Accessing "Futures Chain" #2399
Replies: 2 comments 1 reply
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Looks like Yahoo generates https://finance.yahoo.com/quote/YM=F/futures webpage server-side, so no API endpoint. Have you tried search? https://yfinance-python.org/reference/yfinance.search.html |
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I have found an API for this. Will start work soon. |
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As of now, yfinance doesn't officially support fetching the full futures chain (i.e., all available contract expiries like June, Sept, Dec) in one call. You’d need to know the specific ticker symbols (e.g. YM=F, YM=F2306, etc.) ahead of time, which often requires a manual or brute-force approach. Unfortunately, Yahoo doesn’t expose a structured API for contract discovery like IB does, so you're limited to what's publicly visible on the site unless you scrape or combine sources. |
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Hi together,
I have a quick question regarding the "Futures Chain" from Yahoo finance, and if it's possible to access it via yfinance.
What I mean is this:
(from https://finance.yahoo.com/quote/YM=F/futures/)
I would like to screen future prices for different contracts of a future (e.g. June, September, December contract), and for that I first need to know which contracts actually exist. I would like to avoid a brute-force approach as there are many futures with just 3 or 4 contracts per year.
Right now I am using the Interactive Broker API to get a list of contracts for all of my futures, but as the API works so poorly I am requesting price data via yfinance. Yahoo Finance doesn't have data for all contracts which I get via IB though...
Thanks in advance
Till
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