fetch yahoo finance

fetch_yahoo_finance.py

#!/usr/bin/env python

import re
import requests
session = requests.Session()


stock = 'T'
start = '1547398800'
end = '1547485200'
interval = '1d'


# step 1
# (find cookies & crumb)
req = session.get('https://finance.yahoo.com/quote/'+ stock.upper() +'/history')

cookies = req.cookies['B']
crumb = re.findall('"CrumbStore":{"crumb":"([^"]+)"}', req.text)[0]

# debug
# print(cookies, crumb.encode('ascii').decode('unicode-escape'))

# step 2
# download
download_url = ('https://query1.finance.yahoo.com/v7/finance/download/{}?'
            'period1={}'
            '&period2={}'
            '&interval={}'
            '&events=history'
            '&crumb={}').format(stock, start, end, interval, crumb.encode('ascii').decode('unicode-escape'))


data = session.get(download_url, cookies={'B':cookies})
print(data.text)