Python: using Google Finance to download index data

I've been successful at downloading stock data from Google Finance, like so:

import pandas as pd
from pandas_datareader import data as web   
import datetime
start = datetime.datetime(2016,1,1)
end   = datetime.date.today()
apple = web.DataReader('aapl', 'google', start, end)

I thought I'd be able to use the same framework for index data. But this doesn't work:

spx = web.DataReader('INDEXSP', 'google', start, end)

RemoteDataError: Unable to read URL: http://www.google.com/finance/historical

Does Google not support this for indices?

Or do I need a different protocol?

Python: using Google Finance to download index data

3 Answers