from pandas_datareader import data
import pandas as pd


# Define the instruments to download. We would like to see Apple, Microsoft and the S&P500 index.
tickers = ['AAPL', 'MSFT', 'SPY']

# Define which online source one should use
data_source = 'google'

# We would like all available data from 01/01/2000 until 12/31/2016.
start_date = '2010-01-01'
end_date = '2016-12-31'

# User pandas_reader.data.DataReader to load the desired data. As simple as that.
panel_data = data.DataReader(tickers, data_source, start_date, end_date)

# Getting just the adjusted closing prices. This will return a Pandas DataFrame
# The index in this DataFrame is the major index of the panel_data.
close = panel_data.ix['Close']

# Getting all weekdays between 01/01/2000 and 12/31/2016
all_weekdays = pd.date_range(start=start_date, end=end_date, freq='B')

# How do we align the existing prices in adj_close with our new set of dates?
# All we need to do is reindex close using all_weekdays as the new index
close = close.reindex(all_weekdays)

close.head(10)

from pandas_datareader import data
import pandas as pd


# Define the instruments to download. We would like to see Apple, Microsoft and the S&P500 index.
tickers = ['AAPL', 'MSFT', 'SPY']

# Define which online source one should use
data_source = 'google'

# We would like all available data from 01/01/2000 until 12/31/2016.
start_date = '2010-01-01'
end_date = '2016-12-31'

# User pandas_reader.data.DataReader to load the desired data. As simple as that.
panel_data = data.DataReader(tickers, data_source, start_date, end_date)

# Getting just the adjusted closing prices. This will return a Pandas DataFrame
# The index in this DataFrame is the major index of the panel_data.
close = panel_data.ix['Close']

# Getting all weekdays between 01/01/2000 and 12/31/2016
all_weekdays = pd.date_range(start=start_date, end=end_date, freq='B')

# How do we align the existing prices in adj_close with our new set of dates?
# All we need to do is reindex close using all_weekdays as the new index
close = close.reindex(all_weekdays)

close.head(10)

# Define the instruments to download. We would like to see Apple, Microsoft and the S&P500 index. # Define which online source one should use # We would like all available data from 01/01/2000 until 12/31/2016. # User pandas_reader.data.DataReader to load the desired data. As simple as that. # Getting just the adjusted closing prices. This will return a Pandas DataFrame # The index in this DataFrame is the major index of the panel_data. # Getting all weekdays between 01/01/2000 and 12/31/2016 # How do we align the existing prices in adj_close with our new set of dates? # All we need to do is reindex close using all_weekdays as the new index