web.DataReader with Yahoo not getting correct data set

[danielfmva]

Hi,

I am not sure if this issue is related to Pandas or Yahoo Finance however whenever you try to load a stock data with anything different than a 3 at the end of the ticker it returns the wrong number of points.

For instance, if one fixes the start_date and end_date variables and set s="GOLL4.SA" it will return a different number of points than s="EMBR3.SA" for the same time span. Also, the first point is shifted 1 day.

Below is a print of the issue:

$Loading from the web stock EMBR3.SA data...
             Open   High    Low  Close   Volume  Adj Close
Date                                                      
2013-01-01  14.45  14.45  14.45  14.45        0      14.03
2013-01-02  14.57  14.82  14.36  14.73  2206900      14.30
2013-01-03  14.72  14.82  14.55  14.56  2323400      14.14
...           ...    ...    ...    ...      ...        ...
2015-02-27  26.10  26.17  24.82  24.90  5060700      24.90

[562 rows x 6 columns]


$Loading from the web stock SUZB5.SA data...
             Open   High    Low  Close    Volume  Adj Close
Date                                                       
2013-01-02   7.15   7.44   7.15   7.40   6356000       7.19
2013-01-03   7.44   7.48   7.26   7.34   4037300       7.13
2013-01-04   7.35   7.41   7.14   7.19   7911800       6.98
...           ...    ...    ...    ...       ...        ...
2015-02-27  12.05  12.26  11.93  12.06   6909200      12.06

[532 rows x 6 columns]

I have tested with other tickers that follow this pattern and all of them have the same problem. By the way, I am looking into brazilian stocks, so the rule for the symbols is "XXXX[3 or 4 or 5].SA" where XXXX are letters.

[jorisvandenbossche]

@danielfmva Can you raise this issue at https://github.com/pydata/pandas-datareader/issues? (we are moving this functionality over there)