 89.277412 89.287138 88.878770 88.878770 192025600
2024-09-01 89.660309 89.670077 89.298977 89.621245 156932000
2024-10-01 90.038872 90.038872 89.695580 89.705391 140940000
2024-11-01 90.384491 90.404191 90.079207 90.089057 150196500
2024-12-01 90.393311 90.630587 90.254899 90.432858 155048200
Only the "Adj Close" and "Volume" columns on the webpage seem to be identical to the "Close" and "Volume" columns in the yfinance output.
Maybe there's a clue there?
https://ranaroussi.github.io/yfinance/reference/index.html
Turns out that setting auto_adjust=False gives identical OHLC data as the Yahoo Finance webpage:
import yfinance as yf
yf.enable_debug_mode()
ticker = yf.Ticker('AAPL')
historical_data = ticker.history(start='2024-01-01', end='2024-02-01', auto_adjust=False)
print(historical_data[['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume']])
Why does yfinance adjust all Open/High/Low/Close data by default, while Yahoo Finance only adjusts Close data?