Not showing minute-by-minute data

[satvikpendem]

When I run:

use yahoo_finance_api::YahooConnector;

#[tokio::main]
async fn main() -> Result<(), Box<dyn Error>> {
    let provider = YahooConnector::new();
    let response = provider.get_quote_range("AAPL", "1d", "1mo").await.unwrap();
    // or even the equivalent:
    // let response = provider.get_latest_quotes("AAPL", "1d").await.unwrap();
    println!("{:#?}", response.quotes().unwrap());
}

I get daily data for one month. However, if I run

curl https://query1.finance.yahoo.com/v8/finance/chart/AAPL&interval=1d,range=1mo

I get minute-by-minute data, for one day at least (output here: aapl.json). This is also the case in Python's yfinance package:

import yfinance as yf

stock = yf.Ticker("AAPL")
x = stock.history(interval="1m", period="1d")
print(x)

Do you know why there's a discrepancy? It seems like yahoo-finance-api is just using the same query string that I curled above but it's being returned different results from the endpoint. Is there a way to get minute-by-minute data for several days or an entire month?

[satvikpendem]

Got the solution, tldr:

let response = provider.get_quote_range("AAPL", "1m", "1d").await.unwrap();

Interval means how fine-grained you want your updates to be, so in my initial comment, I used "1d" which predictably gave 1 day responses.

Range (or period in Python's yfinance) is how far back you want to look.

Seems like the interval needs to be "1m" (1 minute, not to be confused with "1mo", one month) and the range needs to be "1d" (1 day, also works with "5d", 5 days). If the range is greater than "5d" it throws an error, 422 Unprocessable Entity. It seems like the valid ranges from the JSON response are:

"validRanges": [
    "1d",
    "5d",
    "1mo",
    "3mo",
    "6mo",
    "1y",
    "2y",
    "5y",
    "10y",
    "ytd",
    "max"
]

I made a Markdown table of valid and invalid interval and range pairs via the following code:

use std::error::Error;
use yahoo_finance_api::YahooConnector;

#[tokio::main]
async fn main() -> Result<(), Box<dyn Error>> {
    let mut valid = Vec::new();
    let mut invalid = Vec::new();
    for interval in [
        "1m", "2m", "5m", "10m", "15m", "30m", "90m", "1h", "1d", "5d", "1wk", "1mo", "3mo", "6mo",
        "1y",
    ] {
        for range in [
            "1d", "5d", "1mo", "3mo", "6mo", "1y", "2y", "5y", "10y", "ytd", "max",
        ] {
            let response = provider.get_quote_range("AAPL", interval, range).await;

            match response {
                Ok(_) => valid.push((interval, range)),
                Err(_) => invalid.push((interval, range)),
            }
        }
    }

    println!("|Valid||");
    println!("|---|---|");
    println!("|Interval|Range|");
    for (interval, range) in valid {
        println!("|{}|{}|", interval, range)
    }

    println!("|Invalid||");
    println!("|---|---|");
    println!("|Interval|Range|");
    for (interval, range) in invalid {
        println!("|{}|{}|", interval, range);
    }
}

Valid
Interval	Range
1m	1d
1m	5d
1m	ytd
1m	max
2m	1d
2m	5d
2m	1mo
2m	ytd
2m	max
5m	1d
5m	5d
5m	1mo
5m	ytd
5m	max
15m	1d
15m	5d
15m	1mo
15m	ytd
15m	max
30m	1d
30m	5d
30m	1mo
30m	ytd
30m	max
90m	1d
90m	5d
90m	1mo
90m	ytd
90m	max
1h	1d
1h	5d
1h	1mo
1h	3mo
1h	6mo
1h	1y
1h	2y
1h	ytd
1h	max
1d	1d
1d	5d
1d	1mo
1d	3mo
1d	6mo
1d	1y
1d	2y
1d	5y
1d	10y
1d	ytd
1d	max
5d	1d
5d	5d
5d	1mo
5d	3mo
5d	6mo
5d	1y
5d	2y
5d	5y
5d	10y
5d	ytd
5d	max
1wk	1d
1wk	5d
1wk	1mo
1wk	3mo
1wk	6mo
1wk	1y
1wk	2y
1wk	5y
1wk	10y
1wk	ytd
1wk	max
1mo	1d
1mo	5d
1mo	1mo
1mo	3mo
1mo	6mo
1mo	1y
1mo	2y
1mo	5y
1mo	10y
1mo	ytd
1mo	max
3mo	1d
3mo	5d
3mo	1mo
3mo	3mo
3mo	6mo
3mo	1y
3mo	2y
3mo	5y
3mo	10y
3mo	ytd
3mo	max

Invalid
Interval	Range
1m	1mo
1m	3mo
1m	6mo
1m	1y
1m	2y
1m	5y
1m	10y
2m	3mo
2m	6mo
2m	1y
2m	2y
2m	5y
2m	10y
5m	3mo
5m	6mo
5m	1y
5m	2y
5m	5y
5m	10y
10m	1d
10m	5d
10m	1mo
10m	3mo
10m	6mo
10m	1y
10m	2y
10m	5y
10m	10y
10m	ytd
10m	max
15m	3mo
15m	6mo
15m	1y
15m	2y
15m	5y
15m	10y
30m	3mo
30m	6mo
30m	1y
30m	2y
30m	5y
30m	10y
90m	3mo
90m	6mo
90m	1y
90m	2y
90m	5y
90m	10y
1h	5y
1h	10y
6mo	1d
6mo	5d
6mo	1mo
6mo	3mo
6mo	6mo
6mo	1y
6mo	2y
6mo	5y
6mo	10y
6mo	ytd
6mo	max
1y	1d
1y	5d
1y	1mo
1y	3mo
1y	6mo
1y	1y
1y	2y
1y	5y
1y	10y
1y	ytd
1y	max

Note that while some pairs might say they are supported, in reality it seems like the Yahoo Finance endpoints just ignore them. For example, a "1h" interval for a "max" range will definitely not give you actual 1 hour data all the way back to when a stock was first public.

[xemwebe]

As you have figured out by yourself already, this is a feature of the Yahoo Finance API and not really something that can be changed by the crate. However, I think it would be worthwhile to somehow document this feature for other users of the crate, so maybe we could put this table in the README.md. What do you suggest?

[satvikpendem]

Yeah that sounds good to put it in the README. An explanation of interval vs range with some examples would work well also.

[xemwebe]

Your results are now included in the readme in some compressed form.