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I have been using matplotlib.finance to pull stock information. quotes_historical_yahoo() is a really easy function to use but seems to only allow me to pull information on the day.

Is there a way using matplotlib to pull stock values in intervals of 5 minutes?

If not can I get a suggestion of some other python software that will do what I want.

rene
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user2327814
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  • I don't think there are any publicly available financial data sources that have historical stock prices in 5-minute intervals. For that data, you may need to use a paid service like Bloomberg. You could try to capture current and future 5-minute data yourself, but you'll probably get rate-limited by Yahoo/Google. – sundance Jan 24 '14 at 17:05
  • http://stackoverflow.com/questions/9673988/intraday-candlestick-charts-using-matplotlib Further, http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market Lastly, I'd check out quantopian. – henny.mcil Jan 24 '14 at 17:08

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There are several sources of historical data at varying resolutions here, but they dont go back very far. For example, you can only get ten days worth of data at the 1 minute interval from google finance.

I use pandas for historical data using DataReader(), and then read_csv() for the above sources (but that can get tricky and you will need to write your own code to format and make some of these useful)

Grr
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