HistoricalData.py

## This scripts downloads historical stock prices and Vix Data for a given period. 

import quandl
import pandas as pd
import csv


#Get a list of S&P 500 tickers
Tickers = pd.read_csv("C:\Users\lenovo\Desktop\Karishma\Stocks\SP500_Symbols.csv")

#Extract Stock Prices from Quandl and save CSVs for all symbols/ tickers
quandl.ApiConfig.api_key = "ksFG6WAoxkyevKLz4rwV"
vixData = quandl.get("CBOE/VIX",start_date = "2004-01-01", end_date = "2017-07-27")
vixData.to_csv("C:\Users\lenovo\Desktop\Karishma\Stocks\Scripts\RawData\VixData.csv")

Header = ["Open", "High", "Low", "Close", "Volume", "Adj. Close"]
#for i in range (0,len(Tickers["Symbol"])):
for i in range (0,50):
    Data = quandl.get("WIKI/"+Tickers.iloc[i]["Symbol"], start_date = "2004-01-01", end_date = "2017-07-27")
    Data.to_csv("C:\Users\lenovo\Desktop\Karishma\Stocks\Scripts\RawData\\"+Tickers.iloc[i]["Symbol"]+".csv", columns = Header)
print "Program has finished!"