ranaroussi
yfinance does not return the latest (current day during market session) day's data using 'max' parameter.
Describe bug
During US market hours, the historical data yfinance returns doesn't contain the current day's data using 'max' parameter. The latest data row is only the previous day, while it should be the current day's latest available data.
This problem only happens with the 'max' parameter. "5y" "1y" work without such issue.
Please investigate and ideally fix it. Thanks.
Simple code that reproduces your problem
data = yf.download(tickers=TickersList, period='max', group_by='ticker', auto_adjust=True, threads=False, proxy=None)
Debug log from yf.enable_debug_mode()
.
Bad data proof
No response
yfinance version
0.2.54
Python version
3.12.4
Operating system
Windows 10
I am getting randomly changing close value output from yf.download.
>>>import numpy as np
>>>import pandas as pd
>>>import yfinance as yf
>>>import datetime as dt
>>> yf.download('NVDA',start='2025-02-01',ignore_tz=False)
[*********************100%***********************] 1 of 1 completed
Price Close High Low Open Volume
Ticker NVDA NVDA NVDA NVDA NVDA
Date
2025-02-03 05:00:00+00:00 116.660004 118.570000 113.010002 114.750000 371235700
2025-02-04 05:00:00+00:00 118.650002 121.199997 116.699997 116.959999 256550000
2025-02-05 05:00:00+00:00 124.830002 125.000000 120.760002 121.760002 262230800
2025-02-06 05:00:00+00:00 128.679993 128.770004 125.209999 127.419998 251483600
2025-02-07 05:00:00+00:00 129.839996 130.369995 125.000000 129.220001 228186300
2025-02-10 05:00:00+00:00 133.570007 135.000000 129.960007 130.089996 216989100
2025-02-11 05:00:00+00:00 132.800003 134.479996 131.020004 132.580002 178902400
2025-02-12 05:00:00+00:00 131.139999 132.240005 129.080002 130.020004 160278600
2025-02-13 05:00:00+00:00 135.289993 136.500000 131.169998 131.559998 197430000
2025-02-14 05:00:00+00:00 138.850006 139.250000 135.500000 136.479996 195479600
2025-02-18 05:00:00+00:00 139.399994 143.440002 137.929993 141.270004 219176600
2025-02-19 05:00:00+00:00 139.229996 141.360001 137.220001 139.509995 167536000
2025-02-20 05:00:00+00:00 140.110001 140.660004 136.789993 140.029999 143903600
2025-02-21 05:00:00+00:00 134.429993 141.460007 134.029999 140.039993 228217600
2025-02-24 05:00:00+00:00 130.279999 138.589996 130.080002 136.559998 251381100
2025-02-25 05:00:00+00:00 126.629997 130.199997 124.440002 129.979996 271428700
2025-02-26 05:00:00+00:00 131.279999 133.729996 128.490005 129.990005 322553800
2025-02-27 05:00:00+00:00 120.150002 135.009995 120.010002 135.000000 443175800
2025-02-28 05:00:00+00:00 124.919998 125.089996 116.400002 118.019997 389091100
2025-03-03 05:00:00+00:00 114.059998 123.699997 112.279999 123.510002 411381400
2025-03-04 05:00:00+00:00 115.989998 119.309998 110.110001 110.650002 398163300
2025-03-05 05:00:00+00:00 117.300003 118.279999 114.510002 117.580002 284337900
2025-03-06 05:00:00+00:00 110.570000 115.349998 110.220001 113.529999 321181900
2025-03-07 05:00:00+00:00 112.690002 113.480003 107.559998 111.250000 341058300
>>> yf.download('NVDA',start='2025-02-01',ignore_tz=False)
[*********************100%***********************] 1 of 1 completed
Price Close High Low Open Volume
Ticker NVDA NVDA NVDA NVDA NVDA
Date
2025-02-03 05:00:00+00:00 116.660004 118.570000 113.010002 114.750000 371235700
2025-02-04 05:00:00+00:00 118.650002 121.199997 116.699997 116.959999 256550000
2025-02-05 05:00:00+00:00 124.830002 125.000000 120.760002 121.760002 262230800
2025-02-06 05:00:00+00:00 128.679993 128.770004 125.209999 127.419998 251483600
2025-02-07 05:00:00+00:00 129.839996 130.369995 125.000000 129.220001 228186300
2025-02-10 05:00:00+00:00 133.570007 135.000000 129.960007 130.089996 216989100
2025-02-11 05:00:00+00:00 132.800003 134.479996 131.020004 132.580002 178902400
2025-02-12 05:00:00+00:00 131.139999 132.240005 129.080002 130.020004 160278600
2025-02-13 05:00:00+00:00 135.289993 136.500000 131.169998 131.559998 197430000
2025-02-14 05:00:00+00:00 138.850006 139.250000 135.500000 136.479996 195479600
2025-02-18 05:00:00+00:00 139.399994 143.440002 137.929993 141.270004 219176600
2025-02-19 05:00:00+00:00 139.229996 141.360001 137.220001 139.509995 167536000
2025-02-20 05:00:00+00:00 140.110001 140.660004 136.789993 140.029999 143903600
2025-02-21 05:00:00+00:00 134.429993 141.460007 134.029999 140.039993 228217600
2025-02-24 05:00:00+00:00 130.279999 138.589996 130.080002 136.559998 251381100
2025-02-25 05:00:00+00:00 126.629997 130.199997 124.440002 129.979996 271428700
2025-02-26 05:00:00+00:00 131.279999 133.729996 128.490005 129.990005 322553800
2025-02-27 05:00:00+00:00 120.150002 135.009995 120.010002 135.000000 443175800
2025-02-28 05:00:00+00:00 124.919998 125.089996 116.400002 118.019997 389091100
2025-03-03 05:00:00+00:00 114.059998 123.699997 112.279999 123.510002 411381400
2025-03-04 05:00:00+00:00 115.989998 119.309998 110.110001 110.650002 398163300
2025-03-05 05:00:00+00:00 117.300003 118.279999 114.510002 117.580002 284337900
2025-03-06 05:00:00+00:00 110.570000 115.349998 110.220001 113.529999 321181900
2025-03-07 05:00:00+00:00 112.690002 113.480003 107.559998 111.250000 341058300
2025-03-10 04:00:00+00:00 107.729401 111.849998 105.459999 109.889999 304179061
>>> yf.download('NVDA',start='2025-02-01',ignore_tz=False)
[*********************100%***********************] 1 of 1 completed
Price Close High Low Open Volume
Ticker NVDA NVDA NVDA NVDA NVDA
Date
2025-02-03 05:00:00+00:00 116.660004 118.570000 113.010002 114.750000 371235700
2025-02-04 05:00:00+00:00 118.650002 121.199997 116.699997 116.959999 256550000
2025-02-05 05:00:00+00:00 124.830002 125.000000 120.760002 121.760002 262230800
2025-02-06 05:00:00+00:00 128.679993 128.770004 125.209999 127.419998 251483600
2025-02-07 05:00:00+00:00 129.839996 130.369995 125.000000 129.220001 228186300
2025-02-10 05:00:00+00:00 133.570007 135.000000 129.960007 130.089996 216989100
2025-02-11 05:00:00+00:00 132.800003 134.479996 131.020004 132.580002 178902400
2025-02-12 05:00:00+00:00 131.139999 132.240005 129.080002 130.020004 160278600
2025-02-13 05:00:00+00:00 135.289993 136.500000 131.169998 131.559998 197430000
2025-02-14 05:00:00+00:00 138.850006 139.250000 135.500000 136.479996 195479600
2025-02-18 05:00:00+00:00 139.399994 143.440002 137.929993 141.270004 219176600
2025-02-19 05:00:00+00:00 139.229996 141.360001 137.220001 139.509995 167536000
2025-02-20 05:00:00+00:00 140.110001 140.660004 136.789993 140.029999 143903600
2025-02-21 05:00:00+00:00 134.429993 141.460007 134.029999 140.039993 228217600
2025-02-24 05:00:00+00:00 130.279999 138.589996 130.080002 136.559998 251381100
2025-02-25 05:00:00+00:00 126.629997 130.199997 124.440002 129.979996 271428700
2025-02-26 05:00:00+00:00 131.279999 133.729996 128.490005 129.990005 322553800
2025-02-27 05:00:00+00:00 120.150002 135.009995 120.010002 135.000000 443175800
2025-02-28 05:00:00+00:00 124.919998 125.089996 116.400002 118.019997 389091100
2025-03-03 05:00:00+00:00 114.059998 123.699997 112.279999 123.510002 411381400
2025-03-04 05:00:00+00:00 115.989998 119.309998 110.110001 110.650002 398163300
2025-03-05 05:00:00+00:00 117.300003 118.279999 114.510002 117.580002 284337900
2025-03-06 05:00:00+00:00 110.570000 115.349998 110.220001 113.529999 321181900
2025-03-07 05:00:00+00:00 112.690002 113.480003 107.559998 111.250000 341058300
2025-03-10 04:00:00+00:00 107.730003 111.849998 105.459999 109.889999 304320093
>>>
yfinance version 0.2.54 python version 3.13.2 Mac OS 15.3.1 Apple Silicon M1
For example, right now is 11:20am EST on 03/11/2025. My example program below downloads prices for SPY and QQQ. For QQQ the data is correct, while the last row downloaded from the program for SPY is still 03/10:
2025-03-10,567.5900268554688,569.5399780273438,555.5900268554688,560.5800170898438,98898700.0
As you can see, the issue happens one out of two tickers in this example.
Code:
import yfinance as yf import os
TickersList = ['SPY','QQQ']
data = yf.download(tickers=TickersList, period='max', group_by='ticker', auto_adjust=True, threads=False, proxy=None)
for ticker in TickersList: ticker_data = data[ticker].dropna() ticker_data.to_csv(os.path.join(os.path.dirname(os.path.realpath(file)), ticker + '.csv'), sep=',', encoding='utf-8')
import yfinance as yf import os
TickersList = ['SPY','QQQ'] yf.enable_debug_mode() data = yf.download(tickers=TickersList, period='max', group_by='ticker', auto_adjust=True, threads=False, proxy=None)
for ticker in TickersList: ticker_data = data[ticker].dropna() ticker_data.to_csv(os.path.join(os.path.dirname(os.path.realpath(file)), ticker + '.csv'), sep=',', encoding='utf-8')
DEBUG Entering download()
DEBUG Entering history()
DEBUG Entering history()
DEBUG SPY: Yahoo GET parameters: {'period1': '1926-04-07 11:27:09-05:00', 'period2': '2025-03-13 12:27:09-04:00', '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/SPY
DEBUG params={'period1': -1380180771, 'period2': 1741883229, '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 = 'pGbRPL8JRDe'
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 SPY: yfinance received OHLC data: 1993-01-29 14:30:00 -> 2025-03-12 13:30:00
DEBUG SPY: OHLC after cleaning: 1993-01-29 09:30:00-05:00 -> 2025-03-12 09:30:00-04:00
DEBUG SPY: OHLC after combining events: 1993-01-29 00:00:00-05:00 -> 2025-03-12 00:00:00-04:00
DEBUG SPY: yfinance returning OHLC: 1993-01-29 00:00:00-05:00 -> 2025-03-12 00:00:00-04:00
DEBUG Exiting history()
DEBUG Exiting history()
DEBUG Entering history()
DEBUG Entering history()
DEBUG QQQ: Yahoo GET parameters: {'period1': '1926-04-07 11:27:10-05:00', 'period2': '2025-03-13 12:27:10-04:00', '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/QQQ
DEBUG params={'period1': -1380180770, 'period2': 1741883230, '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 reusing cookie
DEBUG reusing crumb
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 QQQ: yfinance received OHLC data: 1999-03-10 14:30:00 -> 2025-03-12 13:30:00
DEBUG QQQ: OHLC after cleaning: 1999-03-10 09:30:00-05:00 -> 2025-03-12 09:30:00-04:00
DEBUG QQQ: OHLC after combining events: 1999-03-10 00:00:00-05:00 -> 2025-03-12 00:00:00-04:00
DEBUG QQQ: yfinance returning OHLC: 1999-03-10 00:00:00-05:00 -> 2025-03-12 00:00:00-04:00
DEBUG Exiting history()
DEBUG Exiting history()
DEBUG Exiting download()
This time both SPY and QQQ are having the issue.
These are the lines I wanted:
DEBUG SPY: yfinance received OHLC data: 1993-01-29 14:30:00 -> 2025-03-12 13:30:00
DEBUG SPY: OHLC after cleaning: 1993-01-29 09:30:00-05:00 -> 2025-03-12 09:30:00-04:00
DEBUG SPY: OHLC after combining events: 1993-01-29 00:00:00-05:00 -> 2025-03-12 00:00:00-04:00
DEBUG SPY: yfinance returning OHLC: 1993-01-29 00:00:00-05:00 -> 2025-03-12 00:00:00-04:00
...
DEBUG QQQ: yfinance received OHLC data: 1999-03-10 14:30:00 -> 2025-03-12 13:30:00
DEBUG QQQ: OHLC after cleaning: 1999-03-10 09:30:00-05:00 -> 2025-03-12 09:30:00-04:00
DEBUG QQQ: OHLC after combining events: 1999-03-10 00:00:00-05:00 -> 2025-03-12 00:00:00-04:00
DEBUG QQQ: yfinance returning OHLC: 1999-03-10 00:00:00-05:00 -> 2025-03-12 00:00:00-04:00
Different start dates, but ends match. download() definitely returned missing end data? Then bug has to be when yfinance combines the data - can you debug?
Yes, missing current day's data. However, it only happens with the 'max' parameter. When it's '5y' or '1y' it returns current day as the last row without issue. Remember in the first example above, even when in 'max', one ticker ('QQQ' in this case) returns correct data while the other ('SPY') does not. I don't have the knowledge to debug it. I can just point out the bug.
Hi @ValueRaider ,
I use below code and had enabled enable_debug_mode() once started. The issue seems is also related to issues2179<Failed to get ticker '<Tickername>' reason: Expecting value: line 1 column 1 (char 0)>?
Python version 3.10.16 (main, Dec 11 2024, 10:24:41) [Clang 14.0.6 ] yfinance version 0.2.28
I noticed issues2179 has been closed and fixed in dev branch, could you please help to check ? Thanks!
import yfinance as yf
import os
yf.enable_debug_mode()
TickersList = ['AAPL']
data = yf.download(tickers=TickersList, period='1mo', group_by='ticker', auto_adjust=True, threads=False, proxy=None)
for ticker in TickersList:
ticker_data = data[ticker].dropna()
ticker_data.to_csv(os.path.join(os.path.dirname(os.path.realpath(file)), ticker + '.csv'), sep=',', encoding='utf-8')
