Creating list for Pandas_datareader symbol warning - pandas

Question

How can i create a list which would log the symbols for each symbol warning ?
Everytime I execute data = web.DataReader(ticker, 'yahoo', start, end) i get symbol warnings, i want to create a list of symbols which i got the warning for how can i do that?
SymbolWarning: Failed to read symbol: 'BRK.B', replacing with NaN.
warnings.warn(msg.format(sym), SymbolWarning)
Full code :
start = datetime.date(2008,11,1)
end = datetime.date.today()
# df = web.get_data_yahoo(tickers, start, end)
df = web.DataReader(tickers, 'yahoo', start, end)

Answer 1

It looks like yahoo in your case is rejecting requests after a set limit.

Answer 2

I also ran into the same error. Basically we need to catch the warnings and extract the symbols from it.
Easier said than done.. I wasn't able to do it with try & except. (If anybody was able to, please let me know..).
I found out warnings had a catch_warnings subclass (context manager) which I can use to capture the warning messages and extract the symbols from them.
The way I did (maybe not the best way):
import warnings
import pandas_datareader
list_ = ["AAPL","TSLA","XYZ","QUAL","IOV"] # Sample list of symbols
bad_symbol_list=[]
df = pandas_datareader.yahoo.daily.YahooDailyReader(list_, start='2008-01-11',end='2020-01-31', interval='d')
with warnings.catch_warnings(record=True) as err:
warnings.resetwarnings()
df_processed=df.read()
for w in err:
print(w.message)
tmp = w.message.args[0].replace("'","")
bad_symbol_list +=[ tmp.split(" ")[4].replace("," , "") ]
print(bad_symbol_list)
Output:
Failed to read symbol: 'XYZ', replacing with NaN.
Failed to read symbol: 'IOV', replacing with NaN.
['XYZ', 'IOV']