getYahoo

getYahoo downloads financial time series from Yahoo Finance and optionally plots them using a customizable three-panel layout

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Syntax

Description

getTickers, getYahoo and getFundamentals can be used jointly to build a complete workflow: from the selection of representative market tickers, to the retrieval and dynamic interactive plot of their price time series, and finally to the extraction of their fundamental financial information.

For background on financial data and market analysis, see: Yahoo Finance API documentation https://finance.yahoo.com/

example

out =getYahoo(ticker) Single ticker with default options.

example

out =getYahoo(ticker, Name, Value) Two tickers, no plots.

Examples

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  • Two tickers, no plots.

    • out=getYahoo({'G.MI','ENEL.MI'},'plots',false);

    Related Examples

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  • Daily data for one year with MACD in the bottom panel.

    • out=getYahoo("ENEL.MI",'interval','1d','bottomPanelMode','macd');

  • Close price with moving averages in the top panel.

    • Bottom panel hosts the RSI index. 

    out=getYahoo("G.MI",'topPanelMode','ma','bottomPanelMode','rsi');

  • Multiple tickers.

    • ticker passed as a cell array of characters. 

    ticker={'G.MI','ENEL.MI','ISP.MI'};
out = getYahoo(ticker,'plots',false,'msg',false);
        ticker            Name       
    _______    __________________

    "^IXIC"    "Nasdaq Composite"
    "AAPL"     "Apple"           
    "MSFT"     "Microsoft"       
    "NVDA"     "NVIDIA"          
    "AMZN"     "Amazon"          
    "GOOGL"    "Alphabet Class A"

Requested pair range=1y, interval=1m is not supported.
Using interval=1d instead.

Processing ticker 1 of 5: AAPL

Processing ticker 2 of 5: MSFT

Processing ticker 3 of 5: NVDA

Processing ticker 4 of 5: AMZN

Processing ticker 5 of 5: GOOGL
  5×1 struct array with fields:

    Ticker
    LastPeriod
    intervalRequested
    intervalActual
    TimeZone
    TT
    Indicators
    Success
    Message
    class

                                   CompanyName           TickerSymbol    marketCap               sector                           industry             
                            _________________________    ____________    __________    __________________________    __________________________________

    AppleInc_               {'Apple Inc.'           }     {'AAPL' }      3.7615e+12    {'Technology'            }    {'Consumer Electronics'          }
    MicrosoftCorporation    {'Microsoft Corporation'}     {'MSFT' }      2.7757e+12    {'Technology'            }    {'Software - Infrastructure'     }
    NVIDIACorporation       {'NVIDIA Corporation'   }     {'NVDA' }      4.3115e+12    {'Technology'            }    {'Semiconductors'                }
    Amazon_com_Inc_         {'Amazon.com, Inc.'     }     {'AMZN' }      2.2519e+12    {'Consumer Cyclical'     }    {'Internet Retail'               }
    AlphabetInc_            {'Alphabet Inc.'        }     {'GOOGL'}      3.5779e+12    {'Communication Services'}    {'Internet Content & Information'}
    Click here for the graphical output of this example (link to Ro.S.A. website)

  • Auto interval fix.

    • out = getYahoo('ENEL.MI','LastPeriod','1y','interval','1m','plots',false);
% Note that with 'autoFixInterval',false the previous examples fails
% out = getYahoo('ENEL.MI','LastPeriod','1y','interval','1m','autoFixInterval',false,'plots',false);

  • Top panel occupies about half of the available plotting area.

    • out=getYahoo('G.MI','layoutHeights',[2 1 1]);

  • Strong emphasis on the price panel with RSI in the bottom panel.

    • out=getYahoo('ENEL.MI','topPanelMode','candle', ...
'bottomPanelMode','rsi','layoutHeights',[3 1 1]);

  • Balanced layout with slightly smaller bottom indicator panel.

    • out=getYahoo('G.MI','topPanelMode','ma', ...
'bottomPanelMode','macd','layoutHeights',[1.5 1 0.7]);

  • Intraday data with real time axis and larger top panel.

    • out=getYahoo('G.MI','LastPeriod','5d','interval','15m', ...
'removeGaps',false,'layoutHeights',[2 1 1]);

  • Monthly data over many years with Williams R and custom panel heights.

    • out=getYahoo('ENEL.MI','LastPeriod','10y','interval','1mo', ...
'bottomPanelMode','williamsr','layoutHeights',[2.5 1 1]);

  • Intraday with real time axis.

    • out = getYahoo('G.MI','LastPeriod','5d','interval','15m','removeGaps',false);

  • Intraday compressed.

    • out = getYahoo('G.MI','LastPeriod','5d','interval','15m','removeGaps',true,'breakAtSession',false);

  • More ticks on the x axis.

    • out = getYahoo('G.MI','LastPeriod','3mo','interval','1d','nTicks',12);

  • Line chart in the top panel.

    • out = getYahoo('ENEL.MI','topPanelMode','line','bottomPanelMode','rsi');

  • Line Chart with moving averages in the top panel and crossovers.

    • out = getYahoo('ENEL.MI','topPanelMode','ma','maFastLen',5,'maMidLen',20,'maSlowLen',50);
        ticker            Name       
    _______    __________________

    "^IXIC"    "Nasdaq Composite"
    "AAPL"     "Apple"           
    "MSFT"     "Microsoft"       
    "NVDA"     "NVIDIA"          
    "AMZN"     "Amazon"          
    "GOOGL"    "Alphabet Class A"

Requested pair range=1y, interval=1m is not supported.
Using interval=1d instead.

Processing ticker 1 of 5: AAPL

Processing ticker 2 of 5: MSFT

Processing ticker 3 of 5: NVDA

Processing ticker 4 of 5: AMZN

Processing ticker 5 of 5: GOOGL
  5×1 struct array with fields:

    Ticker
    LastPeriod
    intervalRequested
    intervalActual
    TimeZone
    TT
    Indicators
    Success
    Message
    class

                                   CompanyName           TickerSymbol    marketCap               sector                           industry             
                            _________________________    ____________    __________    __________________________    __________________________________

    AppleInc_               {'Apple Inc.'           }     {'AAPL' }      3.7615e+12    {'Technology'            }    {'Consumer Electronics'          }
    MicrosoftCorporation    {'Microsoft Corporation'}     {'MSFT' }      2.7757e+12    {'Technology'            }    {'Software - Infrastructure'     }
    NVIDIACorporation       {'NVIDIA Corporation'   }     {'NVDA' }      4.3115e+12    {'Technology'            }    {'Semiconductors'                }
    Amazon_com_Inc_         {'Amazon.com, Inc.'     }     {'AMZN' }      2.2519e+12    {'Consumer Cyclical'     }    {'Internet Retail'               }
    AlphabetInc_            {'Alphabet Inc.'        }     {'GOOGL'}      3.5779e+12    {'Communication Services'}    {'Internet Content & Information'}
    Click here for the graphical output of this example (link to Ro.S.A. website)

  • Line Chart with moving averages in the top panel but no crossovers.

    • out = getYahoo('ENEL.MI','topPanelMode','ma','showMACrossovers',false);

  • Custom colors for the candles and the bars associted with the quantities.

    • out = getYahoo('G.MI','upColor',[0 0.4 0.8],'downColor',[0.8 0.4 0]);

  • Wider candles in the top panel.

    • out = getYahoo('G.MI','widthFactor',2);

  • RSI custom in the bottom panel.

    • out = getYahoo('G.MI','bottomPanelMode','rsi','rsiLen',10,'topRSI',70,'lowRSI',30);

  • Stochastic custom in the bottom panel.

    • out = getYahoo('G.MI','bottomPanelMode','stoch','stochLen',10,'stochSmooth',5);

  • MACD custom in the bottom panel.

    • out = getYahoo('ENEL.MI','bottomPanelMode','macd','macdFastLen',8,'macdSlowLen',17);

  • Williams R custom in the bottom panel.

    • out = getYahoo('G.MI','bottomPanelMode','williamsr','wrLen',100);

  • ROC custom in the bottom panel.

    • out = getYahoo('G.MI','bottomPanelMode','roc','rocLen',6);

  • Long horizon of 10 years interval 1mo.

    • out = getYahoo('ENEL.MI','LastPeriod','10y','interval','1mo');

  • Options LastPeriod, with ytd.

    • out = getYahoo('ENEL.MI','LastPeriod','ytd','interval','1d');

  • Max history.

    • out = getYahoo('G.MI','LastPeriod','max','interval','1wk','plots',false);
        ticker            Name       
    _______    __________________

    "^IXIC"    "Nasdaq Composite"
    "AAPL"     "Apple"           
    "MSFT"     "Microsoft"       
    "NVDA"     "NVIDIA"          
    "AMZN"     "Amazon"          
    "GOOGL"    "Alphabet Class A"

Requested pair range=1y, interval=1m is not supported.
Using interval=1d instead.

Processing ticker 1 of 5: AAPL

Processing ticker 2 of 5: MSFT

Processing ticker 3 of 5: NVDA

Processing ticker 4 of 5: AMZN

Processing ticker 5 of 5: GOOGL
  5×1 struct array with fields:

    Ticker
    LastPeriod
    intervalRequested
    intervalActual
    TimeZone
    TT
    Indicators
    Success
    Message
    class

                                   CompanyName           TickerSymbol    marketCap               sector                           industry             
                            _________________________    ____________    __________    __________________________    __________________________________

    AppleInc_               {'Apple Inc.'           }     {'AAPL' }      3.7615e+12    {'Technology'            }    {'Consumer Electronics'          }
    MicrosoftCorporation    {'Microsoft Corporation'}     {'MSFT' }      2.7757e+12    {'Technology'            }    {'Software - Infrastructure'     }
    NVIDIACorporation       {'NVIDIA Corporation'   }     {'NVDA' }      4.3115e+12    {'Technology'            }    {'Semiconductors'                }
    Amazon_com_Inc_         {'Amazon.com, Inc.'     }     {'AMZN' }      2.2519e+12    {'Consumer Cyclical'     }    {'Internet Retail'               }
    AlphabetInc_            {'Alphabet Inc.'        }     {'GOOGL'}      3.5779e+12    {'Communication Services'}    {'Internet Content & Information'}
    Click here for the graphical output of this example (link to Ro.S.A. website)

  • With help.

    • out = getYahoo('G.MI','showPanelHelp',true);
        ticker            Name       
    _______    __________________

    "^IXIC"    "Nasdaq Composite"
    "AAPL"     "Apple"           
    "MSFT"     "Microsoft"       
    "NVDA"     "NVIDIA"          
    "AMZN"     "Amazon"          
    "GOOGL"    "Alphabet Class A"

Requested pair range=1y, interval=1m is not supported.
Using interval=1d instead.

Processing ticker 1 of 5: AAPL

Processing ticker 2 of 5: MSFT

Processing ticker 3 of 5: NVDA

Processing ticker 4 of 5: AMZN

Processing ticker 5 of 5: GOOGL
  5×1 struct array with fields:

    Ticker
    LastPeriod
    intervalRequested
    intervalActual
    TimeZone
    TT
    Indicators
    Success
    Message
    class

                                   CompanyName           TickerSymbol    marketCap               sector                           industry             
                            _________________________    ____________    __________    __________________________    __________________________________

    AppleInc_               {'Apple Inc.'           }     {'AAPL' }      3.7615e+12    {'Technology'            }    {'Consumer Electronics'          }
    MicrosoftCorporation    {'Microsoft Corporation'}     {'MSFT' }      2.7757e+12    {'Technology'            }    {'Software - Infrastructure'     }
    NVIDIACorporation       {'NVIDIA Corporation'   }     {'NVDA' }      4.3115e+12    {'Technology'            }    {'Semiconductors'                }
    Amazon_com_Inc_         {'Amazon.com, Inc.'     }     {'AMZN' }      2.2519e+12    {'Consumer Cyclical'     }    {'Internet Retail'               }
    AlphabetInc_            {'Alphabet Inc.'        }     {'GOOGL'}      3.5779e+12    {'Communication Services'}    {'Internet Content & Information'}
    Click here for the graphical output of this example (link to Ro.S.A. website)

  • Inspect output structure array.

    • tickers=["G.MI","ENEL.MI"];
out = getYahoo(tickers,'plots',false);
disp(tickers(1))
disp(out(1))
disp(tickers(2))
disp(out(2))

  • Compare indicators in the bottom panel.

    • getYahoo('G.MI','bottomPanelMode','rsi');
getYahoo('G.MI','bottomPanelMode','macd');

  • Intraday 1d with 1m.

    • out = getYahoo('ENEL.MI','LastPeriod','1d','interval','1m');

  • Full options stress test.

    • out = getYahoo('G.MI','LastPeriod','3mo','interval','1d','topPanelMode','ma',...
'maFastLen',7,'maMidLen',21,'maSlowLen',50,'bottomPanelMode','rsi');

  • Use output.

    • ticker='G.MI';
out = getYahoo(ticker,'plots',false);
TT = out.TT;
plot(TT.t,TT.Close);
title(ticker)

  • Combined use of getTickers, getYahoo and getFundamentals.

    • T = getTickers('market','London','Source','dynamic','nStocks',15);
disp(T)
% Retrieve price data
out = getYahoo(T.ticker(2:end));
% Retrieve valuation metrics
F = getFundamentals(T.ticker(2:end),'Fields','valuation');
disp(F)

    Input Arguments

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    ticker — Ticker symbol(s). Character, string or cell array of char.

    It can be: - a character scalar, for example 'G.MI' - a string scalar or string array, for example "G.MI" or ["G.MI" "ENEL.MI"] - a cell array of character vectors, for example {'G.MI','ENEL.MI'} The function downloads OHLCV data from Yahoo Finance for each supplied ticker and returns the results inside a structure array.

    Example - 'G.MI'

    Data Types: char | string | cell

    Name-Value Pair Arguments

    Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

    Example: 'LastPeriod','6mo' , 'interval','1d' , 'widthFactor',1.2 , 'layoutHeights',[2 1 1] , 'removeGaps',false , 'breakAtSession',false , 'nTicks',10 , 'topPanelMode','ma' , 'maFastLen',5 , 'maMidLen',20 , 'maSlowLen',100 , 'showMACrossovers',false , 'upColor',[0 0.5 0] , 'downColor',[0.7 0 0] , 'bottomPanelMode','macd' , 'topRSI',70 , 'lowRSI',30 , 'topStoch',80 , 'lowStoch',20 , 'topWilliams',-20 , 'lowWilliams',-80 , 'rsiLen',10 , 'stochLen',10 , 'stochSmooth',5 , 'macdFastLen',8 , 'macdSlowLen',17 , 'macdSigLen',5 , 'rocLen',6 , 'wrLen',10 , 'showPanelHelp',true , 'autoFixInterval',false , 'plots',false , 'msg',false

    LastPeriod —Period to analyze.character | string scalar.

    Possible values are: '1d' '5d' '1mo' '3mo' '6mo' '1y' '2y' '5y' '10y' 'ytd' 'max' Default is '1y'.

    Example: 'LastPeriod','6mo'

    Data Types: char | string

    interval —Sampling interval requested to Yahoo Finance.character | string scalar.

    Possible values are: '1m','2m','5m','15m','30m','60m','90m','1h','1d','5d','1wk','1mo','3mo' Default is '1m'. If the pair LastPeriod/interval is not admissible, the interval is replaced automatically if option autoFixInterval=true.

    Example: 'interval','1d'

    Data Types: char | string

    widthFactor —Candle width scaling factor.scalar.

    It is used only when topPanelMode='candle'.

    Default is 1.5.

    Example: 'widthFactor',1.2

    Data Types: double

    layoutHeights —Relative heights of the three panels.numeric vector.

    Vector with three positive elements controlling the relative heights of: 1) top panel = price / candles / moving averages;

    2) middle panel= volume;

    3) bottom panel= technical indicator.

    The actual heights are obtained by normalizing the vector so that its elements sum to 1.

    Default is [1 1 1], which gives the same height to the three panels.

    For example: - [2 1 1] makes the top panel occupy about half of the plotting area and the other two panels about one quarter each.

    - [3 1 1] gives even more emphasis to the top panel.

    - [1.5 1 0.7] gives moderate emphasis to the top panel and reduces the space of the bottom panel.

    Example: 'layoutHeights',[2 1 1]

    Data Types: double

    removeGaps —Remove night or weekend gaps in x-axis.boolean.

    If true, x-axis is based on the progressive index of the time series.

    If false, x-axis is based on actual datetime.

    Default is true.

    Example: 'removeGaps',false

    Data Types: logical

    breakAtSession —Add separators between sessions.boolean.

    Used only when removeGaps=true.

    Default is true.

    Example: 'breakAtSession',false

    Data Types: logical

    nTicks —Number of ticks shown on x-axis when removeGaps=true.positive integer scalar.

    Default is 8.

    Example: 'nTicks',10

    Data Types: double

    topPanelMode —Type of plot in the first panel.string | char.

    Possible values are: 'candle' = candlestick chart 'line' = close price only 'ma' = close price and moving averages Default is 'candle'.

    Example: 'topPanelMode','ma'

    Data Types: char | string

    maFastLen —Fast moving average length.positive scalar integer.

    Used only when topPanelMode='ma'.

    Default is 10.

    Example: 'maFastLen',5

    Data Types: double

    maMidLen —Medium moving average length.positive scalar integer.

    Used only when topPanelMode='ma'.

    Default is 30.

    Example: 'maMidLen',20

    Data Types: double

    maSlowLen —Slow moving average length.positive scalar integer.

    Used only when topPanelMode='ma'.

    Default is 60. Note that maSlowLen > maMidLen > maFastLen.

    Example: 'maSlowLen',100

    Data Types: double

    showMACrossovers —Show moving average crossover markers.boolean.

    Used only when topPanelMode='ma'.

    Default is true.

    Example: 'showMACrossovers',false

    Data Types: logical

    upColor —Color for up candles (top panel) and bars (mid panel).rGB row vector.

    Default is [0 0.7 0].

    Example: 'upColor',[0 0.5 0]

    Data Types: double

    downColor —Color for down candles (top panel) and bars (mid panel).rGB row vector.

    Default is [0.85 0 0].

    Example: 'downColor',[0.7 0 0]

    Data Types: double

    bottomPanelMode —Type of indicator shown in the third panel.string | char.

    Possible values are: 'rsi' = Relative Strength Index 'stoch' = Stochastic oscillator 'macd' = MACD 'williamsr' = Williams %R 'roc' = Rate of Change Default is 'stoch'.

    Example: 'bottomPanelMode','macd'

    Data Types: char | string

    topRSI —Upper RSI threshold.scalar in in the interval [50 100].

    Default is 80.

    Example: 'topRSI',70

    Data Types: double

    lowRSI —Lower RSI threshold.scalar in in the interval [0 50].

    Default is 20.

    Example: 'lowRSI',30

    Data Types: double

    topStoch —Upper stochastic threshold.scalar in in the interval [50 100].

    Default is 70.

    Example: 'topStoch',80

    Data Types: double

    lowStoch —Lower stochastic threshold.scalar in in the interval [0 50].

    Default is 30.

    Example: 'lowStoch',20

    Data Types: double

    topWilliams —Upper Williams %R threshold.scalar in in the interval [-50 0].

    Default is -30.

    Example: 'topWilliams',-20

    Data Types: double

    lowWilliams —Lower Williams %R threshold.scalar in in the interval [-100 -50].

    Default is -70.

    Example: 'lowWilliams',-80

    Data Types: double

    rsiLen —RSI window length.scalar.

    Default is 14.

    Example: 'rsiLen',10

    Data Types: double

    stochLen —Stochastic lookback length.scalar.

    Default is 14.

    Example: 'stochLen',10

    Data Types: double

    stochSmooth —Stochastic smoothing length for %%D.scalar.

    Default is 3.

    Example: 'stochSmooth',5

    Data Types: double

    macdFastLen —MACD fast EMA length.positive scalar integer.

    Default is 12.

    Example: 'macdFastLen',8

    Data Types: double

    macdSlowLen —MACD slow EMA length.positive scalar integer.

    Default is 26.

    Example: 'macdSlowLen',17

    Data Types: double

    macdSigLen —MACD signal EMA length.positive scalar integer.

    Default is 9.

    Example: 'macdSigLen',5

    Data Types: double

    rocLen —ROC lag length.positive scalar integer.

    Default is 12.

    Example: 'rocLen',6

    Data Types: double

    wrLen —Williams %%R lookback length.scalar.

    Default is 14.

    Example: 'wrLen',10

    Data Types: double

    showPanelHelp —Display textual explanation in Command Window.boolean.

    Default is false.

    Example: 'showPanelHelp',true

    Data Types: logical

    autoFixInterval —Replace invalid range/interval combinations automatically.boolean.

    Default is true.

    Example: 'autoFixInterval',false

    Data Types: logical

    plots —Produce plots.boolean.

    If true (default) the three-panel figure is created for each ticker. If false only the data are downloaded and stored in the output structure.

    Example: 'plots',false

    Data Types: logical

    msg —Display progress messages.boolean.

    If true (default), progress messages and warnings are shown.

    Example: 'msg',false

    Data Types: logical

    Output Arguments

    expand all

    out — description Structure

    Structure array containing the following fields

    Value Description
    Ticker

    ticker symbol.
    LastPeriod

    requested period.
    intervalRequested

    requested interval after validation.
    intervalActual

    actual data granularity returned by Yahoo.
    TimeZone

    exchange timezone.
    TT

    timetable with variables Open, High, Low, Close, Volume.
    Indicators

    structure containing RSI, StochK, StochD, MACD, MACDSignal, MACDHist, WilliamsR, ROC, maFast, maMid and maSlow.
    Success

    true if download and processing succeeded.
    Message

    message describing the result.
    class

    'getYahoo'.

    References

    Damodaran, A. (2012), "Investment Valuation: Tools and Techniques for Determining the Value of Any Asset", 3rd Edition, Wiley.

    Cochrane, J. H. (2023), "Asset Pricing, Revised Edition", Princeton University Press, Princeton.

    Koller, T., Goedhart, M., and Wessels, D. (2020), "Valuation: Measuring and Managing the Value of Companies, 7th Edition", Wiley, Hoboken.

    See Also

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