Yahoo Data Feed Notes

In May 2017 Yahoo discontinued the existing API for historical data downloadsincsv format.

A new API (here namedv7) was quicklystandardized and has beenimplemented.

This also brought a change to the actual CSV download format.

Using the v7 API/format

Starting with version1.9.49.116 this is the default behavior. Choosesimply from

• YahooFinanceData for online downloads

• YahooFinanceCSVData for offline downloaded files

Using the legacy API/format

To use the old API/format

1. Instantiate the online Yahoo data feed as:

   data=bt.feeds.YahooFinanceData(...version='',...)

   of the offline Yahoo data feed as:

   data=bt.feeds.YahooFinanceCSVData(...version='',...)

   It might be that the online service comes back (the service wasdiscontinued without any announcement … it might as well come back)

or

1. Only for Offline files downloaded before the change happened, the following can also be done:

   data=bt.feeds.YahooLegacyCSV(......)

   The newYahooLegacyCSV simply automates usingversion=''