Missing 5 min interval data when prepost is set to True

[chotaGit]

Describe bug

Some of the 5m (5m interval /1day period) candles are missing e.g. 9:15, 9:20, 9:25 candles are missing when prepost is set to true.

Simple code that reproduces your problem

print("*******************Yahoo Test Start********************")
#### Yahoo Test Start
import yfinance as yf
import logging
logging.basicConfig(level=logging.DEBUG)
data = yf.download("TSLA", interval="5m", period="1d", prepost=True)
print(data.tail(20).to_string())
print("*******************Yahoo Test ENd********************")
#### Yahoo Test END

Debug log

D:\Apps\Python\python.exe D:\pyproj\tradepkg\tradeSvc\pythonTest.py
Yahoo Test Start*
DEBUG:yfinance:Entering download()
DEBUG:yfinance:Disabling multithreading because DEBUG logging enabled
DEBUG:yfinance: Entering history()
DEBUG:peewee:('CREATE TABLE IF NOT EXISTS "_kv" ("key" VARCHAR(255) NOT NULL PRIMARY KEY, "value" VARCHAR(255)) WITHOUT ROWID', [])
DEBUG:peewee:('SELECT "t1"."key", "t1"."value" FROM "_kv" AS "t1" WHERE ("t1"."key" = ?) LIMIT ? OFFSET ?', ['TSLA', 1, 0])
DEBUG:yfinance:TSLA: Yahoo GET parameters: {'range': '1d', 'interval': '5m', 'includePrePost': True, 'events': 'div,splits,capitalGains'}
DEBUG:yfinance: Entering get()
DEBUG:yfinance:url=https://query2.finance.yahoo.com/v8/finance/chart/TSLA
DEBUG:yfinance:params={'range': '1d', 'interval': '5m', 'includePrePost': True, 'events': 'div,splits,capitalGains'}
DEBUG:yfinance: Entering _get_cookie_and_crumb()
DEBUG:yfinance:cookie_mode = 'basic'
DEBUG:yfinance: Entering _get_cookie_and_crumb_basic()
DEBUG:peewee:('CREATE TABLE IF NOT EXISTS "_cookieschema" ("strategy" VARCHAR(255) NOT NULL PRIMARY KEY, "fetch_date" DATETIME NOT NULL, "cookie_bytes" BLOB NOT NULL) WITHOUT ROWID', [])
DEBUG:peewee:('SELECT "t1"."strategy", "t1"."fetch_date", "t1"."cookie_bytes" FROM "_cookieschema" AS "t1" WHERE ("t1"."strategy" = ?) LIMIT ? OFFSET ?', ['basic', 1, 0])
DEBUG:yfinance:loaded persistent cookie
DEBUG:yfinance:reusing cookie
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): query1.finance.yahoo.com:443
DEBUG:urllib3.connectionpool:https://query1.finance.yahoo.com:443 "GET /v1/test/getcrumb HTTP/1.1" 200 None
DEBUG:yfinance:crumb = 'Sqq6A8Fa6a9'
DEBUG:yfinance: Exiting _get_cookie_and_crumb_basic()
DEBUG:yfinance: Exiting _get_cookie_and_crumb()
DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): query2.finance.yahoo.com:443
DEBUG:urllib3.connectionpool:https://query2.finance.yahoo.com:443 "GET /v8/finance/chart/TSLA?range=1d&interval=5m&includePrePost=True&events=div%2Csplits%2CcapitalGains&crumb=Sqq6A8Fa6a9 HTTP/1.1" 200 1523
DEBUG:yfinance: Exiting get()
DEBUG:yfinance:TSLA: yfinance received OHLC data: 2023-12-04 09:00:00 -> 2023-12-04 15:14:42
DEBUG:yfinance:TSLA: OHLC after cleaning: 2023-12-04 04:00:00-05:00 -> 2023-12-04 10:10:00-05:00
DEBUG:yfinance:TSLA: OHLC after combining events: 2023-12-04 04:00:00-05:00 -> 2023-12-04 10:10:00-05:00
DEBUG:yfinance:TSLA: yfinance returning OHLC: 2023-12-04 04:00:00-05:00 -> 2023-12-04 10:10:00-05:00
DEBUG:yfinance: Exiting history()
DEBUG:yfinance:Exiting download()
Open High Low Close Adj Close Volume
Datetime
2023-12-04 08:20:00-05:00 237.836800 237.840000 237.251800 237.305000 237.305000 0
2023-12-04 08:25:00-05:00 237.250000 237.500000 237.060000 237.190000 237.190000 0
2023-12-04 08:30:00-05:00 237.110000 237.200000 236.900000 236.930000 236.930000 0
2023-12-04 08:35:00-05:00 236.920000 237.000000 236.250000 236.350000 236.350000 0
2023-12-04 08:40:00-05:00 236.350000 236.400000 235.880000 235.970000 235.970000 0
2023-12-04 08:45:00-05:00 235.940000 236.000000 235.510000 235.610000 235.610000 0
2023-12-04 08:50:00-05:00 235.600400 235.941100 235.560000 235.850000 235.850000 0
2023-12-04 08:55:00-05:00 235.894000 236.010000 235.660000 235.790000 235.790000 0
2023-12-04 09:00:00-05:00 235.870000 236.000000 235.480000 235.580000 235.580000 0
2023-12-04 09:05:00-05:00 235.580000 235.600000 235.220000 235.410000 235.410000 0
2023-12-04 09:10:00-05:00 235.401500 235.560000 235.200000 235.320000 235.320000 0
2023-12-04 09:30:00-05:00 235.750000 237.089996 234.919998 236.737000 236.737000 5822733
2023-12-04 09:35:00-05:00 236.795807 237.380005 234.679993 236.720001 236.720001 3626119
2023-12-04 09:40:00-05:00 236.714005 237.709900 235.830002 235.949997 235.949997 2811404
2023-12-04 09:45:00-05:00 235.971207 237.800003 235.830002 237.600006 237.600006 2358218
2023-12-04 09:50:00-05:00 237.578201 239.199997 236.820007 238.440002 238.440002 2639402
2023-12-04 09:55:00-05:00 238.419693 239.130005 237.570007 237.830002 237.830002 1578202
2023-12-04 10:00:00-05:00 237.899994 239.369507 235.606400 238.570007 238.570007 2253431
2023-12-04 10:05:00-05:00 238.559006 238.739899 237.150604 237.250107 237.250107 1855708
2023-12-04 10:10:00-05:00 237.250000 237.970001 236.570007 236.880005 236.880005 1450914
Yahoo Test ENd*

Bad data proof

                             Open        High         Low       Close   Adj Close   Volume

Datetime
2023-12-04 08:20:00-05:00 237.836800 237.840000 237.251800 237.305000 237.305000 0
2023-12-04 08:25:00-05:00 237.250000 237.500000 237.060000 237.190000 237.190000 0
2023-12-04 08:30:00-05:00 237.110000 237.200000 236.900000 236.930000 236.930000 0
2023-12-04 08:35:00-05:00 236.920000 237.000000 236.250000 236.350000 236.350000 0
2023-12-04 08:40:00-05:00 236.350000 236.400000 235.880000 235.970000 235.970000 0
2023-12-04 08:45:00-05:00 235.940000 236.000000 235.510000 235.610000 235.610000 0
2023-12-04 08:50:00-05:00 235.600400 235.941100 235.560000 235.850000 235.850000 0
2023-12-04 08:55:00-05:00 235.894000 236.010000 235.660000 235.790000 235.790000 0
2023-12-04 09:00:00-05:00 235.870000 236.000000 235.480000 235.580000 235.580000 0
2023-12-04 09:05:00-05:00 235.580000 235.600000 235.220000 235.410000 235.410000 0
2023-12-04 09:10:00-05:00 235.401500 235.560000 235.200000 235.320000 235.320000 0
2023-12-04 09:30:00-05:00 235.750000 237.089996 234.919998 236.737000 236.737000 5822733
2023-12-04 09:35:00-05:00 236.795807 237.380005 234.679993 236.720001 236.720001 3626119
2023-12-04 09:40:00-05:00 236.714005 237.709900 235.830002 235.949997 235.949997 2811404
2023-12-04 09:45:00-05:00 235.971207 237.800003 235.830002 237.600006 237.600006 2358218
2023-12-04 09:50:00-05:00 237.578201 239.199997 236.820007 238.440002 238.440002 2639402
2023-12-04 09:55:00-05:00 238.419693 239.130005 237.570007 237.830002 237.830002 1578202
2023-12-04 10:00:00-05:00 237.899994 239.369507 235.606400 238.570007 238.570007 2253431
2023-12-04 10:05:00-05:00 238.559006 238.739899 237.150604 237.250107 237.250107 1855708
2023-12-04 10:10:00-05:00 237.250000 237.970001 236.570007 236.880005 236.880005 1450914

yfinance version

0.2.32

Python version

3.11.6

Operating system

Windows 10

[bot-unit]

Not a bug. It's no data from Yahoo between 1701699000 and 1701700200 for 5m interval.
Also Yahoo does not return data for volume in extended trading hours.

[chotaGit]

ok. So Yahoo is not a reliable data source for:
• pre-market data
• open price at market-open (see other bug that I had reported)

Can this be added to the home page? Thanks!

[bot-unit]

See terms of use from Yahoo.
This data only for informational and you should not use it for any professional purpose.

Try to use special paid services such as alphavantage, twelvedata, finnhub, etc

[ValueRaider]

I support linking to a Wiki page of confirmed Yahoo issues. E.g. this, I can see Yahoo's NASDAQ charts also missing 15m pre-open.