Skip to content

The download() returns NaN OHLC (but valid Volume) for the most recent daily bar before the exchange opens #2895

Closed as not planned

Description

@pawelkn

For a Warsaw Stock Exchange (GPW) ticker, yf.download(..., interval="1d") returns the most recent completed trading day with Open/High/Low/Close = NaN while Volume is populated, when the request is made before the local market opens. After the market opens, the same bar is backfilled with correct OHLC values.

Reproducer

Run before the GPW open (~09:00 CEST). Checked at 2026-07-10 08:43 CEST:

>>> import yfinance as yf
>>> yahoo_symbol = 'ATR.WA'
>>> hist = yf.download(yahoo_symbol, period="5d", interval="1d", progress=False, auto_adjust=True)
>>> print(f"Recent quotes: {yahoo_symbol}\n{hist.tail(3).to_string()}")
Recent quotes: ATR.WA
Price           Close       High        Low       Open Volume
Ticker         ATR.WA     ATR.WA     ATR.WA     ATR.WA ATR.WA
Date                                                         
2026-07-07  63.000000  64.000000  61.599998  63.900002   6841
2026-07-08  60.599998  63.599998  58.000000  63.599998  13552
2026-07-09        NaN        NaN        NaN        NaN   6527

Note the last bar is dated 2026-07-09 (a fully completed session, the day before the query), not the in-progress current day — so it is not simply a placeholder for "today".

Environment

  • yfinance: 1.5.1
  • pandas: 3.0.0
  • Python: 3.14.0
  • Exchange: GPW (Warsaw), .WA suffix
  • auto_adjust=True, interval="1d", period="5d"

Additional context

Reproducible across multiple .WA symbols (also observed on AMB.WA) and across consecutive days, always pre-open. Appears to be a data-availability/timing issue where Yahoo has settled the volume for the session but not yet published/backfilled the OHLC prices at the time of the pre-open request.

Activity

  1. ValueRaider commented on Jul 11, 2026

    @ValueRaider
    Collaborator

    Did you check what finance.yahoo.com had? Important to identify what is causing problem.

  2. pawelkn commented on Jul 14, 2026

    @pawelkn
    Author

    It looks like Yahoo is missing the most recent day quotes. If so, the issue is not related to yfinance. I'll check other days and other ticker symbols as well, before rejecting the issue.

    Checked at 2026-07-14 07:31 CEST:

    Image
    >>> import yfinance as yf
    ... yahoo_symbol = 'ATR.WA'
    ... hist = yf.download(yahoo_symbol, period="5d", interval="1d", progress=False, auto_adjust=True)
    ... print(f"Recent quotes: {yahoo_symbol}\n{hist.tail(3).to_string()}")
    ... 
    Recent quotes: ATR.WA
    Price           Close       High        Low       Open Volume
    Ticker         ATR.WA     ATR.WA     ATR.WA     ATR.WA ATR.WA
    Date                                                         
    2026-07-09  60.500000  61.700001  59.200001  60.900002   6527
    2026-07-10  62.900002  63.200001  61.000000  61.599998   8737
    2026-07-13        NaN        NaN        NaN        NaN   7125
  3. PKPublicCode commented on Oct 24, 2026

    @PKPublicCode

    jFYI. I clearly see that issue highly reproducible 30 mins after US Market extended hours close (UTC 00:30), and not reproducible 90 minutes after (UTC 01:30). So, it looks like for yahoo it takes some time to publish data

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions