Yfinance - Intraday stock data with yf.download

[diogo_80]

Hi everyone, I am new to this, so sorry for the basic question.

I am using yfinance to obtain intraday historical data for stocks traded in Bovespa (Brazil's stock exchange).

When I use yf.download, I get intraday data up to 16:00 hours, but the market in Brazil closes at 18:00.

Is there a way to get data past 16:00hrs?

Can someone please direct me as to how to do that?

Thanks,
Diogo

[diogo_80]

Hi all, I will provide some more information about the issue I have been facing. Note in the below code/data that data for after "15:00:00" is not retrieved unless for the last day (not sure why). But the market in Brazil actually closes at around 18:00:00 (I say around because there is a closing autcion that goes from 17:55:00 up to max 18:15:00). How could I get all the data, from open to official closing time?

Thanks in advance,
Diogo

import pandas as pd
import yfinance as yf
data = yf.download(tickers='VALE3.SA', period='5d', interval='60m')

Output:
[*********************100%***********************]  1 of 1 completed
data
                                Open       High        Low      Close  Adj Close   Volume
Datetime
2021-12-20 10:00:00-03:00  78.000000  78.769997  77.279999  78.519997  78.519997  4395600
2021-12-20 11:00:00-03:00  78.529999  78.900002  77.739998  78.080002  78.080002  3283200
2021-12-20 12:00:00-03:00  78.099998  78.639999  77.970001  78.089996  78.089996  2252500
2021-12-20 13:00:00-03:00  78.089996  78.290001  77.870003  78.080002  78.080002  1307200
2021-12-20 14:00:00-03:00  78.080002  78.250000  77.860001  78.029999  78.029999  1496000
2021-12-20 15:00:00-03:00  78.019997  78.180000  77.849998  78.120003  78.120003  1349800
2021-12-21 10:00:00-03:00  79.800003  79.989998  79.150002  79.250000  79.250000  2718600
2021-12-21 11:00:00-03:00  79.250000  79.910004  79.199997  79.529999  79.529999  2396300
2021-12-21 12:00:00-03:00  79.529999  79.949997  79.400002  79.610001  79.610001  2891500
2021-12-21 13:00:00-03:00  79.599998  79.959999  79.570000  79.680000  79.680000  1933100
2021-12-21 14:00:00-03:00  79.680000  79.680000  79.389999  79.620003  79.620003  1001900
2021-12-21 15:00:00-03:00  79.599998  80.220001  79.599998  80.070000  80.070000  3361000
2021-12-22 10:00:00-03:00  79.889999  80.150002  79.360001  79.470001  79.470001  3046400
2021-12-22 11:00:00-03:00  79.470001  79.599998  78.580002  79.050003  79.050003  2860800
2021-12-22 12:00:00-03:00  79.050003  79.389999  79.050003  79.260002  79.260002  1649600
2021-12-22 13:00:00-03:00  79.279999  79.830002  79.180000  79.599998  79.599998  1621300
2021-12-22 14:00:00-03:00  79.589996  79.660004  79.360001  79.580002  79.580002  1680900
2021-12-22 15:00:00-03:00  79.580002  79.870003  79.550003  79.769997  79.769997  1771800
2021-12-23 10:00:00-03:00  79.949997  80.059998  79.360001  79.400002  79.400002  2574000
2021-12-23 11:00:00-03:00  79.389999  79.860001  79.389999  79.639999  79.639999  2354800
2021-12-23 12:00:00-03:00  79.650002  79.739998  79.370003  79.510002  79.510002  1201100
2021-12-23 13:00:00-03:00  79.519997  79.540001  79.220001  79.330002  79.330002   899900
2021-12-23 14:00:00-03:00  79.330002  79.370003  78.940002  79.199997  79.199997  1548700
2021-12-23 15:00:00-03:00  79.209999  79.220001  78.830002  79.129997  79.129997  1273300
2021-12-27 10:00:00-03:00  78.870003  79.029999  78.529999  78.650002  78.650002  1664100
2021-12-27 11:00:00-03:00  78.660004  79.050003  78.260002  78.889999  78.889999  2440600
2021-12-27 12:00:00-03:00  78.889999  79.339996  78.699997  79.300003  79.300003  1113000
2021-12-27 13:00:00-03:00  79.300003  79.320000  79.040001  79.250000  79.250000   871100
2021-12-27 14:00:00-03:00  79.260002  79.449997  79.180000  79.300003  79.300003   987000
2021-12-27 15:00:00-03:00  79.300003  79.309998  78.959999  78.989998  78.989998   677500
2021-12-27 16:00:00-03:00  78.949997  78.949997  78.949997  78.949997  78.949997        0

Larz60+ write Dec-28-2021, 02:25 AM:
Please post all code, output and errors (it it's entirety) between their respective tags. Refer to BBCode help topic on how to post. Use the "Preview Post" button to make sure the code is presented as you expect before hitting the "Post Reply/Thread" button.
Fixed for you this time. Please use bbcode tags on future posts.

[processingclouds]

Hey,

I hope you are doing good.
I think data you are receiving is correct, but the output time shown is not adjusted to your timezone. So although you see it as 16:00 it is actually for 18:00 in your timezone. Can you double check and verify this?