I wanna know how can i get 1 minute gold price data of a specific time and date interval (such as an 1 houre interval in 18th october: 2021-10-18 09:30:00 to 2021-10-18 10:30:00) from yfinance or any other source in python?
my code is:
gold = yf.download(tickers="GC=F", period="5d", interval="1m")
it seems it`s just possible to set period while i wanna set specific date and time intervals. thanks
Your call to yfinance returns a Pandas DataFrame with datetime as the index. We can use this to filter the dataframe to only entries between our start and end times.
import yfinance as yf
from datetime import datetime
gold = yf.download(tickers="GC=F", period="5d", interval="1m")
start = datetime(2021, 10, 18, 9, 30, 0)
end = datetime(2021, 10, 18, 10, 30, 0)
filtered = gold[start: end]
Outputs
Open High ... Adj Close Volume
Datetime ...
2021-10-18 09:30:00-04:00 1770.099976 1770.099976 ... 1767.599976 1035
2021-10-18 09:31:00-04:00 1767.900024 1769.099976 ... 1768.500000 467
2021-10-18 09:32:00-04:00 1768.599976 1769.300049 ... 1769.199951 428
2021-10-18 09:33:00-04:00 1769.300049 1770.199951 ... 1769.099976 750
2021-10-18 09:34:00-04:00 1769.199951 1769.300049 ... 1767.800049 549
... ... ... ... ... ...
2021-10-18 10:26:00-04:00 1770.300049 1770.500000 ... 1769.900024 147
2021-10-18 10:27:00-04:00 1769.800049 1769.800049 ... 1769.400024 349
2021-10-18 10:28:00-04:00 1769.400024 1770.400024 ... 1770.199951 258
2021-10-18 10:29:00-04:00 1770.300049 1771.000000 ... 1770.099976 382
2021-10-18 10:30:00-04:00 1770.300049 1771.000000 ... 1770.900024 180
[61 rows x 6 columns]
To clear my answer. Question was:
i wanna set specific date and time intervals. thanks
All you need is in the code documentation.
So start and end could be date or _datetime
start: str
Download start date string (YYYY-MM-DD) or _datetime.
Default is 1900-01-01
Example code:
Note: something wrong with timezones, i've tryed to pass correcth timezone with start and end but lib didn't handle it correctly and I was finish with convert it manually)
import pandas as pd
import yfinance as yf
import pendulum
pd.options.display.max_rows=10 # To decrease printouts
start = pendulum.parse('2021-10-18 09:30').add(hours=7) # My tz is UTC+03:00, original TZ UTC-04:00. So adds to my local time 7 hours
end = pendulum.parse('2021-10-18 10:30').add(hours=7) # Same
print(start)
print(yf.download(tickers="GC=F", interval="1m", start=start, end=end))
Result and you can pass whatever datetime ranges you want:
2021-10-18T16:30:00+00:00
[*********************100%***********************] 1 of 1 completed
Open High Low Close \
Datetime
2021-10-18 09:30:00-04:00 1770.099976 1770.099976 1767.400024 1767.800049
2021-10-18 09:31:00-04:00 1767.900024 1769.099976 1767.800049 1768.500000
2021-10-18 09:32:00-04:00 1768.599976 1769.300049 1768.199951 1769.199951
2021-10-18 09:33:00-04:00 1769.300049 1770.199951 1768.900024 1769.099976
2021-10-18 09:34:00-04:00 1769.199951 1769.300049 1767.599976 1767.800049
... ... ... ... ...
2021-10-18 10:25:00-04:00 1769.900024 1770.400024 1769.800049 1770.300049
2021-10-18 10:26:00-04:00 1770.300049 1770.500000 1769.900024 1769.900024
2021-10-18 10:27:00-04:00 1769.800049 1769.800049 1769.099976 1769.400024
2021-10-18 10:28:00-04:00 1769.400024 1770.400024 1769.400024 1770.199951
2021-10-18 10:29:00-04:00 1770.300049 1771.000000 1769.900024 1770.099976
Adj Close Volume
Datetime
2021-10-18 09:30:00-04:00 1767.800049 0
2021-10-18 09:31:00-04:00 1768.500000 459
2021-10-18 09:32:00-04:00 1769.199951 428
2021-10-18 09:33:00-04:00 1769.099976 750
2021-10-18 09:34:00-04:00 1767.800049 549
... ... ...
2021-10-18 10:25:00-04:00 1770.300049 134
2021-10-18 10:26:00-04:00 1769.900024 147
2021-10-18 10:27:00-04:00 1769.400024 349
2021-10-18 10:28:00-04:00 1770.199951 258
2021-10-18 10:29:00-04:00 1770.099976 382
[60 rows x 6 columns]
PS: with start and end you do not have limitation to the last 7 days, but still have limit to the last 30 days:
1 Failed download:
- GC=F: 1m data not available for startTime=1631980800 and endTime=1631998800. The requested range must be within the last 30 days.
this lib has a lack of documentation. But this is python and as result it some kind of self-documented.
Read definition of download function here https://github.com/ranaroussi/yfinance/blob/6654a41a8d5c0c9e869a9b9acb3e143786c765c7/yfinance/multi.py#L32
PS this function have start= and end= params that I hope help you