import pandas.io.data as web
sp = web.DataReader('^GSPC', 'yahoo', start=dt.date(2000, 1, 1))
weekday = {(0): 'MON', (1): 'TUE', (2): 'WED', (3): 'THU', (4): 'FRI'}
How do you pull WEEKLY historical data from yahoo finance?