02_Data_Source_yfinance.ipynb

{
 "cells": [
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Y finance \n",
    "NOK = not hourly volume! "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "import yfinance as yf\n",
    "yf_eth = yf.Ticker(\"ETH-USD\")\n",
    "# 2021-08-13 06:00:00\n",
    "data = yf_eth.history(interval=\"1h\", start=\"2021-08-13\", end=\"2021-08-14\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
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       "      <th>2021-08-13 00:00:00+00:00</th>\n",
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       "      <th>2021-08-13 07:00:00+00:00</th>\n",
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       "      <th>2021-08-13 08:00:00+00:00</th>\n",
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       "      <th>2021-08-13 10:00:00+00:00</th>\n",
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       "      <th>2021-08-13 11:00:00+00:00</th>\n",
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       "      <th>2021-08-13 16:00:00+00:00</th>\n",
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       "      <th>2021-08-13 17:00:00+00:00</th>\n",
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       "      <th>2021-08-13 20:00:00+00:00</th>\n",
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       "                                  Open         High          Low        Close  \\\n",
       "Datetime                                                                        \n",
       "2021-08-13 00:00:00+00:00  3049.001221  3072.717285  3037.676025  3063.575684   \n",
       "2021-08-13 01:00:00+00:00  3063.527100  3095.615234  3058.441895  3087.159424   \n",
       "2021-08-13 02:00:00+00:00  3087.365234  3126.181152  3087.365234  3122.281982   \n",
       "2021-08-13 03:00:00+00:00  3122.672363  3128.762207  3116.849854  3119.495605   \n",
       "2021-08-13 04:00:00+00:00  3119.358154  3125.759521  3105.914795  3125.636719   \n",
       "2021-08-13 05:00:00+00:00  3125.564209  3141.978271  3119.411865  3133.243652   \n",
       "2021-08-13 06:00:00+00:00  3133.479492  3184.083984  3095.786865  3184.083984   \n",
       "2021-08-13 07:00:00+00:00  3185.366455  3232.947998  3185.366455  3227.431885   \n",
       "2021-08-13 08:00:00+00:00  3224.560791  3250.045654  3223.144775  3231.484619   \n",
       "2021-08-13 09:00:00+00:00  3235.916748  3248.353271  3224.367920  3225.650391   \n",
       "2021-08-13 10:00:00+00:00  3227.797363  3258.839111  3227.797363  3239.992432   \n",
       "2021-08-13 11:00:00+00:00  3238.308350  3245.753906  3219.886719  3231.889160   \n",
       "2021-08-13 12:00:00+00:00  3218.175537  3242.988525  3218.175537  3233.897461   \n",
       "2021-08-13 13:00:00+00:00  3235.861816  3240.248291  3224.676270  3234.236328   \n",
       "2021-08-13 14:00:00+00:00  3234.600830  3234.600830  3207.492188  3219.905518   \n",
       "2021-08-13 15:00:00+00:00  3202.569092  3217.507324  3187.583252  3214.212158   \n",
       "2021-08-13 16:00:00+00:00  3214.727539  3235.008789  3201.668213  3234.964355   \n",
       "2021-08-13 17:00:00+00:00  3238.020508  3238.619629  3221.808105  3232.304199   \n",
       "2021-08-13 18:00:00+00:00  3225.035156  3235.116699  3222.066650  3228.651611   \n",
       "2021-08-13 19:00:00+00:00  3230.822754  3233.150635  3216.324219  3222.580078   \n",
       "2021-08-13 20:00:00+00:00  3224.960205  3276.366943  3224.960205  3276.366943   \n",
       "2021-08-13 21:00:00+00:00  3276.524902  3292.333252  3276.524902  3279.021973   \n",
       "2021-08-13 22:00:00+00:00  3282.575684  3290.106201  3279.781250  3282.181885   \n",
       "\n",
       "                               Volume  Dividends  Stock Splits  \n",
       "Datetime                                                        \n",
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       "2021-08-13 01:00:00+00:00   136880128        0.0           0.0  \n",
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       "2021-08-13 06:00:00+00:00  3624316928        0.0           0.0  \n",
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       "2021-08-13 17:00:00+00:00           0        0.0           0.0  \n",
       "2021-08-13 18:00:00+00:00           0        0.0           0.0  \n",
       "2021-08-13 19:00:00+00:00           0        0.0           0.0  \n",
       "2021-08-13 20:00:00+00:00  1244717056        0.0           0.0  \n",
       "2021-08-13 21:00:00+00:00   133183488        0.0           0.0  \n",
       "2021-08-13 22:00:00+00:00           0        0.0           0.0  "
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     "execution_count": 4,
     "metadata": {},
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  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "yf_eth = yf.Ticker(\"BTC-USD\")\n",
    "# 2021-08-13 06:00:00\n",
    "data = yf_eth.history(interval=\"1h\", start=\"2021-08-13\", end=\"2021-08-14\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
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       "      <th>2021-08-13 00:00:00+00:00</th>\n",
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       "      <td>45006.921875</td>\n",
       "      <td>45242.601562</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 05:00:00+00:00</th>\n",
       "      <td>45251.812500</td>\n",
       "      <td>45368.320312</td>\n",
       "      <td>45180.882812</td>\n",
       "      <td>45245.558594</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 06:00:00+00:00</th>\n",
       "      <td>45247.222656</td>\n",
       "      <td>45908.214844</td>\n",
       "      <td>44939.015625</td>\n",
       "      <td>45855.601562</td>\n",
       "      <td>5051136000</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 07:00:00+00:00</th>\n",
       "      <td>45858.515625</td>\n",
       "      <td>46331.410156</td>\n",
       "      <td>45858.515625</td>\n",
       "      <td>46188.429688</td>\n",
       "      <td>519499776</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 08:00:00+00:00</th>\n",
       "      <td>46128.015625</td>\n",
       "      <td>46310.125000</td>\n",
       "      <td>46056.570312</td>\n",
       "      <td>46167.468750</td>\n",
       "      <td>432646144</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 09:00:00+00:00</th>\n",
       "      <td>46173.183594</td>\n",
       "      <td>46430.593750</td>\n",
       "      <td>46173.183594</td>\n",
       "      <td>46242.246094</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 10:00:00+00:00</th>\n",
       "      <td>46258.132812</td>\n",
       "      <td>46480.039062</td>\n",
       "      <td>46258.132812</td>\n",
       "      <td>46338.972656</td>\n",
       "      <td>35084288</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 11:00:00+00:00</th>\n",
       "      <td>46328.402344</td>\n",
       "      <td>46499.851562</td>\n",
       "      <td>46198.078125</td>\n",
       "      <td>46297.871094</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 12:00:00+00:00</th>\n",
       "      <td>46179.300781</td>\n",
       "      <td>46611.980469</td>\n",
       "      <td>46179.300781</td>\n",
       "      <td>46492.808594</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 13:00:00+00:00</th>\n",
       "      <td>46534.187500</td>\n",
       "      <td>46649.941406</td>\n",
       "      <td>46432.832031</td>\n",
       "      <td>46552.523438</td>\n",
       "      <td>51316736</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 14:00:00+00:00</th>\n",
       "      <td>46524.144531</td>\n",
       "      <td>46524.144531</td>\n",
       "      <td>46311.320312</td>\n",
       "      <td>46490.804688</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 15:00:00+00:00</th>\n",
       "      <td>46331.378906</td>\n",
       "      <td>46444.011719</td>\n",
       "      <td>46221.003906</td>\n",
       "      <td>46399.695312</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 16:00:00+00:00</th>\n",
       "      <td>46409.820312</td>\n",
       "      <td>46530.289062</td>\n",
       "      <td>46251.429688</td>\n",
       "      <td>46524.101562</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 17:00:00+00:00</th>\n",
       "      <td>46538.218750</td>\n",
       "      <td>46575.320312</td>\n",
       "      <td>46427.300781</td>\n",
       "      <td>46527.808594</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 18:00:00+00:00</th>\n",
       "      <td>46413.000000</td>\n",
       "      <td>46632.792969</td>\n",
       "      <td>46386.144531</td>\n",
       "      <td>46488.714844</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 19:00:00+00:00</th>\n",
       "      <td>46481.828125</td>\n",
       "      <td>46518.097656</td>\n",
       "      <td>46309.500000</td>\n",
       "      <td>46421.265625</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 20:00:00+00:00</th>\n",
       "      <td>46497.601562</td>\n",
       "      <td>47557.792969</td>\n",
       "      <td>46497.601562</td>\n",
       "      <td>47536.148438</td>\n",
       "      <td>2322173952</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 21:00:00+00:00</th>\n",
       "      <td>47571.988281</td>\n",
       "      <td>47795.675781</td>\n",
       "      <td>47571.988281</td>\n",
       "      <td>47590.640625</td>\n",
       "      <td>395896832</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-08-13 22:00:00+00:00</th>\n",
       "      <td>47582.503906</td>\n",
       "      <td>47638.234375</td>\n",
       "      <td>47544.613281</td>\n",
       "      <td>47561.828125</td>\n",
       "      <td>0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                   Open          High           Low  \\\n",
       "Datetime                                                              \n",
       "2021-08-13 00:00:00+00:00  44439.691406  44685.792969  44282.417969   \n",
       "2021-08-13 01:00:00+00:00  44512.195312  44900.570312  44487.859375   \n",
       "2021-08-13 02:00:00+00:00  44829.343750  45227.582031  44829.343750   \n",
       "2021-08-13 03:00:00+00:00  45229.316406  45313.113281  45166.953125   \n",
       "2021-08-13 04:00:00+00:00  45203.679688  45247.875000  45006.921875   \n",
       "2021-08-13 05:00:00+00:00  45251.812500  45368.320312  45180.882812   \n",
       "2021-08-13 06:00:00+00:00  45247.222656  45908.214844  44939.015625   \n",
       "2021-08-13 07:00:00+00:00  45858.515625  46331.410156  45858.515625   \n",
       "2021-08-13 08:00:00+00:00  46128.015625  46310.125000  46056.570312   \n",
       "2021-08-13 09:00:00+00:00  46173.183594  46430.593750  46173.183594   \n",
       "2021-08-13 10:00:00+00:00  46258.132812  46480.039062  46258.132812   \n",
       "2021-08-13 11:00:00+00:00  46328.402344  46499.851562  46198.078125   \n",
       "2021-08-13 12:00:00+00:00  46179.300781  46611.980469  46179.300781   \n",
       "2021-08-13 13:00:00+00:00  46534.187500  46649.941406  46432.832031   \n",
       "2021-08-13 14:00:00+00:00  46524.144531  46524.144531  46311.320312   \n",
       "2021-08-13 15:00:00+00:00  46331.378906  46444.011719  46221.003906   \n",
       "2021-08-13 16:00:00+00:00  46409.820312  46530.289062  46251.429688   \n",
       "2021-08-13 17:00:00+00:00  46538.218750  46575.320312  46427.300781   \n",
       "2021-08-13 18:00:00+00:00  46413.000000  46632.792969  46386.144531   \n",
       "2021-08-13 19:00:00+00:00  46481.828125  46518.097656  46309.500000   \n",
       "2021-08-13 20:00:00+00:00  46497.601562  47557.792969  46497.601562   \n",
       "2021-08-13 21:00:00+00:00  47571.988281  47795.675781  47571.988281   \n",
       "2021-08-13 22:00:00+00:00  47582.503906  47638.234375  47544.613281   \n",
       "\n",
       "                                  Close      Volume  Dividends  Stock Splits  \n",
       "Datetime                                                                      \n",
       "2021-08-13 00:00:00+00:00  44508.683594           0        0.0           0.0  \n",
       "2021-08-13 01:00:00+00:00  44812.996094    77770752        0.0           0.0  \n",
       "2021-08-13 02:00:00+00:00  45227.582031           0        0.0           0.0  \n",
       "2021-08-13 03:00:00+00:00  45198.902344           0        0.0           0.0  \n",
       "2021-08-13 04:00:00+00:00  45242.601562           0        0.0           0.0  \n",
       "2021-08-13 05:00:00+00:00  45245.558594           0        0.0           0.0  \n",
       "2021-08-13 06:00:00+00:00  45855.601562  5051136000        0.0           0.0  \n",
       "2021-08-13 07:00:00+00:00  46188.429688   519499776        0.0           0.0  \n",
       "2021-08-13 08:00:00+00:00  46167.468750   432646144        0.0           0.0  \n",
       "2021-08-13 09:00:00+00:00  46242.246094           0        0.0           0.0  \n",
       "2021-08-13 10:00:00+00:00  46338.972656    35084288        0.0           0.0  \n",
       "2021-08-13 11:00:00+00:00  46297.871094           0        0.0           0.0  \n",
       "2021-08-13 12:00:00+00:00  46492.808594           0        0.0           0.0  \n",
       "2021-08-13 13:00:00+00:00  46552.523438    51316736        0.0           0.0  \n",
       "2021-08-13 14:00:00+00:00  46490.804688           0        0.0           0.0  \n",
       "2021-08-13 15:00:00+00:00  46399.695312           0        0.0           0.0  \n",
       "2021-08-13 16:00:00+00:00  46524.101562           0        0.0           0.0  \n",
       "2021-08-13 17:00:00+00:00  46527.808594           0        0.0           0.0  \n",
       "2021-08-13 18:00:00+00:00  46488.714844           0        0.0           0.0  \n",
       "2021-08-13 19:00:00+00:00  46421.265625           0        0.0           0.0  \n",
       "2021-08-13 20:00:00+00:00  47536.148438  2322173952        0.0           0.0  \n",
       "2021-08-13 21:00:00+00:00  47590.640625   395896832        0.0           0.0  \n",
       "2021-08-13 22:00:00+00:00  47561.828125           0        0.0           0.0  "
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data"
   ]
  }
 ],
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