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Example code from 'Get Free Intraday Stock Data With Python and BarChart OnDemand API' blog post.
# -*- coding: utf-8 -*-
import time
t0 = time.clock()
import pandas as pd
from pandas.tseries.offsets import BDay
import numpy as np
import datetime as dt
from copy import copy
import warnings
warnings.filterwarnings('ignore',category=pd.io.pytables.PerformanceWarning)
# ================================================================== #
# datetime management
d = dt.date.today()
# ---------- Days ----------
l10 = d - 10 * BDay()
l21 = d - 21 * BDay()
l63 = d - 63 * BDay()
l252 = d - 252 * BDay()
# ---------- Years ----------
l252_x2 = d - 252 * 2 * BDay()
l252_x3 = d - 252 * 3 * BDay()
l252_x5 = d - 252 * 5 * BDay()
l252_x7 = d - 252 * 7 * BDay()
l252_x10 = d - 252 * 10 * BDay()
l252_x20 = d - 252 * 20 * BDay()
l252_x25 = d - 252 * 25 * BDay()
# ================================================================== #
# filepath management
project_dir = r'insert_your_project_directory'
price_path = project_dir + r'Stock_Price_Data\\'
# ================================================================== #
apikey = 'insert_your_api_key'
def construct_barChart_url(sym, start_date, freq, api_key=apikey):
'''Function to construct barchart api url'''
url = 'http://marketdata.websol.barchart.com/getHistory.csv?' +\
'key={}&symbol={}&type={}&startDate={}'.format(api_key, sym, freq, start_date)
return url
# ================================================================== #
# header=3 to skip unnecesary file metadata included by State Street
spy_components = pd.read_excel(project_dir +\
'_SPDR_holdings/holdings-spy.xls', header=3)
syms = spy_components.Identifier.dropna()
syms = syms.drop(syms.index[-1]).order()
def get_minute_data():
'''Function to Retrieve <= 3 months of minute data for SP500 components'''
# This is the required format for datetimes to access the API
# You could make a function to translate datetime to this format
start = '20150831000000'
#end = d
freq = 'minutes'
prices = {}
symbol_count = len(syms)
N = copy(symbol_count)
try:
for i, sym in enumerate(syms, start=1):
api_url = construct_barChart_url(sym, start, freq, api_key=apikey)
try:
csvfile = pd.read_csv(api_url, parse_dates=['timestamp'])
csvfile.set_index('timestamp', inplace=True)
prices[sym] = csvfile
except:
continue
N -= 1
pct_total_left = (N/symbol_count)
print('{}..[done] | {} of {} symbols collected | percent remaining: {:>.2%}'.format(\
sym, i, symbol_count, pct_total_left))
except Exception as e:
print(e)
finally:
pass
px = pd.Panel.from_dict(prices)
# convert timestamps to EST
px.major_axis = px.major_axis.tz_localize('utc').tz_convert('US/Eastern')
return px
pxx = get_minute_data()
print(pxx)
print(pxx['AAL'].tail())
print(pxx['ZTS'].tail())
try:
store = pd.HDFStore(price_path + 'Minute_Symbol_Data.h5')
store['minute_prices'] = pxx
store.close()
except Exception as e:
print(e)
finally:
pass
# ================================================================== #
# timer looking clean #
secs = np.round( ( time.clock() - t0 ), 4 )
time_secs = "{timeSecs} seconds to run".format(timeSecs = secs)
mins = np.round( ( ( time.clock() ) - t0 ) / 60, 4 )
time_mins = "| {timeMins} minutes to run".format(timeMins = mins)
hours = np.round( ( time.clock() - t0 ) / 60 / 60, 4 )
time_hrs = "| {timeHrs} hours to run".format(timeHrs = hours)
print( time_secs, time_mins, time_hrs )
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