GET https://uk.finance.yahoo.com/quote/AAPL/history

set-cookie:B=xxxxxxxx&b=3&s=qf; expires=Fri, 18-May-2018 00:00:00 GMT; path=/; domain=.yahoo.com

GET https://query1.finance.yahoo.com/v7/finance/download/AAPL?period1=1492524105&period2=1495116105&interval=1d&events=history&crumb=tO1hNZoUQeQ
cookie: B=xxxxxxxx&b=3&s=qf;

using System;
using System.Diagnostics;
using System.Net;
using System.IO;
using System.Text.RegularExpressions;

namespace YahooFinanceAPI
{
    /// <summary>
    /// Class for fetching token (cookie and crumb) from Yahoo Finance
    /// Copyright Dennis Lee
    /// 19 May 2017
    ///
    /// </summary>
    public class Token
    {
        public static string Cookie { get; set; }
        public static string Crumb { get; set; }

        private static Regex regex_crumb;
        /// <summary>
        /// Refresh cookie and crumb value Yahoo Fianance
        /// </summary>
        /// <param name="symbol">Stock ticker symbol</param>
        /// <returns></returns>
        public static bool Refresh(string symbol ="SPY")
        {

            try
            {
                Token.Cookie ="";
                Token.Crumb ="";

                string url_scrape ="https://finance.yahoo.com/quote/{0}?p={0}";
                //url_scrape ="https://finance.yahoo.com/quote/{0}/history"

                string url = string.Format(url_scrape, symbol);

                HttpWebRequest request = (HttpWebRequest)HttpWebRequest.Create(url);

                request.CookieContainer = new CookieContainer();
                request.Method ="GET";

                using (HttpWebResponse response = (HttpWebResponse)request.GetResponse())
                {

                    string cookie = response.GetResponseHeader("Set-Cookie").Split(';')[0];

                    string html ="";

                    using (Stream stream = response.GetResponseStream())
                    {
                        html = new StreamReader(stream).ReadToEnd();
                    }

                    if (html.Length < 5000)
                        return false;
                    string crumb = getCrumb(html);
                    html ="";

                    if (crumb != null)
                    {
                        Token.Cookie = cookie;
                        Token.Crumb = crumb;
                        Debug.Print("Crumb: '{0}', Cookie: '{1}'", crumb, cookie);
                        return true;
                    }

                }

            }
            catch (Exception ex)
            {
                Debug.Print(ex.Message);
            }

            return false;

        }

        /// <summary>
        /// Get crumb value from HTML
        /// </summary>
        /// <param name="html">HTML code</param>
        /// <returns></returns>
        private static string getCrumb(string html)
        {

            string crumb = null;

            try
            {
                //initialize on first time use
                if (regex_crumb == null)
                    regex_crumb = new Regex("CrumbStore":{"crumb":"(?<crumb>.+?)"}",
                RegexOptions.CultureInvariant | RegexOptions.Compiled, TimeSpan.FromSeconds(5));

                MatchCollection matches = regex_crumb.Matches(html);

                if (matches.Count > 0)
                {
                    crumb = matches[0].Groups["crumb"].Value;
                }
                else
                {
                    Debug.Print("Regex no match");
                }

                //prevent regex memory leak
                matches = null;

            }
            catch (Exception ex)
            {
                Debug.Print(ex.Message);
            }

            GC.Collect();
            return crumb;

        }

    }
}

{
   "finance": {
       "error": {
           "code":"Unauthorized",
           "description":"Invalid cookie"
        }
    }
}

function readYahoo($symbol, $tsStart, $tsEnd) {
  preg_match('"CrumbStore":{"crumb":"(?<crumb>.+?)"}"',
    file_get_contents('https://uk.finance.yahoo.com/quote/' . $symbol),
    $crumb);  // can contain \uXXXX chars
  if (!isset($crumb['crumb'])) return 'Crumb not found.';
  $crumb = json_decode('"' . $crumb['crumb'] . '"');  // \uXXXX to UTF-8
  foreach ($http_response_header as $header) {
    if (0 !== stripos($header, 'Set-Cookie: ')) continue;
    $cookie = substr($header, 14, strpos($header, ';') - 14);  // after 'B='
  }  // cookie looks like"fkjfom9cj65jo&b=3&s=sg"
  if (!isset($cookie)) return 'Cookie not found.';
  $fp = fopen('https://query1.finance.yahoo.com/v7/finance/download/' . $symbol
    . '?period1=' . $tsStart . '&period2=' . $tsEnd . '&interval=1d'
    . '&events=history&crumb=' . $crumb, 'rb', FALSE,
    stream_context_create(array('http' => array('method' => 'GET',
      'header' => 'Cookie: B=' . $cookie))));
  if (FALSE === $fp) return 'Can not open data.';
  $buffer = '';
  while (!feof($fp)) $buffer .= implode(',', fgetcsv($fp, 5000)) . PHP_EOL;
  fclose($fp);
  return $buffer;
}

$csv = readYahoo('AAPL', mktime(0, 0, 0, 6, 2, 2017), mktime(0, 0, 0, 6, 3, 2017));

use Time::Local;

# create unix time variables for start and end date values: 1/1/2014 thru 12/31/2017
$p1= timelocal(0,0,0,1,0,114);
$p2= timelocal(0,0,0,31,11,117);

$symbol = 'AAPL';

# create variable for string to be executed as a system command
# cookies.txt exported from firefox
# crumb variable retrieved from yahoo download data link
$task ="wget --load-cookies cookies.txt --no-check-certificate -T 30 -O          $symbol.csv "https://query1.finance.yahoo.com/v7/finance/download/$symbol?period1=$p1&period2=$p2&interval=1d&events=history&crumb=7WhHVu5N4e3"";

#show what we're executing
print $task;

# execute system command using backticks
`$task`;

#output is AAPL.csv

 // "https://finance.yahoo.com/quote/SPY";
 URLConnection con = url.openConnection();
 ...  
 for (Map.Entry<String, List<String>> entry : con.getHeaderFields().entrySet()) {
        if (entry.getKey() == null
            || !entry.getKey().equals("Set-Cookie"))
            continue;
        for (String s : entry.getValue()) {
           // store your cookie
           ...
        }
 }

String crumb = null;
InputStream inStream = con.getInputStream();
InputStreamReader irdr = new InputStreamReader(inStream);
BufferedReader rsv = new BufferedReader(irdr);

Pattern crumbPattern = Pattern.compile(".*"CrumbStore":\\{"crumb":"([^"]+)"\\}.*");

String line = null;
while (crumb == null && (line = rsv.readLine()) != null) {
    Matcher matcher = crumbPattern.matcher(line);
    if (matcher.matches())
        crumb = matcher.group(1);
}
rsv.close();

String quoteUrl ="https://query1.finance.yahoo.com/v7/finance/download/IBM?period1=1493425217&period2=1496017217&interval=1d&events=history&crumb="
                           + crumb
...
List<String> cookies = cookieStore.get(key);
if (cookies != null) {
    for (String c: cookies)
        con.setRequestProperty("Cookie", c);
}
...
con.connect();

String quoteSite ="https://query1.finance.yahoo.com/v7/finance/chart/"
                   + symbolName +"?"
                   +"period1=" + period1
                   +"&period2=" + period2
                   +"&interval=1d&indicators=quote&includeTimestamps=true";

JSONObject topObj = new JSONObject(inp);
Object error = topObj.getJSONObject("chart").get("error");
if (!error.toString().equals("null")) {
    System.err.prinltn(error.toString());
    return null;
}
JSONArray results = topObj.getJSONObject("chart").getJSONArray("result");
if (results == null || results.length() != 1) {
    return null;
}
JSONObject result = results.getJSONObject(0);
JSONArray timestamps = result.getJSONArray("timestamp");
JSONObject indicators = result.getJSONObject("indicators");
JSONArray quotes = indicators.getJSONArray("quote");
if (quotes == null || quotes.length() != 1) {
    return null;
}
JSONObject quote = quotes.getJSONObject(0);
JSONArray adjcloses = indicators.getJSONArray("adjclose");
if (adjcloses == null || adjcloses.length() != 1) {
   return null;
}
JSONArray adjclose = adjcloses.getJSONObject(0).getJSONArray("adjclose");
JSONArray open = quote.getJSONArray("open");
JSONArray close = quote.getJSONArray("close");
JSONArray high = quote.getJSONArray("high");
JSONArray low = quote.getJSONArray("low");
JSONArray volume = quote.getJSONArray("volume");

def get_yahoo_crumb_cookie():
   """Get Yahoo crumb cookie value."""
    res = requests.get('https://finance.yahoo.com/quote/SPY/history')
    yahoo_cookie = res.cookies['B']
    yahoo_crumb = None
    pattern = re.compile('.*"CrumbStore":\{"crumb":"(?P<crumb>[^"]+)"\}')
    for line in res.text.splitlines():
        m = pattern.match(line)
        if m is not None:
            yahoo_crumb = m.groupdict()['crumb']
    return yahoo_cookie, yahoo_crumb

cookie, crumb = get_yahoo_crumb_cookie()
params = {
    'symbol': stock.symbol,
    'period1': 0,
    'period2': int(time.time()),
    'interval': '1d',
    'crumb': crumb,
}
url_price = 'https://query1.finance.yahoo.com/v7/finance/download/{symbol}'

response = requests.get(url_price, params=params, cookies={'B': cookie})

Sub Test()
    Dim X As Collection

    Set X = FindCookieAndCrumb()

    Debug.Print X!cookie
    Debug.Print X!crumb

    Debug.Print YahooRequest("AAPL", DateValue("31 Dec 2016"), DateValue("30 May 2017"), X)
End Sub


Function FindCookieAndCrumb() As Collection
    ' Tools - Reference : Microsoft XML, v6.0
    Dim http    As MSXML2.XMLHTTP60
    Dim cookie  As String
    Dim crumb   As String
   Dim url     As String
    Dim Pos1    As Long
    Dim X       As String

    Set FindCookieAndCrumb = New Collection

    Set http = New MSXML2.ServerXMLHTTP60

    url ="https://finance.yahoo.com/quote/MSFT/history"

    http.Open"GET", url, False
    ' http.setProxy 2,"https=127.0.0.1:8888",""
    ' http.setRequestHeader"Accept","text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,*/*;q=0.8"
    ' http.setRequestHeader"Accept-Encoding","gzip, deflate, sdch, br"
    ' http.setRequestHeader"Accept-Language","en-ZA,en-GB;q=0.8,en-US;q=0.6,en;q=0.4"
    http.setRequestHeader"User-Agent","Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36"
    http.send

    X = http.responseText

    Pos1 = InStr(X,"CrumbStore")

    X = Mid(X, Pos1, 44)

    X = Mid(X, 23, 44)

    Pos1 = InStr(X,"""")

    X = Left(X, Pos1 - 1)

    FindCookieAndCrumb.Add X,"Crumb"

    '======================================

    X = http.getResponseHeader("set-cookie")

    Pos1 = InStr(X,";")

    X = Left(X, Pos1 - 1)

    FindCookieAndCrumb.Add X,"Cookie"

End Function

Function YahooRequest(ShareCode As String, StartDate As Date, EndDate As Date, CookieAndCrumb As Collection) As String
    ' Tools - Reference : Microsoft XML, v6.0
    Dim http            As MSXML2.XMLHTTP60
    Dim cookie          As String
    Dim crumb           As String
    Dim url             As String
    Dim UnixStartDate   As Long
    Dim UnixEndDate     As Long
    Dim BaseDate        As Date

    Set http = New MSXML2.ServerXMLHTTP60

    cookie = CookieAndCrumb!cookie
    crumb = CookieAndCrumb!crumb

    BaseDate = DateValue("1 Jan 1970")

    If StartDate = 0 Then StartDate = BaseDate

    UnixStartDate = (StartDate - BaseDate) * 86400
    UnixEndDate = (EndDate - BaseDate) * 86400

    url ="https://query1.finance.yahoo.com/v7/finance/download/" & ShareCode &"?period1=" & UnixStartDate &"&period2=" & UnixEndDate &"&interval=1d&events=history&crumb=" & crumb

    http.Open"GET", url, False
    http.setRequestHeader"Cookie", cookie
    http.send

    YahooRequest = http.responseText
End Function

$timestampStart = mktime(0,0,0,$startMonth,$startDay,$startYear);
$timestampEnd = mktime(0,0,0,$endMonth,$endDay,$endYear);

$cookie="YourCookieTakenFromYahoo";

$opts = array(
    'http'=>array(
        'method'=>"GET",
        'header'=>"Accept-language: en

" .
           "Cookie: B=".$cookie."

"
    )
);

$context = stream_context_create($opts);

$ticker="TickerSymbol";
$crumb="CrumbValueThatMatchesYourCookieFromYahoo";

$handle = fopen("https://query1.finance.yahoo.com/v7/finance/download/".$ticker."?period1=".$timestampStart."&period2=".$timestampEnd."&interval=1d&events=history&crumb=".$crumb."","r", false, $context);

while (!feof($handle) ) {
    $line_of_text = fgetcsv($handle, 5000);
}

Dim strUrl                      As String: strUrl ="https://finance.yahoo.com/lookup?s=%7B0%7D"    'Symbol lookup used to set the values
Dim objRequest                  As WinHTTP.WinHttpRequest

Set objRequest = New WinHttp.WinHttpRequest

With objRequest
    .Open"GET", strUrl, True
    .setRequestHeader"Content-Type","application/x-www-form-urlencoded; charset=UTF-8"
    .send
    .waitForResponse
    strCrumb = strExtractCrumb(.responseText)
    strCookie = Split(.getResponseHeader("Set-Cookie"),";")(0)
End With

from pandas_datareader import data as pdr
import fix_yahoo_finance

data = pdr.get_data_yahoo('BHP.AX', start='2017-04-23', end='2017-05-24')

cols = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Adj Close']
data = data.reindex(columns=cols)

match = document.cookie.match(new RegExp('B=([^;]+)'));
alert (match[1]);

i=document.body.innerHTML.search("CrumbStore")
if (i>=0) alert (document.body.innerHTML.substr(i+22,11))

i=document.body.innerHTML.search('USER={"crumb":');
if (i>=0) alert(document.body.innerHTML.substr(i+15,11));

document.readyState

<dependency>
    <groupId>com.yahoofinance-api</groupId>
    YahooFinanceAPI</artifactId>
    <version>3.13.0</version>
</dependency>

Dim f = Await YahooFinanceFactory.CreateAsync
Dim items1 = Await f.GetHistoricalDataAsync("SPY", #1/1/2018#)
Dim items2 = Await f.GetHistoricalDataAsync("^FTSE", #1/1/2018#)

Imports System.Net
Imports System.Net.Http
Imports System.Text.RegularExpressions

Namespace YahooFinance
    Public Class YahooHistoryPrice

        Public Property [Date] As DateTime

        Public Property Open As Double

        Public Property High As Double

        Public Property Low As Double

        Public Property Close As Double

        Public Property Volume As Double

        Public Property AdjClose As Double
    End Class

    Public Class YahooFinanceFactory
        Public Property Cookie As String
        Public Property Crumb As String
        Public Property CrumbUrl As String ="https://finance.yahoo.com/quote/{0}?p={0}"
        Public Property DownloadUrl As String ="https://query1.finance.yahoo.com/v7/finance/download/{0}?period1={1}&period2={2}&interval=1d&events={3}&crumb={4}"

        Public Property Timeout As Integer = 5
        Public Property NoRefreshRetries As Integer = 10
        Public Property NoDownloadRetries As Integer = 10
        Private Property Regex_crumb As Regex

        Public Shared Async Function CreateAsync(Optional noRefreshRetries As Integer = 10, Optional noDownloadRetries As Integer = 10, Optional timeout As Integer = 5, Optional crumbUrl As String ="https://finance.yahoo.com/quote/{0}?p={0}", Optional downloadUrl As String ="https://query1.finance.yahoo.com/v7/finance/download/{0}?period1={1}&period2={2}&interval=1d&events={3}&crumb={4}") As Task(Of YahooFinanceFactory)
            Return Await (New YahooFinanceFactory With {
                .NoRefreshRetries = noRefreshRetries,
                .NoDownloadRetries = noDownloadRetries,
                .Timeout = timeout,
                .CrumbUrl = crumbUrl,
                .DownloadUrl = downloadUrl
            }).RefreshAsync()
        End Function

        Public Async Function GetHistoricalDataAsync(symbol As String, dateFrom As Date) As Task(Of IEnumerable(Of YahooHistoryPrice))
            Dim count As Integer = 0

            If Not IsValid Then
                Throw New Exception("Invalid YahooFinanceFactory instance")
            End If

            Dim csvData = Await GetRawAsync(symbol, dateFrom, Now).ConfigureAwait(False)

            If csvData IsNot Nothing Then
                Return ParsePrice(csvData)
            End If

            Return Array.Empty(Of YahooHistoryPrice)
        End Function

        Public Async Function GetRawAsync(symbol As String, start As DateTime, [end] As DateTime) As Task(Of String)
            Dim count = 0

            While count < NoDownloadRetries
                Try
                    Dim cookies = New CookieContainer
                    cookies.Add(New Cookie("B", If(Cookie.StartsWith("B="), Cookie.Substring(2), Cookie),"/",".yahoo.com"))

                    Using handler = New HttpClientHandler With {.CookieContainer = cookies}
                        Using client = New HttpClient(handler) With {.Timeout = TimeSpan.FromSeconds(Timeout)}
                            Dim httpResponse = Await client.GetAsync(GetDownloadUrl(symbol, start)).ConfigureAwait(False)
                            Return Await httpResponse.Content.ReadAsStringAsync
                        End Using
                    End Using
                Catch ex As Exception
                    If count >= NoDownloadRetries - 1 Then
                        Throw
                    End If
                End Try

                count += 1
            End While

            Throw New Exception("Retries exhausted")
        End Function

        Private Function ParsePrice(ByVal csvData As String) As IEnumerable(Of YahooHistoryPrice)
            Dim lst = New List(Of YahooHistoryPrice)
            Dim rows = csvData.Split(Convert.ToChar(10))
            For i = 1 To rows.Length - 1
                Dim row = rows(i)
                If String.IsNullOrEmpty(row) Then
                    Continue For
                End If
                Dim cols = row.Split(","c)
                If cols(1) ="null" Then
                    Continue For
                End If
                Dim itm = New YahooHistoryPrice With {.Date = DateTime.Parse(cols(0)), .Open = Convert.ToDouble(cols(1)), .High = Convert.ToDouble(cols(2)), .Low = Convert.ToDouble(cols(3)), .Close = Convert.ToDouble(cols(4)), .AdjClose = Convert.ToDouble(cols(5))}
                If cols(6) <>"null" Then
                    itm.Volume = Convert.ToDouble(cols(6))
                End If
                lst.Add(itm)
            Next

            Return lst
        End Function

        Public ReadOnly Property IsValid() As Boolean
            Get
                Return Not String.IsNullOrWhiteSpace(Cookie) And Not String.IsNullOrWhiteSpace(Crumb)
            End Get
        End Property

        Public Function GetDownloadUrl(symbol As String, dateFrom As Date, Optional eventType As String ="history") As String
            Return String.Format(DownloadUrl, symbol, Math.Round(DateTimeToUnixTimestamp(dateFrom), 0), Math.Round(DateTimeToUnixTimestamp(Now.AddDays(-1)), 0), eventType, Crumb)
        End Function

        Public Function GetCrumbUrl(symbol As String) As String
            Return String.Format(Me.CrumbUrl, symbol)
        End Function

        Public Function DateTimeToUnixTimestamp(dateTime As DateTime) As Double
            Return (dateTime.ToUniversalTime() - New DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc)).TotalSeconds
        End Function

        Private Async Function RefreshAsync(Optional symbol As String ="SPY") As Task(Of YahooFinanceFactory)
            Dim count = 0

            While count < NoRefreshRetries And Not IsValid
                Try
                    Using client = New HttpClient With {.Timeout = TimeSpan.FromSeconds(Timeout)}
                        Dim httpResponse = Await client.GetAsync(GetCrumbUrl(symbol)).ConfigureAwait(False)
                        Me.Cookie = httpResponse.Headers.First(Function(f) f.Key ="Set-Cookie").Value.FirstOrDefault?.Split(";"c)(0)
                        Dim html = Await httpResponse.Content.ReadAsStringAsync
                        Me.Crumb = GetCrumb(html)
                        If Crumb IsNot Nothing Then
                            Return Me
                        End If
                    End Using
                Catch ex As Exception
                    If count >= NoRefreshRetries - 1 Then
                        Cookie =""
                        Crumb =""
                        Throw
                    End If
                End Try

                count += 1
            End While

            Cookie =""
            Crumb =""
            Throw New Exception("Could not refresh YahooFinanceFactory")
        End Function

        Private Function GetCrumb(html As String) As String
            Dim crumb As String = Nothing

            If Regex_crumb Is Nothing Then
                Regex_crumb = New Regex("CrumbStore"":{""crumb"":""(?<crumb>.+?)""}", RegexOptions.CultureInvariant Or RegexOptions.Compiled, TimeSpan.FromSeconds(5))
            End If

            Dim matches As MatchCollection = Regex_crumb.Matches(html)
            If matches.Count > 0 Then
                crumb = matches(0).Groups("crumb").Value
                crumb = System.Text.RegularExpressions.Regex.Unescape(crumb)
            Else
                Throw New Exception("Regex no match")
            End If

            Return crumb
        End Function
    End Class
End Namespace