YahooFinance.jl
YahooFinance.jl offers the possibility to access the Yahoo Finance market data in Julia.
This package is available in Python as pyahoofinance and in R as YahooFinance.
It was inspired by quantmod in R but differs in its method to download the data.
Installation
] add YahooFinance
or
] add https://github.com/markushhh/YahooFinance.jl
Usage
Load the package and retrieve a time series from Yahoo Finance.
using YahooFinance
x = get_symbols("GOOG", "2018-12-13", "2019-06-28")
136×6 TimeArray{Any,2,Date,Array{Any,2}} 2018-12-13 to 2019-06-28
│ │ Open │ High │ Low │ Close │ Volume │ Adjusted │
├────────────┼───────────┼─────────┼───────────┼─────────┼─────────┼──────────┤
│ 2018-12-13 │ 1068.0699 │ 1079.76 │ 1053.9301 │ 1061.9 │ 1329800 │ 1061.9 │
│ 2018-12-14 │ 1049.98 │ 1062.6 │ 1040.79 │ 1042.1 │ 1686600 │ 1042.1 │
│ 2018-12-17 │ 1037.51 │ 1053.15 │ 1007.9 │ 1016.53 │ 2385400 │ 1016.53 │
│ 2018-12-18 │ 1026.09 │ 1049.48 │ 1021.44 │ 1028.71 │ 2192500 │ 1028.71 │
│ 2018-12-19 │ 1033.99 │ 1062.0 │ 1008.05 │ 1023.01 │ 2479300 │ 1023.01 │
│ 2018-12-20 │ 1018.13 │ 1034.22 │ 996.36 │ 1009.41 │ 2673500 │ 1009.41 │
│ 2018-12-21 │ 1015.3 │ 1024.02 │ 973.69 │ 979.54 │ 4596000 │ 979.54 │
│ 2018-12-24 │ 973.9 │ 1003.54 │ 970.11 │ 976.22 │ 1590300 │ 976.22 │
│ 2018-12-26 │ 989.01 │ 1040.0 │ 983.0 │ 1039.46 │ 2373300 │ 1039.46 │
⋮
│ 2019-06-19 │ 1105.6 │ 1107.0 │ 1093.48 │…
using Plots
plot(x["Close"], legend = false)
Notes
- Commodities are not yet supported