pandas_finance.py

#!/usr/bin/env python
"""
    Save stock ticker data from Yahoo! Finance to sqlite.
"""
import datetime as d
import sqlite3

import pandas.io.data as web
import pandas.io.sql as sql

# Get the data
frame = (web.DataReader('FB', # ticker symbol 
                        'yahoo', # web service
                        d.datetime(2010, 3, 1), #start date 
                        d.datetime.today())) #end date

# Wrangle the date field
frame = frame.reset_index()
frame[['Date']] = frame[['Date']].applymap(lambda x: x.isoformat())

# Write to the database
sql.write_frame(frame, 'stockdata', sqlite3.connect("scraperwiki.sqlite"))