paduel
/ sp_components_data.py
Last active
August 27, 2024 09:19
Code to download the SP500 components from Yahoo Finance.
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| # Import the necessary modules | |
| import pandas as pd | |
| import yfinance as yf | |
| def get_sp_data(start='2008-01-01', end=None): | |
| # Get the current SP components, and get a tickers list | |
| sp_assets = pd.read_html( | |
| 'https://en.wikipedia.org/wiki/List_of_S%26P_500_companies')[0] | |
| assets = sp_assets['Symbol'].str.replace('.', '-').tolist() |
paduel
/ ibex_components_data.py
Last active
February 23, 2020 19:55
Simple code to download historical data of current IBEX components.
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| # Import the necessary modules | |
| import pandas as pd | |
| import yfinance as yf | |
| # Get the current IBEX components tickers list | |
| ibex_assets = pd.read_html('https://es.wikipedia.org/wiki/IBEX_35')[2] | |
| assets = (ibex_assets.Ticker + '.MC').tolist() | |
| # Dowload historical data to a multi-index dataframe | |
| data = yf.download(assets, start='2008-01-01', as_panel=False) |
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