Can't get Crude Oil data from Yahoo! Finance

[xuantianfengwu]

First thanks for such a convenient tool to get data from all over the world.
But I met this problem when I tried to get daily historical data of Crude Oil from Yahoo,
my code is like this:

import pandas_datareader.data as data
import datetime
begin = datetime.datetime(2017,1,1)
end = datetime.datetime(2017,3,31)
oil = data.DataReader("CL.NYM", 'yahoo', begin, end)
oil.head()

I have tried CL, CL=F, F_CL, FCL, FCL.NYM, CL.NYM, a lot of that and still can't get the data I need. At last I have to use USO.
But I still want to know if I can get data of the crude oil Futures with pandas-datareader. Is there any category limitation when using pandas-datareader ?

[gliptak]

https://finance.yahoo.com/lookup?s=cl.nym shows no results ...

[rgkimball]

If you add the expiration you can see the info: https://finance.yahoo.com/quote/CLM17.NYM?p=CLM17.NYM

I'm able to retrieve data via YQL: http://developer.yahoo.com/yql/console/?q=select%20*%20from%20yahoo.finance.quote%20where%20symbol%20%3D%20%22CLM17.NYM%22&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys

My inclination from a bit of testing is that this is a limitation of the icharts API.

[rgkimball]

The silver lining in the icharts API being deprecated, the new URL structure implemented by #331 will fix this problem - just tested:

import pandas_datareader as pdr
import datetime

begin = datetime.datetime(2017, 1, 1)
cl = pdr.DataReader('CLM17.NYM', 'yahoo', begin)

Output (CSV):

Date,Open,High,Low,Close,Adj Close,Volume
2017-05-17,48.169998,49.020000,48.160000,48.869999,48.869999,30528362
2017-05-16,49.029999,49.380001,48.080002,48.090000,48.090000,236432590
2017-05-15,48.549999,49.660000,48.509998,48.919998,48.919998,316061712
2017-05-14,47.849998,47.880001,47.750000,47.790001,47.790001,219844
....

[bashtage]

Yahoo has been deprecated.