ranaroussi
the latest date OLHC data appears NaN during dividend and trading hours
so I ran this command,
yf.Ticker('ALB').history(period='1d')
its supposed to look like this
This is from yahoo finance at the time, during trading hours.
| Date | Open | High | Low | Close* | Adj Close** | Volume |
|---|---|---|---|---|---|---|
| Mar 17, 2022 | 187.84 | 196.09 | 187.84 | 195.21 | 195.21 | 403,080 |
| Mar 17, 2022 | 0.395 Dividend | |||||
| Mar 16, 2022 | 185.87 | 193.98 | 185.76 | 191.25 | 190.85 | 890,700 |
| Mar 15, 2022 | 175.36 | 182.70 | 172.78 | 181.95 | 181.57 | 834,400 |
But this is what I got.
| Date | Open | High | Low | Close | Volume | Dividends | Stock Splits |
|---|---|---|---|---|---|---|---|
| 2022-03-17 | NaN | NaN | NaN | NaN | NaN | 0.395 | 0 |
It only showed me the latest empty dividend data, not the prices above it. even if I run this
yf.Ticker('ALB').history(),
the latest date shows me only the blank dividend data when it should be showing me
| Date | Open | High | Low | Close* | Adj Close** | Volume |
|---|---|---|---|---|---|---|
| Mar 17, 2022 | 187.84 | 196.09 | 187.84 | 195.21 | 195.21 | 403,080 |
according to the yahoo finance data
this seems to happen because there was a dividend today for this stock, on the yahoo finance website it shows
| Date | Open | High | Low | Close* | Adj Close** | Volume |
|---|---|---|---|---|---|---|
| Mar 17, 2022 | 187.84 | 196.09 | 187.84 | 195.21 | 195.21 | 403,080 |
| Mar 17, 2022 | 0.395 Dividend | |||||
| Mar 16, 2022 | 185.87 | 193.98 | 185.76 | 191.25 | 190.85 | 890,700 |
| Mar 15, 2022 | 175.36 | 182.70 | 172.78 | 181.95 | 181.57 | 834,400 |
but in the Python API, it only shows up till the dividend split and gives me Nans in the other columns
if I use pandas data reader,
import pandas_datareader as pdr pdr.get_data_yahoo('ALB')
I get the proper data like this,
| High | Low | Open | Close | Volume | Adj Close |
|---|
106.190002 | 105.120003 | 106.040001 | 106.070000 | 1032400.0 | 98.987755 107.559998 | 104.070000 | 106.070000 | 104.250000 | 1249500.0 | 97.289299 105.470001 | 103.300003 | 104.599998 | 105.220001 | 984800.0 | 98.194519 106.389999 | 104.849998 | 105.180000 | 105.150002 | 690000.0 | 98.129196 106.180000 | 104.029999 | 105.540001 | 104.449997 | 527400.0 | 97.475929 ... | ... | ... | ... | ... | ... 191.449997 | 184.639999 | 188.770004 | 184.759995 | 769600.0 | 184.378403 186.169998 | 175.259995 | 184.869995 | 176.289993 | 973200.0 | 175.925888 182.699997 | 172.779999 | 175.360001 | 181.949997 | 834400.0 | 181.574203 193.979996 | 185.759995 | 185.869995 | 191.250000 | 890700.0 | 190.854996 196.360001 | 187.839996 | 187.839996 | 196.205002 | 487406.0 | 196.205002
I have also observed, suffered, from this feature. It seems to have started when I updated to the latest version of yfinance.
I have pushed out a fix to version 0.2.0rc1 (on PIP). I would greatly appreciate feedback. You can always downgrade to 0.1 if problems.
