How do you pull WEEKLY historical data from yahoo finance?

Question

``` import datetime import pandas.io.data sp = pd.io.data.get_data_yahoo('^IXIC',start = datetime.datetime(1972, 1, 3), end = datetime.datetime(2010, 1, 3)) ``` I have used the above example, but that just pulls DAILY data into a dataframe when I would like to pull weekly. It doesn't seem like `get_data_yahoo` has a parameter where you can select perhaps from daily, weekly or monthly like the options made available on yahoo itself. Any other packages or ideas that you know of that might be able to facilitate this?

Accepted Answer

You can downsample using the `asfreq` method:

```
sp = sp.asfreq('W-FRI', method='pad')
```

The `pad` method will propagate the last valid observation forward.

Using `resample` (as @tshauck has shown) is another possibility. Use `asfreq` if you want to guarantee that the values in your downsample are values found in the original data set. Use `resample` if you wish to aggregate groups of rows from the original data set (for example, by taking a mean). `reindex` might introduce NaN values if the original data set does not have a value on the date specified by the reindex -- though (as @behzad.nouri points out) you could use `method=pad` to propagate last observations here as well.

How do you pull WEEKLY historical data from yahoo finance?

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