Financial data reader

FinanceDataReader

FinanceData.KR Open Source Financial data reader

Overview

The FinanceDataReader is financial data reader(crawler) for finance. The main functions are as follows.

• Stock Symbol listings: ‘KRX’ (‘KOSPI’, ‘KODAQ’, ‘KONEX’), ‘NASDAQ’, ‘NYSE’, ‘AMEX’ and ‘S&P500’
• KRX delistings: ‘KRX-DELISTING’
• ETF Symbol listings: Support for ETF lists for multiple countries (‘KR’, ‘US’, ‘JP’)
• Stock price(KRX): ‘005930’(Samsung), ‘091990’(Celltrion Healthcare) …
• Stock price(Word wide): ‘AAPL’, ‘AMZN’, ‘GOOG’ … (you can specify exchange(market) and symbol)
• Indexes: ‘KOSPI’, ‘KOSDAQ’, ‘DJI’, ‘IXIC’, ‘US500’(S&P 500) …
• Exchanges: ‘USD/KRX’, ‘USD/EUR’, ‘CNY/KRW’ …
• Cryptocurrency price data: ‘BTC/USD’ (Bitfinex), ‘BTC/KRW’ (Bithumb)

Install

pip install finance-datareader

Quick Start

import FinanceDataReader as fdr

# Apple(AAPL), 2017-01-01 ~ Now
df = fdr.DataReader('AAPL', '2017')

# Ford(F), 1980-01-01 ~ 2019-12-30 (40 years)
df = fdr.DataReader('F', '1980-01-01', '2019-12-30')

# AMAZON(AMZN), 2017
df = fdr.DataReader('AMZN', '2017-01-01', '2019-12-31')

# Samsung(005930), 1992-01-01 ~ 2018-10-31
df = fdr.DataReader('068270', '1992-01-01', '2019-10-31')

# country code: ex) 000150: Doosan(KR), Yihua Healthcare(CN)
df = fdr.DataReader('000150', '2018-01-01', '2019-10-30') # KRX
df = fdr.DataReader('000150', '2018-01-01', '2019-10-30', exchange='KRX') # KRX
df = fdr.DataReader('000150', '2018-01-01', '2019-10-30', exchange='SZSE') # SZSE
df = fdr.DataReader('000150', '2018-01-01', '2019-10-30', exchange='심천') # SZSE

# KRX delisting stock data 상장폐지 종목 데이터 (상장일~상장폐지일)
df = fdr.DataReader('036360', exchange='krx-delisting')

# KOSPI index, 2015 ~ Now
ks11 = fdr.DataReader('KS11', '2015-01-01')

# Dow Jones Industrial(DJI), 2015 ~ Now
dji = fdr.DataReader('DJI', '2015-01-01')

# USD/KRW, 1995~Now
usdkrw = fdr.DataReader('USD/KRW', '1995-01-01')

# Bitcoin KRW price (Bithumbs), 2016 ~ Now
btc = fdr.DataReader('BTC/KRW', '2016-01-01')

# KRX stock symbol list and names
krx = fdr.StockListing('KRX')

# KRX stock delisting symbol list and names 상장폐지 종목 전체 리스트
krx_delisting = fdr.StockListing('KRX-DELISTING')

# S&P 500 symbol list
sp500 = fdr.StockListing('S&P500')

Using FinanceDataReader

• Users-Guide
• Quick-Reference (Symbol List)

Tutorials

• 수정주가(Adjusted Price)란?
• 여러 종목 가격을 한번에
• VIX 지수와 관련 종목 (TBA)
• 섹터 평균 수익률과 개별 종목의 수익률 구하기

FinanceDataReader Notebooks

• S&P500 가격 데이터 수집과 수익률 분석
• S&P500 팩터 데이터 수집과 분석

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