cookies - Yahoo Finance Historical data downloader url is not working

Question

I have used the following url to fetch the historical data from yahoo finance. From last 16th May, 2017 the url is not working.

http://real-chart.finance.yahoo.com/table.csv?s=AAL&a=04&b=01&c=2017&d=04&e=02&f=2017&g=d&ignore=.csv

Seems like they have changed the url and the new url is:

https://query1.finance.yahoo.com/v7/finance/download/AAL?period1=1494873000&period2=1494959400&interval=1d&events=history&crumb=l0aEtuOKocj

In the above changed URL has a session cookie which is crumb. Is there any idea how to get this cookie programmatically(in JAVA)?

Answer 1

I recently wrote a simple python script to download the history of a single stock.
Here an example how to invoke it:
python get_quote_history.py --symbol=IBM --from=2017-01-01 --to=2017-05-25 -o IBM.csv
This will download IBM historical prices from 2017-01-01 to 2017-05-25 and save them in IBM.csv file.

import re
import urllib2
import calendar
import datetime
import getopt
import sys
import time

crumble_link = 'https://finance.yahoo.com/quote/{0}/history?p={0}'
crumble_regex = r'CrumbStore":{"crumb":"(.*?)"}'
cookie_regex = r'Set-Cookie: (.*?); '
quote_link = 'https://query1.finance.yahoo.com/v7/finance/download/{}?period1={}&period2={}&interval=1d&events=history&crumb={}'


def get_crumble_and_cookie(symbol):
    link = crumble_link.format(symbol)
    response = urllib2.urlopen(link)
    match = re.search(cookie_regex, str(response.info()))
    cookie_str = match.group(1)
    text = response.read()
    match = re.search(crumble_regex, text)
    crumble_str = match.group(1)
    return crumble_str, cookie_str


def download_quote(symbol, date_from, date_to):
    time_stamp_from = calendar.timegm(datetime.datetime.strptime(date_from, "%Y-%m-%d").timetuple())
    time_stamp_to = calendar.timegm(datetime.datetime.strptime(date_to, "%Y-%m-%d").timetuple())

    attempts = 0
    while attempts < 5:
        crumble_str, cookie_str = get_crumble_and_cookie(symbol)
        link = quote_link.format(symbol, time_stamp_from, time_stamp_to, crumble_str)
        #print link
        r = urllib2.Request(link, headers={'Cookie': cookie_str})

        try:
            response = urllib2.urlopen(r)
            text = response.read()
            print "{} downloaded".format(symbol)
            return text
        except urllib2.URLError:
            print "{} failed at attempt # {}".format(symbol, attempts)
            attempts += 1
            time.sleep(2*attempts)
    return ""

if __name__ == '__main__':
    print get_crumble_and_cookie('KO')
    from_arg = "from"
    to_arg = "to"
    symbol_arg = "symbol"
    output_arg = "o"
    opt_list = (from_arg+"=", to_arg+"=", symbol_arg+"=")
    try:
        options, args = getopt.getopt(sys.argv[1:],output_arg+":",opt_list)
    except getopt.GetoptError as err:
        print err

    for opt, value in options:
        if opt[2:] == from_arg:
            from_val = value
        elif opt[2:] == to_arg:
            to_val = value
        elif opt[2:] == symbol_arg:
            symbol_val = value
        elif opt[1:] == output_arg:
            output_val = value

    print "downloading {}".format(symbol_val)
    text = download_quote(symbol_val, from_val, to_val)

    with open(output_val, 'wb') as f:
        f.write(text)
    print "{} written to {}".format(symbol_val, output_val)