diff --git a/Gopkg.lock b/Gopkg.lock
index bb9fe4d..3c315df 100644
--- a/Gopkg.lock
+++ b/Gopkg.lock
@@ -38,10 +38,10 @@
   version = "v0.0.3"
 
 [[projects]]
-  branch = "master"
   name = "github.com/mitchellh/go-wordwrap"
   packages = ["."]
-  revision = "ad45545899c7b13c020ea92b2072220eefad42b8"
+  revision = "9e67c67572bc5dd02aef930e2b0ae3c02a4b5a5c"
+  version = "v1.0.0"
 
 [[projects]]
   branch = "master"
@@ -60,6 +60,7 @@
   name = "github.com/piquette/finance-go"
   packages = [
     ".",
+    "chart",
     "crypto",
     "datetime",
     "equity",
@@ -74,7 +75,7 @@
     "options",
     "quote"
   ]
-  revision = "d2ada33030039a9d9fc00d4bff89323cc2105614"
+  revision = "1cd0201341aa94a2084bc293c78400c088f86476"
 
 [[projects]]
   name = "github.com/pmezard/go-difflib"
@@ -109,6 +110,6 @@
 [solve-meta]
   analyzer-name = "dep"
   analyzer-version = 1
-  inputs-digest = "27a4134fb694ce7e686979b5368882108c686b65769b99b993b81bf83784d474"
+  inputs-digest = "9ddeb763d6c8ab33160292dd7ad5c06c71e57f4f5ffd6cf2d9999be78402a98d"
   solver-name = "gps-cdcl"
   solver-version = 1
diff --git a/README.md b/README.md
index b3e9007..19d41ba 100644
--- a/README.md
+++ b/README.md
@@ -6,9 +6,13 @@
 # :zap: qtrn :zap:
 The official cli tool for making financial markets analysis as fast as you are.
 
+Pronounced "quote-tron" as a throwback to those awesome financial terminals of the 80's. This project is intended as a living example of the capabilities of the [finance-go] library.
+
 ## Commands
 The current available commands are:
 * `quote` - prints tables of quotes to the current shell
+* `options` - prints tables of options contract quotes to the current shell
+* `write` - writes tables of quotes/history to csv files
 
 ## Installation
 In order to use this awesome tool, you'll need to get it on your machine!
@@ -25,7 +29,7 @@ brew install qtrn
 2. Determine the appropriate distribution for your operating system (mac | windows | linux)
 3. Download and untar the distribution. Shortcut for macs:
 ```
-curl -sL https://github.com/piquette/qtrn/releases/download/v0.0.3/qtrn_0.0.3_darwin_amd64.tar.gz | tar zx
+curl -sL https://github.com/piquette/qtrn/releases/download/v0.0.5/qtrn_0.0.5_darwin_amd64.tar.gz | tar zx
 ```
 4. Move the binary into your local `$PATH`.
 5. Run `qtrn help`.
@@ -78,3 +82,4 @@ goreleaser --rm-dist
 
 [goreleaser]: https://github.com/goreleaser/goreleaser
 [releases]: https://github.com/piquette/qtrn/releases
+[finance-go]: https://github.com/piquette/finance-go
diff --git a/cmd/main.go b/cmd/main.go
index bd1efce..996e75e 100644
--- a/cmd/main.go
+++ b/cmd/main.go
@@ -21,6 +21,7 @@ import (
 	finance "github.com/piquette/finance-go"
 	"github.com/piquette/qtrn/cmd/options"
 	quote "github.com/piquette/qtrn/cmd/quote"
+	"github.com/piquette/qtrn/cmd/write"
 
 	"github.com/piquette/qtrn/version"
 	"github.com/spf13/cobra"
@@ -57,7 +58,7 @@ func Execute() error {
 	}
 
 	//	cmdQtrn.AddCommand(chartCmd)
-	//	cmdQtrn.AddCommand(writeCmd)
+	c.AddCommand(write.Cmd)
 	c.AddCommand(quote.Cmd)
 	c.AddCommand(options.Cmd)
 	c.PersistentFlags().BoolVarP(&insecureF, "insecure", "x", false, "set `--insecure` or `-x` to skip tls verification during requests")
diff --git a/cmd/write/csv.go b/cmd/write/csv.go
new file mode 100644
index 0000000..e7a5c84
--- /dev/null
+++ b/cmd/write/csv.go
@@ -0,0 +1,41 @@
+package write
+
+import (
+	"encoding/csv"
+	"fmt"
+	"os"
+	"time"
+)
+
+// write writes data to a csv.
+func write(header []string, prefix string, cmd string, data [][]string) error {
+	t := time.Now()
+	now := fmt.Sprintf("%d-%02d-%02d_%02d:%02d:%02d",
+		t.Year(), t.Month(), t.Day(),
+		t.Hour(), t.Minute(), t.Second())
+	fileTitle := fmt.Sprintf("%v_%v_%v.csv", prefix, cmd, now)
+	file, err := os.Create(fileTitle)
+	if err != nil {
+		return err
+	}
+	defer file.Close()
+
+	writer := csv.NewWriter(file)
+	defer writer.Flush()
+
+	if !removeHeaderF {
+		err = writer.Write(header)
+		if err != nil {
+			return err
+		}
+	}
+
+	for _, value := range data {
+		err = writer.Write(value)
+		if err != nil {
+			return err
+		}
+	}
+	fmt.Println(fileTitle)
+	return nil
+}
diff --git a/cmd/write/write.go b/cmd/write/write.go
index 58cb96d..4a3f958 100644
--- a/cmd/write/write.go
+++ b/cmd/write/write.go
@@ -12,270 +12,216 @@
 // See the License for the specific language governing permissions and
 // limitations under the License.
 
-package cmd
+package write
 
-//
-// import (
-// 	"encoding/csv"
-// 	"fmt"
-// 	"os"
-// 	"time"
-//
-// 	finance "github.com/piquette/go-finance"
-// 	"github.com/spf13/cobra"
-// )
-//
-// const (
-// 	writeUsage            = "write [subcommand]"
-// 	writeShortDesc        = "Writes a csv of stock market data"
-// 	writeLongDesc         = "Writes a csv of stock market data into the current directory using a subcommand `quote` for quotes or `history` for historical prices"
-// 	writeQuoteShortDesc   = "Writes a csv of a stock quote"
-// 	writeQuoteLongDesc    = "Writes a csv of a stock quote and can accomodate multiple symbols as arguments"
-// 	writeHistoryShortDesc = "Writes a csv of a historical data"
-// 	writeHistoryLongDesc  = "Writes a csv of a historical data, can only accept one symbol at a time"
-// )
-//
-// var (
-// 	// write command.
-// 	writeCmd = &cobra.Command{
-// 		Use:     writeUsage,
-// 		Short:   writeShortDesc,
-// 		Long:    writeLongDesc,
-// 		Aliases: []string{"w"},
-// 		Example: "$ qtrn write -h quote -f AAPL GOOG FB AMZN",
-// 		Run: func(cmd *cobra.Command, args []string) {
-// 			// Stub.
-// 			fmt.Printf("\nSubcommand not specified, use either ( quote | history )\n\n")
-// 		},
-// 	}
-// 	writeQuoteCmd = &cobra.Command{
-// 		Use:     "quote",
-// 		Short:   writeQuoteShortDesc,
-// 		Long:    writeQuoteLongDesc,
-// 		Aliases: []string{"q"},
-// 		Example: "$ qtrn write quote AAPL",
-// 		Run:     writeQuoteFunc,
-// 	}
-// 	writeHistoryCmd = &cobra.Command{
-// 		Use:     "history",
-// 		Short:   writeHistoryShortDesc,
-// 		Long:    writeHistoryLongDesc,
-// 		Aliases: []string{"h"},
-// 		Example: "$ qtrn write history",
-// 		Run:     writeHistoryFunc,
-// 	}
-// 	// flagRemoveHeader set flag to specify whether to remove the header in the file.
-// 	flagRemoveHeader bool
-// 	// flagFullOutput set flag to write a more informative quote.
-// 	flagWriteFullOutput bool
-// 	// flagStartTime set flag to specify the start time of the csv frame.
-// 	flagWriteStartTime string
-// 	// flagEndTime set flag to specify the end time of the csv frame.
-// 	flagWriteEndTime string
-// 	// flagInterval set flag to specify time interval of each OHLC point.
-// 	flagWriteInterval string
-// 	//historyHeader csv header for history results.
-// 	historyHeader = []string{"date", "open", "high", "low", "close", "adj-close", "volume", "symbol"}
-// 	//quoteHeader csv header for quote results.
-// 	quoteHeader = []string{"symbol", "date", "last", "change", "change-percent", "volume", "bid", "bid-size", "ask", "ask-size", "open", "prev-close", "name"}
-// 	//quoteFullHeader csv header for quote results.
-// 	quoteFullHeader = []string{"symbol", "date", "name", "last", "change", "change-percent", "volume", "bid", "bid-size",
-// 		"ask", "ask-size", "open", "prev-close", "exchange", "day-high", "day-low", "52wk-high", "52wk-low", "mkt-cap",
-// 		"50d-ma", "200d-ma", "avg-volume", "eps", "pe-ratio", "peg-ratio", "price-sales", "price-book", "div-per-share",
-// 		"div-yield", "eps-est-next-qtr", "eps-est-year", "short-ratio", "book-value", "ebitda"}
-// )
-//
-// func init() {
-// 	writeCmd.AddCommand(writeQuoteCmd)
-// 	writeCmd.AddCommand(writeHistoryCmd)
-// 	writeCmd.Flags().BoolVarP(&flagRemoveHeader, "remove", "r", false, "Set `--remove` or `-r` to remove the header in the csv. Default is FALSE.")
-// 	writeQuoteCmd.Flags().BoolVarP(&flagWriteFullOutput, "full", "f", false, "Set `--full` or `-f` to write a more informative quote for each symbol")
-// 	writeHistoryCmd.Flags().StringVarP(&flagWriteStartTime, "start", "s", "", "Set a date (formatted YYYY-MM-DD) using `--start` or `-s` to specify the start of the csv time frame")
-// 	writeHistoryCmd.Flags().StringVarP(&flagWriteEndTime, "end", "e", "", "Set a date (formatted YYYY-MM-DD) using `--start` or `-s` to specify the start of the csv time frame")
-// 	writeHistoryCmd.Flags().StringVarP(&flagWriteInterval, "interval", "i", finance.Day, "Set an interval ( 1d | 1wk | 1mo ) using `--interval` or `-i` to specify the time interval of each OHLC point")
-// }
-//
-// // writeQuoteFunc implements the quote write command.
-// func writeQuoteFunc(cmd *cobra.Command, args []string) {
-//
-// 	symbols := args[:]
-// 	if len(symbols) == 0 {
-// 		fmt.Println("No symbols provided.")
-// 		return
-// 	}
-//
-// 	quotes, err := finance.GetQuotes(symbols)
-// 	if err != nil {
-// 		fmt.Println("Error fetching data, please try again")
-// 		return
-// 	}
-//
-// 	data := formatQuoteData(quotes)
-// 	err = writeData(headerForQuote(), combine(symbols, "+"), "quote", data)
-// 	if err != nil {
-// 		fmt.Println("Error writing data")
-// 	}
-// }
-//
-// // writeHistoryFunc implements the history write command.
-// func writeHistoryFunc(cmd *cobra.Command, args []string) {
-//
-// 	symbol := args[0]
-// 	if symbol == "" {
-// 		fmt.Println("No symbol provided.")
-// 		return
-// 	}
-//
-// 	var start finance.Datetime
-// 	var end finance.Datetime
-// 	if flagWriteStartTime == "" {
-// 		start = finance.ParseDatetime(fmt.Sprintf("%v-01-01", time.Now().Year()))
-// 	} else {
-// 		start = finance.ParseDatetime(flagWriteStartTime)
-// 	}
-// 	if flagWriteEndTime == "" {
-// 		t := time.Now()
-// 		end = finance.ParseDatetime(fmt.Sprintf("%d-%02d-%02d", t.Year(), int(t.Month()), t.Day()))
-// 	} else {
-// 		end = finance.ParseDatetime(flagWriteEndTime)
-// 	}
-//
-// 	bars, err := finance.GetHistory(symbol, start, end, finance.Interval(flagWriteInterval))
-// 	if err != nil {
-// 		fmt.Println("Error fetching data, please try again")
-// 		return
-// 	}
-//
-// 	data := formatHistoricalData(bars)
-// 	err = writeData(historyHeader, symbol, "history", data)
-// 	if err != nil {
-// 		fmt.Println("Error writing data")
-// 	}
-// }
-//
-// // writeData writes the downloaded and formatted data to a csv.
-// func writeData(header []string, prefix string, cmd string, data [][]string) error {
-//
-// 	t := time.Now()
-// 	now := fmt.Sprintf("%d-%02d-%02dT%02d:%02d:%02d-00:00",
-// 		t.Year(), t.Month(), t.Day(),
-// 		t.Hour(), t.Minute(), t.Second())
-// 	fileTitle := fmt.Sprintf("%v_%v_%v.csv", prefix, cmd, now)
-// 	file, err := os.Create(fileTitle)
-// 	if err != nil {
-// 		return err
-// 	}
-// 	defer file.Close()
-//
-// 	writer := csv.NewWriter(file)
-// 	defer writer.Flush()
-//
-// 	if !flagRemoveHeader {
-// 		err = writer.Write(header)
-// 		if err != nil {
-// 			return err
-// 		}
-// 	}
-//
-// 	for _, value := range data {
-// 		err = writer.Write(value)
-// 		if err != nil {
-// 			return err
-// 		}
-// 	}
-// 	fmt.Println(fileTitle)
-// 	return nil
-// }
-//
-// // formatHistoricalData formats a slice of historical prices into a writeable format.
-// func formatHistoricalData(bars []finance.Bar) (data [][]string) {
-// 	for _, b := range bars {
-// 		date := fmt.Sprintf("%v-%v-%v", b.Date.Year, b.Date.Month, b.Date.Day)
-// 		point := []string{
-// 			date,
-// 			b.Open.StringFixed(2),
-// 			b.High.StringFixed(2),
-// 			b.Low.StringFixed(2),
-// 			b.Close.StringFixed(2),
-// 			b.AdjClose.StringFixed(2),
-// 			toString(b.Volume),
-// 			b.Symbol,
-// 		}
-// 		data = append(data, point)
-// 	}
-// 	return
-// }
-//
-// // formatQuoteData formats a slice of quotes into a writeable format.
-// func formatQuoteData(quotes []finance.Quote) (data [][]string) {
-// 	for _, q := range quotes {
-//
-// 		var formattedQuote []string
-// 		date := fmt.Sprintf("%v-%v-%v", q.LastTradeDate.Year, q.LastTradeDate.Month, q.LastTradeDate.Day)
-// 		if flagWriteFullOutput {
-// 			formattedQuote = []string{
-// 				q.Symbol,
-// 				date,
-// 				q.Name,
-// 				q.LastTradePrice.StringFixed(2),
-// 				q.ChangeNominal.StringFixed(2),
-// 				q.ChangePercent.StringFixed(2),
-// 				toString(q.Volume),
-// 				q.Bid.StringFixed(2),
-// 				toString(q.BidSize),
-// 				q.Ask.StringFixed(2),
-// 				toString(q.AskSize),
-// 				q.Open.StringFixed(2),
-// 				q.PreviousClose.StringFixed(2),
-// 				q.Exchange,
-// 				q.DayHigh.StringFixed(2),
-// 				q.DayLow.StringFixed(2),
-// 				q.FiftyTwoWeekHigh.StringFixed(2),
-// 				q.FiftyTwoWeekLow.StringFixed(2),
-// 				q.MarketCap,
-// 				q.FiftyDayMA.StringFixed(2),
-// 				q.TwoHundredDayMA.StringFixed(2),
-// 				toString(q.AvgDailyVolume),
-// 				q.EPS.StringFixed(2),
-// 				q.PERatio.StringFixed(2),
-// 				q.PEGRatio.StringFixed(2),
-// 				q.PriceSales.StringFixed(2),
-// 				q.PriceBook.StringFixed(2),
-// 				q.DivPerShare.StringFixed(2),
-// 				q.DivYield.StringFixed(2),
-// 				q.EPSEstNextQuarter.StringFixed(2),
-// 				q.EPSEstCurrentYear.StringFixed(2),
-// 				q.ShortRatio.String(),
-// 				q.BookValue.String(),
-// 				q.EBITDA,
-// 			}
-// 		} else {
-// 			formattedQuote = []string{
-// 				q.Symbol,
-// 				date,
-// 				q.LastTradePrice.StringFixed(2),
-// 				q.ChangeNominal.StringFixed(2),
-// 				q.ChangePercent.StringFixed(2),
-// 				toString(q.Volume),
-// 				q.Bid.StringFixed(2),
-// 				toString(q.BidSize),
-// 				q.Ask.StringFixed(2),
-// 				toString(q.AskSize),
-// 				q.Open.StringFixed(2),
-// 				q.PreviousClose.StringFixed(2),
-// 				q.Name,
-// 			}
-// 		}
-// 		data = append(data, formattedQuote)
-// 	}
-//
-// 	return
-// }
-//
-// // headerForQuote determines which header to write.
-// func headerForQuote() []string {
-// 	if flagWriteFullOutput {
-// 		return quoteFullHeader
-// 	}
-// 	return quoteHeader
-// }
+import (
+	"fmt"
+	"strings"
+	"time"
+
+	"github.com/piquette/finance-go/chart"
+	"github.com/piquette/finance-go/datetime"
+	"github.com/piquette/qtrn/utils"
+
+	"github.com/piquette/finance-go/quote"
+
+	"github.com/spf13/cobra"
+)
+
+const (
+	usage        = "write"
+	short        = "Writes a csv of stock market data"
+	long         = "Writes a csv of stock market data into the current directory."
+	quoteShort   = "Writes a csv of a stock quote"
+	quoteLong    = "Writes a csv of a stock quote and can accomodate multiple symbols as arguments"
+	historyShort = "Writes a csv of a historical data"
+	historyLong  = "Writes a csv of a historical data, can only accept one symbol at a time"
+)
+
+var (
+	// Cmd is the write command.
+	Cmd = &cobra.Command{
+		Use:     usage,
+		Short:   short,
+		Long:    long,
+		Aliases: []string{"w"},
+		Example: "qtrn write -r quote -f AAPL GOOG FB AMZN",
+	}
+	// quote subcommand
+	quoteCmd = &cobra.Command{
+		Use:     "quote",
+		Short:   quoteShort,
+		Long:    quoteLong,
+		Example: "qtrn write quote AAPL",
+		RunE:    executeQuote,
+	}
+	// history subcommand
+	historyCmd = &cobra.Command{
+		Use:     "history",
+		Short:   historyShort,
+		Long:    historyLong,
+		Example: "qtrn write history [flags]",
+		RunE:    executeHistory,
+	}
+	// removeHeaderF set flag to specify whether to remove the header in the file.
+	removeHeaderF bool
+	// startF set flag to specify the start time of the csv frame.
+	startF string
+	// endF set flag to specify the end time of the csv frame.
+	endF string
+	// aggregationF set flag to specify time interval of each OHLC point.
+	aggregationF string
+	//historyFields csv header for history results.
+	historyFields = []string{"date", "open", "high", "low", "close", "adj-close", "volume", "symbol"}
+	//quoteFields csv header for quote results.
+	quoteFields = []string{"symbol", "date", "last", "change", "change-percent", "volume", "bid", "bid-size", "ask", "ask-size", "open", "prev-close", "name"}
+)
+
+func init() {
+	Cmd.AddCommand(quoteCmd)
+	Cmd.AddCommand(historyCmd)
+	Cmd.Flags().BoolVarP(&removeHeaderF, "remove", "r", false, "remove the header in the csv. default is false.")
+	historyCmd.Flags().StringVarP(&startF, "start", "s", "", "set a date (formatted yyyy-mm-dd) to specify the start of the historical time frame")
+	historyCmd.Flags().StringVarP(&endF, "end", "e", "", "set a date (formatted yyyy-mm-dd) to specify the end of the historical time frame")
+	historyCmd.Flags().StringVarP(&aggregationF, "agg", "a", "1d", "set a candle aggregation interval ( 1d | 5d | 1mo | 1y )")
+}
+
+// executeQuote implements the quote data writer.
+func executeQuote(cmd *cobra.Command, args []string) error {
+	// check symbols.
+	symbols := args
+	if len(symbols) == 0 {
+		return fmt.Errorf("no symbols provided")
+	}
+
+	// get quote data.
+	i := quote.List(symbols)
+
+	// format as strings.
+	quotes, err := format(i)
+	if err != nil {
+		return err
+	}
+
+	// write csv.
+	err = write(quoteFields, strings.Join(symbols, "_"), "quote", quotes)
+	if err != nil {
+		return fmt.Errorf("error writing data")
+	}
+
+	return nil
+}
+
+// executeHistory implements the history data writer.
+func executeHistory(cmd *cobra.Command, args []string) error {
+	// check symbols.
+	symbols := args
+	if len(symbols) == 0 {
+		return fmt.Errorf("no symbols provided")
+	}
+
+	// format params.
+	// start.
+	var start *datetime.Datetime
+	if startF == "" {
+		// provide default start time of YTD.
+		start = &datetime.Datetime{Month: 1, Day: 1, Year: time.Now().Year()}
+	} else {
+		// parse start time.
+		dt, err := time.Parse("2006-01-02", startF)
+		if err != nil {
+			return fmt.Errorf("could not parse start time- correct format is yyyy-mm-dd")
+		}
+		start = datetime.New(&dt)
+	}
+	// end.
+	var end *datetime.Datetime
+	if endF == "" {
+		t := time.Now()
+		end = datetime.New(&t)
+	} else {
+		// parse start time.
+		dt, err := time.Parse("2006-01-02", endF)
+		if err != nil {
+			return fmt.Errorf("could not parse end time- correct format is yyyy-mm-dd")
+		}
+		end = datetime.New(&dt)
+	}
+
+	// validate aggregation periods.
+	if aggregationF != "1d" && aggregationF != "5d" && aggregationF != "1mo" && aggregationF != "1y" {
+		return fmt.Errorf("invalid aggregation period")
+	}
+
+	p := &chart.Params{
+		Symbol:   symbols[0],
+		Start:    start,
+		End:      end,
+		Interval: datetime.Interval(aggregationF),
+	}
+
+	// get chart.
+	iter := chart.Get(p)
+
+	// format.
+	chartdata, err := formatC(iter)
+	if err != nil {
+		return err
+	}
+
+	// write.
+	err = write(historyFields, symbols[0], "history", chartdata)
+	if err != nil {
+		fmt.Println("error writing data")
+	}
+
+	return nil
+}
+
+// format formats quotes into a writeable format.
+func format(iter *quote.Iter) (data [][]string, err error) {
+	for iter.Next() {
+		q := iter.Quote()
+		d := datetime.FromUnix(q.RegularMarketTime)
+		date := fmt.Sprintf("%02d-%02d-%02d", d.Year, d.Month, d.Day)
+		fq := []string{
+			q.Symbol,
+			date,
+			utils.ToStringF(q.RegularMarketPrice),
+			utils.ToStringF(q.RegularMarketChange),
+			utils.ToStringF(q.RegularMarketChangePercent),
+			utils.ToString(q.RegularMarketVolume),
+			utils.ToStringF(q.Bid),
+			utils.ToString(q.BidSize),
+			utils.ToStringF(q.Ask),
+			utils.ToString(q.AskSize),
+			utils.ToStringF(q.RegularMarketOpen),
+			utils.ToStringF(q.RegularMarketPreviousClose),
+			q.ShortName,
+		}
+		data = append(data, fq)
+	}
+	return data, iter.Err()
+}
+
+// formatC formats chart data into a writeable format.
+func formatC(iter *chart.Iter) (data [][]string, err error) {
+	for iter.Next() {
+		b := iter.Bar()
+		d := datetime.FromUnix(b.Timestamp)
+		date := fmt.Sprintf("%02d-%02d-%02d", d.Year, d.Month, d.Day)
+		p := []string{
+			date,
+			b.Open.StringFixed(2),
+			b.High.StringFixed(2),
+			b.Low.StringFixed(2),
+			b.Close.StringFixed(2),
+			b.AdjClose.StringFixed(2),
+			utils.ToString(b.Volume),
+			iter.Meta().Symbol,
+		}
+		fmt.Println(data)
+		data = append(data, p)
+	}
+	return data, iter.Err()
+}
diff --git a/goreleaser.yml b/goreleaser.yml
index fc972e3..9dbfe53 100644
--- a/goreleaser.yml
+++ b/goreleaser.yml
@@ -1,7 +1,7 @@
 build:
   binary: qtrn
   ldflags:
-    - -s -w -X version.Version={{.Version}}
+    - -s -X github.com/piquette/qtrn/version.Version={{.Version}}
   goos:
     - windows
     - darwin
diff --git a/vendor/github.com/mitchellh/go-wordwrap/go.mod b/vendor/github.com/mitchellh/go-wordwrap/go.mod
new file mode 100644
index 0000000..2ae411b
--- /dev/null
+++ b/vendor/github.com/mitchellh/go-wordwrap/go.mod
@@ -0,0 +1 @@
+module github.com/mitchellh/go-wordwrap
diff --git a/vendor/github.com/piquette/finance-go/.travis.yml b/vendor/github.com/piquette/finance-go/.travis.yml
index 861dad8..5c41184 100644
--- a/vendor/github.com/piquette/finance-go/.travis.yml
+++ b/vendor/github.com/piquette/finance-go/.travis.yml
@@ -24,7 +24,6 @@ env:
     - FINANCE_MOCK_VERSION=0.0.5
 
 go:
-  - "1.9"
   - "1.10"
   - tip
 
diff --git a/vendor/github.com/piquette/finance-go/chart/client.go b/vendor/github.com/piquette/finance-go/chart/client.go
new file mode 100644
index 0000000..db48493
--- /dev/null
+++ b/vendor/github.com/piquette/finance-go/chart/client.go
@@ -0,0 +1,180 @@
+package chart
+
+import (
+	"context"
+
+	finance "github.com/piquette/finance-go"
+	"github.com/piquette/finance-go/datetime"
+	form "github.com/piquette/finance-go/form"
+	"github.com/piquette/finance-go/iter"
+	"github.com/shopspring/decimal"
+)
+
+// Client is used to invoke chart APIs.
+type Client struct {
+	B finance.Backend
+}
+
+func getC() Client {
+	return Client{finance.GetBackend(finance.YFinBackend)}
+}
+
+// Params carries a context and chart information.
+type Params struct {
+	// Context access.
+	finance.Params `form:"-"`
+
+	// Accessible fields.
+	Symbol   string             `form:"-"`
+	Start    *datetime.Datetime `form:"-"`
+	End      *datetime.Datetime `form:"-"`
+	Interval datetime.Interval  `form:"-"`
+
+	IncludeExt bool `form:"includePrePost"`
+
+	// Internal request fields.
+	interval string `form:"interval"`
+	start    int    `form:"period1"`
+	end      int    `form:"period2"`
+}
+
+// Iter is a structure containing results
+// and related metadata for a
+// yfin chart request.
+type Iter struct {
+	*iter.Iter
+}
+
+// Bar returns the next Bar
+// visited by a call to Next.
+func (i *Iter) Bar() *finance.ChartBar {
+	return i.Current().(*finance.ChartBar)
+}
+
+// Meta returns the chart metadata
+// related to a chart response.
+func (i *Iter) Meta() finance.ChartMeta {
+	return i.Iter.Meta().(finance.ChartMeta)
+}
+
+// Get returns a historical chart.
+// and requires a params
+// struct as an argument.
+func Get(params *Params) *Iter {
+	return getC().Get(params)
+}
+
+// Get returns a historical chart.
+func (c Client) Get(params *Params) *Iter {
+
+	// Construct request from params input.
+	// TODO: validate symbol..
+	if params == nil || len(params.Symbol) == 0 {
+		return &Iter{iter.NewE(finance.CreateArgumentError())}
+	}
+
+	if params.Context == nil {
+		ctx := context.TODO()
+		params.Context = &ctx
+	}
+
+	// Start and End times
+	params.start = -1
+	params.end = -1
+	if params.Start != nil {
+		params.start = params.Start.Unix()
+	}
+	if params.End != nil {
+		params.end = params.End.Unix()
+	}
+	if params.start > params.end {
+		return &Iter{iter.NewE(finance.CreateChartTimeError())}
+	}
+
+	// Parse interval.
+	if params.Interval != "" {
+		params.interval = string(params.Interval)
+	}
+
+	// Build request.
+	body := &form.Values{}
+	form.AppendTo(body, params)
+	// Set request meta data.
+	body.Set("region", "US")
+	body.Set("corsDomain", "com.finance.yahoo")
+
+	return &Iter{iter.New(body, func(b *form.Values) (m interface{}, bars []interface{}, err error) {
+
+		resp := response{}
+		err = c.B.Call("v8/finance/chart/"+params.Symbol, body, params.Context, &resp)
+		if err != nil {
+			return
+		}
+
+		if resp.Inner.Error != nil {
+			err = resp.Inner.Error
+			return
+		}
+
+		result := resp.Inner.Results[0]
+		if result == nil || result.Indicators == nil {
+			err = finance.CreateRemoteErrorS("no results in chart response")
+			return
+		}
+
+		barQuotes := result.Indicators.Quote
+		if barQuotes == nil || barQuotes[0] == nil {
+			err = finance.CreateRemoteErrorS("no results in chart response")
+			return
+		}
+		adjCloses := result.Indicators.Adjclose
+
+		// Process chart response
+		// and chart meta data.
+		for i, t := range result.Timestamp {
+
+			b := &finance.ChartBar{
+				Timestamp: t,
+				Open:      decimal.NewFromFloat(barQuotes[0].Open[i]),
+				High:      decimal.NewFromFloat(barQuotes[0].High[i]),
+				Low:       decimal.NewFromFloat(barQuotes[0].Low[i]),
+				Close:     decimal.NewFromFloat(barQuotes[0].Close[i]),
+				Volume:    barQuotes[0].Volume[i],
+			}
+
+			if adjCloses != nil && adjCloses[0] != nil {
+				b.AdjClose = decimal.NewFromFloat(adjCloses[0].Adjclose[i])
+			}
+
+			bars = append(bars, b)
+		}
+
+		return result.Meta, bars, nil
+	})}
+}
+
+// response is a yfin chart response.
+type response struct {
+	Inner struct {
+		Results []*result          `json:"result"`
+		Error   *finance.YfinError `json:"error"`
+	} `json:"chart"`
+}
+
+// result is an umbrella object for chart results.
+type result struct {
+	Meta       finance.ChartMeta `json:"meta"`
+	Timestamp  []int             `json:"timestamp"`
+	Indicators *struct {
+		Quote []*struct {
+			Open   []float64 `json:"open"`
+			Low    []float64 `json:"low"`
+			High   []float64 `json:"high"`
+			Close  []float64 `json:"close"`
+			Volume []int     `json:"volume"`
+		} `json:"quote"`
+		Adjclose []*struct {
+			Adjclose []float64 `json:"adjclose"`
+		} `json:"adjclose"`
+	} `json:"indicators"`
+}