yf.download() returning incorrect index

[Neopabo]

Describe bug

yf.download() returning incorrect index

Simple code that reproduces your problem

import yfinance as yf
data = yf.download('SPY')
data.head()

Debug log

DEBUG Entering download()
DEBUG Disabling multithreading because DEBUG logging enabled
DEBUG Entering history()
DEBUG Entering history()
DEBUG SPY: Yahoo GET parameters: {'period1': '1925-11-20 12:49:42-05:00', 'period2': '2024-10-26 13:49:42-04:00', 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'}
DEBUG Entering get()
DEBUG Entering _make_request()
DEBUG url=https://query2.finance.yahoo.com/v8/finance/chart/SPY
DEBUG params={'period1': -1392099018, 'period2': 1729964982, 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'}
DEBUG Entering _get_cookie_and_crumb()
DEBUG cookie_mode = 'basic'
DEBUG Entering _get_cookie_and_crumb_basic()
DEBUG reusing cookie
DEBUG reusing crumb
DEBUG Exiting _get_cookie_and_crumb_basic()
DEBUG Exiting _get_cookie_and_crumb()
DEBUG response code=200
DEBUG Exiting _make_request()
DEBUG Exiting get()
DEBUG SPY: yfinance received OHLC data: 1993-01-29 14:30:00 -> 2024-10-25 13:30:00
DEBUG SPY: OHLC after cleaning: 1993-01-29 09:30:00-05:00 -> 2024-10-25 09:30:00-04:00
DEBUG SPY: OHLC after combining events: 1993-01-29 00:00:00-05:00 -> 2024-10-25 00:00:00-04:00
DEBUG SPY: yfinance returning OHLC: 1993-01-29 00:00:00-05:00 -> 2024-10-25 00:00:00-04:00
DEBUG Exiting history()
DEBUG Exiting history()
DEBUG Exiting download()

Bad data proof

No response

yfinance version

0.2.48

Python version

No response

Operating system

Windows

[dhruvan2006]

Simple fix

[Neopabo]

A quick fix I found is to rename the columns:

data.index.name = 'Date'
data.columns = ['Adj Close', 'Close', 'High', 'Low', 'Open', 'Volume']

[ValueRaider]

I can't reproduce integer index - is that the problem?

>>> yf.download('SPY', session=session)
[*********************100%***********************]  1 of 1 completed
Price                       Adj Close       Close        High         Low        Open    Volume
Ticker                            SPY         SPY         SPY         SPY         SPY       SPY
Date                                                                                           
1993-01-29 00:00:00+00:00   24.608625   43.937500   43.968750   43.750000   43.968750   1003200
...

[Faheem12005]

Integer index wasnt the problem for me, it was the ticker index. his PR solves the issue.

[ValueRaider]

If you are only fetching one symbol, why not use yf.Ticker('SPY').history()? @antoniouaa

[cyrom0]

The output is different from 0.2.47 to 0.2.48, I have downgraded to 0.2.47 and the output looks good. This is the output of 0.2.47.

data = yf.download('SPY')
[100%**] 1 of 1 completed
data.head()
Adj Close Close High Low Open Volume
Date
1993-01-29 00:00:00+00:00 24.608624 43.93750 43.96875 43.75000 43.96875 1003200
1993-02-01 00:00:00+00:00 24.783661 44.25000 44.25000 43.96875 43.96875 480500
1993-02-02 00:00:00+00:00 24.836142 44.34375 44.37500 44.12500 44.21875 201300
1993-02-03 00:00:00+00:00 25.098690 44.81250 44.84375 44.37500 44.40625 529400
1993-02-04 00:00:00+00:00 25.203718 45.00000 45.09375 44.46875 44.96875 531500

As you can see, the header/index from 0.2.48 is different with:
Price Adj Close Close High Low Open Volume
Ticker SPY SPY SPY SPY SPY SPY
Date