The following code produces a dataframe which never shows historical data for yesterday, only up to the day before yesterday. If I switch from 'yahoo' to 'google' it works as expected. (However, since Google has limitations on the number of requests, I have to use Yahoo.) Tested in Jupyter notebooks and the console both on Windows 10 using Anaconda 4.2.3 and on Ubuntu 16.04 (with its included python environment), same result on both machines. pandas_datareader version is 0.2.1 (current as of January 5 2017). What am I missing here?
import pandas as pd
import pandas_datareader.data as web
import datetime
start = datetime.date(2016, 12, 27)
end = datetime.date.today()
df = web.DataReader('AA', 'yahoo', start, end)
df