Download 1 year history of all Nasdaq traded companies for market analysis

market_scanner.py

import datetime
import pandas as pd
import yfinance as yf

symbols = pd.read_csv('ftp://ftp.nasdaqtrader.com/symboldirectory/nasdaqtraded.txt', delimiter='|')

# Excluded symbols:
#  - Test symbols
#  - ETFs
#  - Financial status: Other than Normal
#  - Last row (file timestamp)
symbols = symbols[(symbols['Test Issue'] == 'N') & (symbols['ETF'] == 'N') & (symbols['Financial Status'] == 'N') ][:-1]


n = 360 # Download 1 year history
now = datetime.datetime.now()
start = now - datetime.timedelta(days = n)


data = yf.download(symbols['Symbol'].tolist(), start=start, threads=True, group_by='ticker', interval='1d')
data.to_parquet(f'data/nasdaq.parquet')