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