- This project aims at making use of the Official Twitter API to Scrap Twitter Data.
- Execution_withAPI.py is the implementation of the Twitter Official API through python.
- For this you will need to have a Twitter Developer Account Where you will have to create an App.
- Get the Keys and tokens of the app and replace the part of "XXXXXXXXXXXXXX" respectively in the code.
- You might also need to install some modules of python like nltk, tweepy, pandas and some more, if not done already in the system.
- The CSV generated data is stored in output_got3.csv
pip install tweepy
There are some limitations of the Official Twitter API, it will not allow you to scrap data beyond the scope of one week and there is also limitations regarding the locations and number of tweets that can be fetched, beyond which its a paid approach. All this things can be overcomed through this code, which bypasses some features of the Twitter Official API.
- Execution_withoutAPI.py deals with this kind of behaviour.
- For this there is no requirements of the Twitter Developer Account, all is done automatically.
- You might still need to download and install some modules of python like nltk, pandas, etc.
- The CSV generated data is stored in output_got3.csv
For the Without API Execution I have worked on the Open Source Repository of Jefferson Henrique which is this.
Market Analysis has always been a keen area of interest among businessman and brokers of various public and private organizations. Twitter or any other social media platform helps in doing so by using its sentiment analysis API. Using this API, we can detect the nature of the tweets made by a particular user at a particular instance of time on a specific event. Now this event may be a significant market roll for a company or might be a government decision that is of huge market significance. In this analysis a bunch of tweets related to specific search query is stored and analyzed as, how much of it favors the event and how much goes against it. The analysis made on the search query is primely aimed for noticing the pattern of change in the stock market on the basis of an event or after a specific event.