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Session-aligned OHLCV tables from Yahoo or local CSV files
What it is
A Python library that builds OHLCV tables aligned to exchange sessions instead of wall-clock time. Using exchange calendars, it can request trading-minute, session, or calendar-span intervals, resample daily bars, and line up symbols from venues with different hours, leaving prices missing while an exchange is closed unless a fill is requested. The default reader uses Yahoo Finance through yahooquery, and local CSV files or a custom source class can replace it. People building multi-exchange histories in Python should treat the Yahoo path as unofficial: the project is unaffiliated with Yahoo, those APIs restrict commercial use, and a wrong calendar will drop or invent sessions.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Data analysis, Data source |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 17 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +1 over the period, now 107. Gaps mean no snapshot was taken that day.
Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).
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