Python: using Google Finance to download index data

Question

I've been successful at downloading stock data from Google Finance, like so:

import pandas as pd
from pandas_datareader import data as web   
import datetime
start = datetime.datetime(2016,1,1)
end   = datetime.date.today()
apple = web.DataReader('aapl', 'google', start, end)

I thought I'd be able to use the same framework for index data. But this doesn't work:

spx = web.DataReader('INDEXSP', 'google', start, end)

RemoteDataError: Unable to read URL: http://www.google.com/finance/historical

Does Google not support this for indices?

Or do I need a different protocol?

Answer 1

Index data is available:

given you call has named an <instrument> that the Google API was not ready to map onto it's historical records, try to find the proper <instrument> name manually first.

S&P 500 INDEX ( INDEXCBOE:SPX )
v/s
S&P 500 ( INDEXSP:.INX )
...
DAX PERFORMANCE-INDEX ( INDEXDB:DAX )

---

Both work and serve data on Google Finance side:

Answer 2

This is an issue on Google's side. Compare the historical prices page for the S&P to that for Google and you'll see that the latter has a link to "download to spreadsheet" while the former does not. pandas-datareader simply goes off of this csv link.

So to your comment, I would not consider this a broken implementation within pandas-datareader, just one that won't work for cases where Google Finance doesn't provide that .csv.

Answer 3

For DAX you can use 'NASDAQ:DAX' which downloads from google with the datareader. However, this ETF starts only from 2014-10-23.