Yahoo Finance Historical Stock Data API

This Actor retrieves historical daily OHLCV (open, high, low, close, volume) price data from Yahoo Finance for any ticker symbol over a custom date range.

Features

• Historical Daily Prices - Open, high, low, close, and adjusted close for every trading day in the requested range.
• Volume Data - Daily trading volume alongside price data.
• Custom Date Range - Specify any start and end date to pull exactly the window you need.
• Split & Dividend Adjusted - adjClose accounts for splits and dividends, useful for accurate return calculations.

Input

Field	Type	Description
ticker	String	Required. The stock ticker symbol to look up, e.g. TSLA, AAPL, MSFT. Default TSLA.
sdate	String	Start Date for the historical range (YYYY-MM-DD). Default 2025-01-03.
edate	String	End Date for the historical range (YYYY-MM-DD). Default 2025-01-05.

{
  "ticker": "TSLA",
  "sdate": "2024-01-03",
  "edate": "2024-03-04"
}

Output Format

Each run returns one dataset item per trading day in the requested date range. Every item has the same 7 flat fields:

Field	Type	Description
date	String	Trading date for this row (ISO 8601 timestamp).
open	Number	Opening price.
high	Number	Highest price during the session.
low	Number	Lowest price during the session.
close	Number	Closing price.
adjClose	Number	Closing price adjusted for splits and dividends.
volume	Number	Trading volume for the session.

Note: the ticker symbol is not echoed back on each row — it's the same symbol you passed as input for the whole run.

Output Example

A real row from a run on TSLA for the 2024-01-03 to 2024-03-04 range:

{
  "date": "2024-01-03T14:30:00.000Z",
  "open": 244.97999572753906,
  "high": 245.67999267578125,
  "low": 236.32000732421875,
  "close": 238.4499969482422,
  "adjClose": 238.4499969482422,
  "volume": 121082600
}

A full run over that range returns 41 such rows, one per trading day.

How to Use

1. Provide the ticker symbol and date range as input (see Input above).
2. Run the Actor — it returns one dataset item per trading day in the range.
3. Use the OHLCV data for charting, backtesting, or return calculations.

Use Cases

• Backtesting trading strategies against historical price action
• Charting price history for a stock over a custom window
• Computing historical returns and volatility using adjusted close prices
• Building datasets for quantitative research or machine learning models