I want to gather all the historical prices of each stock in the S&P500 in Python. I'm using a package from IEX Cloud which gives me the historical prices of an individual stock. I want a for loop to run through a list of the tickers/symbols from the stock index so that I get all the data in a single DataFrame.

This is the code that produces a DataFrame - in this example I've chosen AAPL for a two year period:

import pyEX as p
sym = 'AAPL'
stock_list = stocks['Ticker'].tolist()
c = p.Client(api_token='TOKEN', version='stable')
timeframe = '2y'
df = c.chartDF(symbol=sym, timeframe=timeframe)[['close']]
df

This DataFrame contains the date and the daily closing price. Now do any of you have any ideas how to loop through my list of tickers, so that I get a comprehensive DataFrame of all the historical prices?

Thank you.

CodePudding user response：

Create an empty list to append to and concat everything together after you iterate over all the tickers

import pyEX as p
import pandas as pd


stock_list = stocks['Ticker'].tolist()
c = p.Client(api_token='TOKEN', version='stable')
timeframe = '2y'

dfs = []  # create an empty list
for sym in stock_list:  # iterate over your ticker list
    df = c.chartDF(symbol=sym, timeframe=timeframe)[['close']]  # create your frame
    dfs.append(df)  # append frame to list
    
final_df = pd.concat(dfs)  # concat all your frames together into one

Update with Try-Except

import pyEX as p
import pandas as pd


stock_list = stocks['Ticker'].tolist()
c = p.Client(api_token='TOKEN', version='stable')
timeframe = '2y'

dfs = []  # create an empty list
for sym in stock_list:  # iterate over your ticker list
    try:
        df = c.chartDF(symbol=sym, timeframe=timeframe)[['close']]  # create your frame
        dfs.append(df)  # append frame to list
    except KeyError:
        print(f'KeyError for {sym}')
    
final_df = pd.concat(dfs)  # concat all your frames together into one