ranaroussi
Get intraday historical data
Dear everyone,
When running the pdr.get_data_yahoo function I'm having issues with the start and end parameters.
It works fine when I use the YYYY-MM-DD format, however I want to get intraday data such as the below.
pdr.get_data_yahoo("TSLA", interval="1m", start="2020-10-01", end="2020-11-10") -> this does work.
pdr.get_data_yahoo("TSLA", interval="1m", start="2020-10-01 11:00", end="2020-11-10 15:00") -> this does not work.
Error I get is the following:
ValueError: unconverted data remains: 11:00
Is there any workaround to solve this problem? Many thanks in advance.
I get the following response when I run your code:
1 Failed download:
- TSLA: 1m data not available for startTime=1601506800 and endTime=1604966400. Only 7 days worth of 1m granularity data are allowed to be fetched per request.
However, when I run the following:
df = pdr.get_data_yahoo("TSLA", interval="1m", start="2020-11-09", end="2020-11-11")
I get a data point for every minute the market was open, starting from 9:30 on 2020-11-09 to 15:59 on 2020-11-10 (776 rows). I think the quickest way forward for you here is to take the returned df and apply a filter between 11:00 and 15:00.
Hope this helps!
