Yahoo Finance Quotes & Financials (Scrapeable)

Yahoo Finance is where the widest audience on the web watches equities print, and its quote pages are unusually honest about what they contain: the price panel, the key-statistics strip, the financial statements tab, the history table and the options chain all sit on one structured surface per ticker. The homepage organizes markets by eleven sectors, adds screeners (equity, most shorted, analyst strong buy), earnings/IPO/split calendars and stock comparison tools, and carries every US listing - Berkshire Hathaway's hyphenated BRK-B through BlackRock, KKR, Apollo and the rest of the diversified financial complex.

Datadory packages that surface into three stacked layers. The quote layer answers where a security stands right now: last regular-session price inside a 52-week band, session volume, listing exchange and quotation currency. The bar layer answers how it got there: open, high, low, close and volume arrays aligned to a timestamp spine, at any interval from one minute to three months, reaching back to the symbol's first trade date - 1996 for BRK-B, so roughly four decades of daily sessions on the flagship conglomerate alone. The fundamentals layer carries the income statement, balance sheet and cash-flow views by fiscal year or quarter, typically four trailing years plus current-year estimates.

The value is breadth plus uniformity: an estimated 50,000-plus tickers arrive in one consistent shape, which turns a peer-comp table across diversified financial names into a filter rather than an integration project. It sits in the diversified financial services data hub beside bank regulators and sanctions lists. [Get a sample of this dataset](#request) and inspect real records before committing pipeline time.

One quote snapshot per security, with the bar table riding beneath it:

symbol            : BRK-B
long_name         : Berkshire Hathaway Inc.
exchange          : NYSE          currency: USD
regular_market_price : 500.00
week_52           : 464.01 - 537.74
regular_market_volume : 51,595

date       open     high     low      close    volume
2026-08-21 498.10   501.20   497.05   500.00   51595

Read the snapshot left to right and you have identity, venue, pricing state and participation in six fields. The 52-week band does quiet analytical work: a last price of 500.00 sitting inside 464.01-537.74 says Berkshire is holding the upper half of its year without needing a chart. The bar rows keep the same discipline downstream - date keys each session, four prices give the envelope, volume counts shares traded, and a companion adjusted-close column restates history for splits and dividends so return math stays clean across corporate actions.

Because the schema never changes between tickers, BRK-B, BLK, KKR and APO rows concatenate into one panel with a single line of code - the property that makes cross-name screens cheap.

Thirteen fields form the verified spine of the record, captured and confirmed against the live BRK-B payload during the August 2026 research pass. Four identify and locate the security - symbol, currency, fullExchangeName and the timestamp spine everything aligns to. Five carry the price bars - open, high, low, close and volume, each delivered as an array aligned element-for-element to the timestamps. Two frame the year - the 52-week high and low. And one prices the present - regularMarketPrice, the latest regular-session trade, with regularMarketVolume beside it counting the session.

Everything beyond the chart-side core folds under additional fields on request rather than being promised in every row: the rendered financial-statement views (income statement, balance sheet, cash flow) by fiscal period, the key-statistics expansion behind the summary panel, valuation multiples, dividend detail and analyst-side figures. They arrive populated on the relevant pages but were not field-verified to the same depth during the pass, so they ship once their column layouts are pinned against live rows in your sample. Name the ones you need and they come back as populated columns, not approximations.

• Geography: Global listings - US, Canadian, European, Asian and other listed equities, ETFs, mutual funds, futures, currencies and crypto; the diversified financial slice runs through NYSE-listed Berkshire Hathaway (BRK-B), BlackRock and the alternative-asset managers on both big venues
• Temporal: Price bars from each symbol's first trade date to the present - 1996 for BRK-B, so decades of daily sessions per name - with fundamentals typically spanning four trailing years plus current-year estimates
• Granularity: One price bar per selected interval - 1m, 2m, 5m, 15m, 30m, 60m, 1d, 5d, 1wk, 1mo or 3mo - plus one quote record per ticker and one statement view per fiscal period

That footprint explains the pairing logic on this shelf: regulators and multilaterals measure the balance sheets of diversified financial institutions, while this record prices the listed owners of those balance sheets minute by minute.

API, files, or your warehouse. Daily, weekly, or hourly.

Hourly suits event windows - the sessions around earnings prints and index rebalances, when a 500-dollar mega-cap moves on schedule rather than on narrative. Daily is the backtest standard: one bar per session with adjusted close attached, ready for factor libraries without preprocessing. Weekly suits board reporting and long-horizon benchmarking where the trend outranks any single close. Whichever cadence you pick, the field names never change, so switching frequency is a configuration change rather than a migration - and every delivery travels with the dictionary above and the sample rows for validation, so your first join happens against evidence instead of optimism.

• Quant backtesting - decades of daily bars per ticker with adjusted close give total-return-style series deep enough for factor work on the largest diversified financial names; see the quant backtesting use case.
• Peer-relative analysis - identical schema across Berkshire Hathaway, BlackRock, KKR and Apollo means a valuation-versus-momentum spread across the complex is a group-by, not four integrations.
• Price monitoring and alerting - track 52-week bands, session volumes and day-over-day prints for watchlist names; the price monitoring pattern runs directly on these columns.
• Fundamentals-annotated screens - join the statement layer to the quote layer to rank names on trailing profitability with live prices beside the multiples.
• Event studies - earnings dates and dividend events from the calendar side give clean pre/post windows at minute-level granularity where the study needs it.
• ML feature engineering - volume-versus-band context and aligned OHLCV arrays supply labeled features for direction and liquidity models; mapped in the ML model training use case.

Investors and quants get the whole listed-complex tape under one schema - quote state and history together, adjusted closes included, so dividend mechanics never contaminate a signal; investor and quant workflows start here. Data scientists and ML engineers inherit a rectangular panel with stable field names across tens of thousands of tickers, which turns entity resolution into a join; see data scientist workflows. Developers building data products wrap quote cards, movers and watchlists on documented columns that hold across every interval; developer workflows cover the integration pattern. Competitive intelligence and product teams read the quote block - band position, volume, exchange - as a fast read on how the market prices each franchise. Journalists, academics and students cite named tickers with concrete numbers - a 500-dollar print, a 464-to-538 annual band - without negotiating a data agreement first.

The shelf splits by who publishes and why. Regulators own institutional truth: the FDIC Bank Data & Statistics registry cuts banks institution by institution, the Federal Reserve Economic Data Portal (Board Releases) owns the rate complex the sector prices against, and OpenSanctions Dataset handles risk screening on the people behind the entities.

This record owns listed-company market texture: the only slice of the shelf carrying per-minute price bars, quote snapshots and per-ticker statement views for the industry's own traded names. The NASDAQ Stock Screener API covers universe construction - who is listed, at what cap - but holds no history and no fundamentals; run the two together and you get the complete roster joined to the full tape. Pair with the regulator records when the question shifts from what the market charges for a franchise to what is actually on its balance sheet.

Four things, stated upfront.

First, hyphenated share classes stay hyphenated: the flagship conglomerate is queried exactly as BRK-B, and a trailing-slash variant of its financials path returned nothing during verification - the canonical form ships documented with your sample so nobody rediscovers that the hard way.

Second, the fundamentals handshake differs from the price path. Quote and bar extraction verified cleanly row-by-row during the August 2026 pass; the statement views were confirmed at document level rather than field level, which is why they fold under additional fields on request until your sample pins them against live values.

Third, quotes are perishable quantities. Values move continuously during market hours, so captures freeze one snapshot per pull and the time series builds from scheduled deliveries or the historical view rather than intraday replay - pair with an exchange-native feed when tick accuracy decides the trade.

Fourth, volume arrives in display costumes on some surfaces - rounded strings such as 51.6k beside raw counts elsewhere. Deliveries keep both conventions labeled so no dashboard ever charts a display string as a count.

Notes that pair well with this page:

• Diversified financial services data hub - the pooled industry view this record sits inside, from central-bank statistics to sanctions lists.
• Best diversified financial services datasets - the ranked shortlist this slice sits within.
• Yahoo Finance source profile - who publishes these pages, what they contain and what they leave out.
• Glossary: OHLCV - what a price bar actually contains, and why adjusted close exists.
• Glossary: delayed quote data - the display convention behind quote-level fields, worth knowing before joining quotes to fills.
• Yahoo Finance Stock Screener (Industrial Conglomerates) - the sibling record over the same publisher's screen layer, built for rule-based universes rather than per-ticker depth.