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Is there a way to automatically download historical prices of stocks from yahoo finance or google finance (csv format)? Preferably in Python.

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You can refer the following code to pull all the historical data on a particular company. The code pulls the historical data page for a particular ticker symbol, then saves it to a csv file named by that symbol. You'll have to provide your list of ticker symbols that you want to pull.

import urllib

base_url = "http://ichart.finance.yahoo.com/table.csv?s="

def make_url(ticker_symbol):

    return base_url + ticker_symbol

Output_p = "C:/path/to/output/directory"

def make_filename(ticker_symbol, directory="S&P"):

    return Output_p + "/" + directory + "/" + ticker_symbol + ".csv"

def pull_historical_data(ticker_symbol, directory="S&P"):

    try:

        urllib.urlretrieve(make_url(ticker_symbol), make_filename(ticker_symbol, directory))

    except urllib.ContentTooShortError as e:

        outfile = open(make_filename(ticker_symbol, directory), "w")

        outfile.write(e.content)

        outfile.close()

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