A handy Yahoo! Finance api wrapper, based on .NET standard 2.0
$ dotnet add package YahooFinanceApiNextThis library is the successor to the Yahoo! Finance API wrapper: a small tool for retrieving data from Yahoo Finance, written in .NET Standard 2.0.
YahooFinanceApi - Next is an independent open-source tool, not associated with, endorsed, or verified by Yahoo, Inc. It utilizes Yahoo's publicly available APIs and is meant strictly for personal use.
You can find the package through Nuget
PM> Install-Package YahooFinanceApiNext
For traditional .NET framework user, if you find a "System.Runtime.Serialization.Primitives" missing exception is thrown when using this library, you have to install the missing package manually as nuget does not auto install this reference for you (Bugged?)
The new API used for historical data is more restrictive than the previous one. The following simple rules allow me to request data without any issues:
using YahooFinanceApi;
// You could query multiple symbols with multiple fields through the following steps:
var securities = await Yahoo.Symbols("AAPL", "GOOG").Fields(Field.Symbol, Field.RegularMarketPrice, Field.FiftyTwoWeekHigh).QueryAsync();
var aapl = securities["AAPL"];
var price = aapl[Field.RegularMarketPrice] // or, you could use aapl.RegularMarketPrice directly for typed-value
Language, QuoteType, QuoteSourceName, Currency, MarketState, RegularMarketPrice, RegularMarketTime, RegularMarketChange, RegularMarketOpen, RegularMarketDayHigh, RegularMarketDayLow, RegularMarketVolume, ShortName, FiftyTwoWeekHighChange, FiftyTwoWeekHighChangePercent, FiftyTwoWeekLow, FiftyTwoWeekHigh, DividendDate, EarningsTimestamp, EarningsTimestampStart, EarningsTimestampEnd, TrailingAnnualDividendRate, TrailingPE, TrailingAnnualDividendYield, EpsTrailingTwelveMonths, EpsForward, SharesOutstanding, BookValue, RegularMarketChangePercent, RegularMarketPreviousClose, Bid, Ask, BidSize, AskSize, MessageBoardId, FullExchangeName, LongName, FinancialCurrency, AverageDailyVolume3Month, AverageDailyVolume10Day, FiftyTwoWeekLowChange, FiftyTwoWeekLowChangePercent, TwoHundredDayAverageChangePercent, MarketCap, ForwardPE, PriceToBook, SourceInterval, ExchangeTimezoneName, ExchangeTimezoneShortName, Market, Exchange, ExchangeDataDelayedBy, PriceHint, FiftyDayAverage, FiftyDayAverageChange, FiftyDayAverageChangePercent, TwoHundredDayAverage, TwoHundredDayAverageChange, Tradeable, GmtOffSetMilliseconds, Symbol
// Sometimes, yahoo returns broken rows for historical calls, you could decide if these invalid rows is ignored or not by the following statement
Yahoo.IgnoreEmptyRows = true;
// You should be able to query data from various markets including US, HK, TW
// The startTime & endTime here defaults to EST timezone
var history = await Yahoo.GetHistoricalAsync("AAPL", new DateTime(2016, 1, 1), new DateTime(2016, 7, 1), Period.Daily);
foreach (var candle in history)
{
Console.WriteLine($"DateTime: {candle.DateTime}, Open: {candle.Open}, High: {candle.High}, Low: {candle.Low}, Close: {candle.Close}, Volume: {candle.Volume}, AdjustedClose: {candle.AdjustedClose}");
}
// You should be able to query data from various markets including US, HK, TW
var dividends = await Yahoo.GetDividendsAsync("AAPL", new DateTime(2016, 1, 1), new DateTime(2016, 7, 1));
foreach (var candle in dividends)
{
Console.WriteLine($"DateTime: {candle.DateTime}, Dividend: {candle.Dividend}");
}
var splits = await Yahoo.GetSplitsAsync("AAPL", new DateTime(2014, 6, 8), new DateTime(2014, 6, 10));
foreach (var s in splits)
{
Console.WriteLine($"DateTime: {s.DateTime}, AfterSplit: {s.AfterSplit}, BeforeSplit: {s.BeforeSplit}");
}