download stocks symbols specified in a text file from Yahoo

yahoo.ipnb

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 "worksheets": [
  {
   "cells": [
    {
     "cell_type": "heading",
     "level": 3,
     "metadata": {},
     "source": [
      "Create test stock symbol file"
     ]
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "%%file amex.txt\n",
      "AAPL\n",
      "GLD\n",
      "SPX\n",
      "MCD"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": [
        "Writing amex.txt\n"
       ]
      }
     ],
     "prompt_number": 2
    },
    {
     "cell_type": "heading",
     "level": 3,
     "metadata": {},
     "source": [
      "Download data from Yahoo"
     ]
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "from pandas.io.data import DataReader\n",
      "from pandas import Panel, DataFrame\n",
      "import datetime\n",
      "\n",
      "start = datetime.datetime(2010, 1, 1)\n",
      "end = datetime.datetime(2013, 1, 27)\n",
      "\n",
      "with open('amex.txt') as f:\n",
      "    symbols = f.read().splitlines()  # ['AAPL', 'GLD', 'SPX', 'MCD']\n",
      "    \n",
      "data = dict((symbol, DataReader(symbol, \"yahoo\", start, end, pause=1)) for symbol in symbols)\n",
      "panel = Panel(data).swapaxes('items', 'minor')\n",
      "closing = panel['Close'].dropna()\n",
      "closing.head()"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "html": [
        "<div style=\"max-height:1000px;max-width:1500px;overflow:auto;\">\n",
        "<table border=\"1\" class=\"dataframe\">\n",
        "  <thead>\n",
        "    <tr style=\"text-align: right;\">\n",
        "      <th></th>\n",
        "      <th>AAPL</th>\n",
        "      <th>GLD</th>\n",
        "      <th>MCD</th>\n",
        "      <th>SPX</th>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>Date</th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "      <th></th>\n",
        "    </tr>\n",
        "  </thead>\n",
        "  <tbody>\n",
        "    <tr>\n",
        "      <th>2010-01-04</th>\n",
        "      <td> 214.01</td>\n",
        "      <td> 109.80</td>\n",
        "      <td> 62.78</td>\n",
        "      <td> 0.03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2010-01-05</th>\n",
        "      <td> 214.38</td>\n",
        "      <td> 109.70</td>\n",
        "      <td> 62.30</td>\n",
        "      <td> 0.03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2010-01-06</th>\n",
        "      <td> 210.97</td>\n",
        "      <td> 111.51</td>\n",
        "      <td> 61.45</td>\n",
        "      <td> 0.03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2010-01-07</th>\n",
        "      <td> 210.58</td>\n",
        "      <td> 110.82</td>\n",
        "      <td> 61.90</td>\n",
        "      <td> 0.03</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2010-01-08</th>\n",
        "      <td> 211.98</td>\n",
        "      <td> 111.37</td>\n",
        "      <td> 61.84</td>\n",
        "      <td> 0.04</td>\n",
        "    </tr>\n",
        "  </tbody>\n",
        "</table>\n",
        "</div>"
       ],
       "metadata": {},
       "output_type": "pyout",
       "prompt_number": 5,
       "text": [
        "              AAPL     GLD    MCD   SPX\n",
        "Date                                   \n",
        "2010-01-04  214.01  109.80  62.78  0.03\n",
        "2010-01-05  214.38  109.70  62.30  0.03\n",
        "2010-01-06  210.97  111.51  61.45  0.03\n",
        "2010-01-07  210.58  110.82  61.90  0.03\n",
        "2010-01-08  211.98  111.37  61.84  0.04"
       ]
      }
     ],
     "prompt_number": 5
    }
   ],
   "metadata": {}
  }
 ]
}