qlero / market_data_extraction_tool

Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.

market_data_extraction_tool

market_data_extraction_tool is a script that downloads:

• intraday (past 5 days)
• daily (past 5 years)
• active calls/puts of publicly traded companies.

Installation

market_data_extraction_tool requires Python 3.x to run. It uses the following modules:

cd market_data_extraction_tool

pip install --user --requirement requirements.txt

Go to market_extraction_tool.py and replace:

YOUR_API_KEY in the function import_web_intraday with your working AlphaVantage API key

YOUR_API_KEY in the function import_web_daily with your working IEX API key

How it works

The script will automatically extract the following tickers' data:

1. Oil & Gas: XOM, CVX, COP, EOG, OXY
2. Tech: AAPL, GOOGL, GOOG, FB, MSFT
3. Banking: JPM, BAC, C,WFC, GS
4. Recent IPOs: LYFT, PINS

with:

main.py

You can run the script using command line arguments:

main.py [--concurrent] [--replace] company tickers

1. --concurrent will enable concurrent processes to download multiple tickers' data in parallel
2. --replace will replace the default list of companies to extract with the ticker(s) you included as command line argument(s)

As the scripts ends, it will plot the past 5 days intraday market data of Goldman Sachs (ticker: GS)