Retrieve a lot of data from Yahoo finance-CodePudding

I have a csv file which contains the ticker symbols for all the stocks listed on Nasdaq. Here is a link to that csv file. One can download it from there. There are more than 8000 stocks listed. Following is the code

import pandas as pd
import yfinance # pip install yfinance

tick_pd = pd.read_csv("/path/to/the/csv/file/nasdaq_screener_1654004691484.csv",
                  usecols = [0])

I have made a function which retrieves the historical stock prices for a ticker symbol. That function is as following:-

## function to be applied on each stock symbol
def appfunc(ticker):
  A = yf.Ticker(ticker).history(period="max")
  A["symbol"] = ticker
  return A

And I apply this function to each row of the tick_pd, the following way:-

hist_prices = tick_pd.apply(appfunc)

But this takes way too much time, way way too much time. I was hoping if someone could find a way with which I can retrieve this data quite quickly. Or if there is a way I could parallelize it. I am quite new to python, so, I don't really know a lot of ways to do this.

Thanks in advance

CodePudding user response：

You can use yf.download to download all tickers asynchronously::

tick_pd = pd.read_csv('nasdaq_screener_1654024849057.csv', usecols=[0])
df = yf.download(tick_pd['Symbol'].tolist(), period='max')

You can use threads as parameter of yf.download:

# Enable mass downloading (default is True)
df = yf.download(tick_pd['Symbol'].tolist(), period='max', threads=True)  

# OR

# You can control the number of threads
df = yf.download(tick_pd['Symbol'].tolist(), period='max', threads=8)