| Type: | Package |
| Title: | Yahoo Finance 'screener' API |
| Version: | 0.1.2 |
| Date: | 2025-05-18 |
| Description: | Simple and efficient access to Yahoo Finance's 'screener' API https://finance.yahoo.com/research-hub/screener/ for querying and retrieval of financial data. The core functionality abstracts the complexities of interacting with Yahoo Finance APIs, such as session management, crumb and cookie handling, query construction, pagination, and JSON payload generation. This abstraction allows users to focus on filtering and retrieving data rather than managing API details. Use cases include screening across a range of security types including equities, mutual funds, ETFs, indices, and futures. The package supports advanced query capabilities, including logical operators, nested filters, and customizable payloads. It automatically handles pagination to ensure efficient retrieval of large datasets by fetching results in batches of up to 250 entries per request. Filters can be dynamically defined to accommodate a wide range of screening needs. The implementation leverages standard HTTP libraries to handle API interactions efficiently and provides support for both R and Python to ensure accessibility for a broad audience. |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Encoding: | UTF-8 |
| URL: | https://github.com/jasonjfoster/screen |
| BugReports: | https://github.com/jasonjfoster/screen/issues |
| Depends: | R (≥ 3.5.0) |
| Imports: | curl, jsonlite |
| Suggests: | covr, testthat |
| LazyData: | true |
| RoxygenNote: | 7.3.2 |
| NeedsCompilation: | no |
| Packaged: | 2025-05-18 11:20:38 UTC; jason |
| Author: | Jason Foster [aut, cre] |
| Maintainer: | Jason Foster <jason.j.foster@gmail.com> |
| Repository: | CRAN |
| Date/Publication: | 2025-05-18 14:30:02 UTC |
Yahoo Finance 'screener' API
Description
Simple and efficient access to Yahoo Finance's 'screener' API <https://finance.yahoo.com/research-hub/screener/> for querying and retrieval of financial data. The core functionality abstracts the complexities of interacting with Yahoo Finance APIs, such as session management, crumb and cookie handling, query construction, pagination, and JSON payload generation. This abstraction allows users to focus on filtering and retrieving data rather than managing API details. Use cases include screening across a range of security types including equities, mutual funds, ETFs, indices, and futures. The package supports advanced query capabilities, including logical operators, nested filters, and customizable payloads. It automatically handles pagination to ensure efficient retrieval of large datasets by fetching results in batches of up to 250 entries per request. Filters can be dynamically defined to accommodate a wide range of screening needs. The implementation leverages standard HTTP libraries to handle API interactions efficiently and provides support for both R and Python to ensure accessibility for a broad audience.
Details
yscreen is a package that provides simple and efficient access to Yahoo Finance's screener functionality for querying and retrieval of financial data.
The core functionality of the screen package abstracts the complexities of interacting with Yahoo Finance APIs, such as session management, crumb and cookie handling, query construction, pagination, and JSON payload generation. This abstraction allows users to focus on filtering and retrieving data rather than managing API details. Use cases include screening across a range of asset classes:
-
Equities: coverage spans 50 regions to enable the identification of top-performing stocks based on specified criteria
-
Mutual funds: funds can be screened using metrics such as historical performance, performance ratings, and other factors
-
ETFs: a wide range of ETFs can be filtered by criteria including expense ratio, historical performance, and additional attributes
-
Indices: stock market indices are available and often categorized by sector, industry, or the overall market
-
Futures: futures contracts can be screened by exchange, price percent changes, and regional specifications
The implementation leverages standard HTTP libraries to handle API interactions efficiently and provides support for both R and Python to ensure accessibility for a broad audience.
Author(s)
Jason Foster [aut, cre]
Create a Payload for the Yahoo Finance API
Description
A function to create a payload to query the Yahoo Finance API with customizable parameters.
Usage
create_payload(sec_type = "equity", query = NULL, size = 25,
offset = 0, sort_field = NULL, sort_type = NULL,
top_operator = "and")
Arguments
sec_type |
string. Type of security to search (i.e., "equity", "mutualfund", "etf", "index", "future"). |
query |
list. Structured query to filter results created by
the |
size |
integer. Number of results to return. |
offset |
integer. Starting position of the results. |
sort_field |
string. Field to sort the results. |
sort_type |
string. Type of sort to apply (i.e., "asc", "desc"). |
top_operator |
string. Logical operator for the top-level of the query (i.e., "and", "or") |
Value
A list representing the payload to be sent to the Yahoo Finance API with the specified parameters.
Examples
filters <- list(
list("eq", list("region", "us")),
list("btwn", list("intradaymarketcap", 2000000000, 10000000000)),
list("btwn", list("intradaymarketcap", 10000000000, 100000000000)),
list("gt", list("intradaymarketcap", 100000000000)),
list("gt", list("dayvolume", 5000000))
)
query <- create_query(filters)
payload <- create_payload("equity", query)
Create a Structured Query for the Yahoo Finance API
Description
A function to create a structured query with logical operations and nested conditions formatted for the Yahoo Finance API.
Usage
create_query(filters = list("eq", list("region", "us")),
top_operator = "and")
Arguments
filters |
list. Each element is a sublist that defines a filtering condition with the following structure:
|
top_operator |
string. Top-level logical operator to combine all filters (i.e., "and", "or"). |
Value
A nested list representing the structured query with logical operations and nested conditions formatted for the Yahoo Finance API.
Examples
filters <- list(
list("eq", list("region", "us")),
list("btwn", list("intradaymarketcap", 2000000000, 10000000000)),
list("btwn", list("intradaymarketcap", 10000000000, 100000000000)),
list("gt", list("intradaymarketcap", 100000000000)),
list("gt", list("dayvolume", 5000000))
)
query <- create_query(filters)
Category Name Data for the Yahoo Finance API
Description
A data frame with the available category name data for the Yahoo Finance API.
Usage
data_categoryname
Format
A data frame.
Errors Data for the Yahoo Finance API
Description
A data frame with the available errors data for the Yahoo Finance API.
Usage
data_errors
Format
A data frame.
Exchange Data for the Yahoo Finance API
Description
A data frame with the available exchange data for the Yahoo Finance API.
Usage
data_exchange
Format
A data frame.
Filters Data for the Yahoo Finance API
Description
A data frame with the available filters data for the Yahoo Finance API.
Usage
data_filters
Format
A data frame.
Fund Family Name Data for the Yahoo Finance API
Description
A data frame with the available fund family name data for the Yahoo Finance API.
Usage
data_fundfamilyname
Format
A data frame.
Industry Data for the Yahoo Finance API
Description
A data frame with the available industry name for the Yahoo Finance API.
Usage
data_industry
Format
A data frame.
Peer Group Data for the Yahoo Finance API
Description
A data frame with the available peer group data for the Yahoo Finance API.
Usage
data_peer_group
Format
A data frame.
Regions Data for the Yahoo Finance API
Description
A data frame with the available regions for the Yahoo Finance API.
Usage
data_region
Format
A data frame.
Sector Data for the Yahoo Finance API
Description
A data frame with the available sector data for the Yahoo Finance API.
Usage
data_sector
Format
A data frame.
Get Data from the Yahoo Finance API
Description
A function to get data from the Yahoo Finance API using the specified payload.
Usage
get_data(payload = NULL)
Arguments
payload |
list. Payload that contains search criteria created using
the |
Value
A data frame that contains data from the Yahoo Finance API for the specified search criteria.
Examples
filters <- list(
list("eq", list("region", "us")),
list("btwn", list("intradaymarketcap", 2000000000, 10000000000)),
list("btwn", list("intradaymarketcap", 10000000000, 100000000000)),
list("gt", list("intradaymarketcap", 100000000000)),
list("gt", list("dayvolume", 5000000))
)
query <- create_query(filters)
payload <- create_payload("equity", query)
## Not run:
data <- get_data(payload)
## End(Not run)
Get the Crumb, Cookies, and Handle for Yahoo Finance API
Description
A function to get the crumb, cookies, and handle required to authenticate and interact with the Yahoo Finance API.
Usage
get_session()
Value
A list containing the following elements:
handle |
A curl handle object for subsequent requests. |
crumb |
A string representing the crumb value for authentication. |
cookies |
A data frame of cookies for the request. |
Examples
session <- get_session()