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Fixed crypto downloaders
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saeedamen committed Sep 30, 2020
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12 changes: 9 additions & 3 deletions README.md
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Expand Up @@ -109,7 +109,9 @@ although it lacks some functionality of later Redis versions.
# findatapy examples

In findatapy/examples you will find several demos on how to download data from many different sources. Note,
for some such as Bloomberg or Eikon, you'll need to have a licence/subscription for it to work.
for some such as Bloomberg or Eikon, you'll need to have a licence/subscription for it to work. Also there might be
certain limits of the history you can download for intraday data from certain sources (you will need to check with
individual data providers)

# Release Notes

Expand All @@ -121,10 +123,14 @@ for some such as Bloomberg or Eikon, you'll need to have a licence/subscription

# Coding log

* 30 Sep 2020
* Fix crypto downloaders (added tickers, fields etc. to CSV files)
* 24 Sep 2020
* Refactoring of Calculations
* 13 Sep 2020
* Removed multiprocessing_on_dill as dependency
* Removed multiprocessing_on_dill as dependency, which is no longer being used
* 10 Sep 2020
* Adding Eikon as a market data source
* Adding Eikon as a market data source (daily, intraday and tick market data)
* 25 Aug 2020
* Fixes for newer Pandas eg. 1.0.5
* Fixes for ALFRED downloading of economic data
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24 changes: 12 additions & 12 deletions findatapy/conf/time_series_categories_fields.csv
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Expand Up @@ -23,18 +23,18 @@ fx-implied-vol,bloomberg,daily,10AM,close,1-Jan-09
base-depos,bloomberg,daily,NYC,close,1-Jan-95
base-depos,bloomberg,daily,TOK,close,1-Jan-95
base-depos,bloomberg,daily,LDN,close,1-Jan-95
,,,,,
,,,,,
,,,,,
,,,,,
,,,,,
,,,,,
,,,,,
,,,,,
,,,,,
,,,,,
,,,,,
,,,,,
crypto,bitcoincharts,tick,LOC,"close,volume",1-Jan-15
crypto,poloniex,intraday,LOC,"close,high,low,open,quote-volume,volume,weighted-average",1-Jan-15
crypto,poloniex,daily,LOC,"close,high,low,open,quote-volume,volume,weighted-average",1-Jan-15
crypto,binance,intraday,LOC,"open,high,low,close,volume,quote-asset-volume,trade-numbers,taker-buy-base-asset-volume,taker-buy-quote-asset-volume",1-Jan-15
crypto,binance,daily,LOC,"open,high,low,close,volume,quote-asset-volume,trade-numbers,taker-buy-base-asset-volume,taker-buy-quote-asset-volume",1-Jan-15
crypto,bitfinex,intraday,LOC,"open,close,high,low,volume",1-Jan-15
crypto,bitfinex,daily,LOC,"open,close,high,low,volume",1-Jan-15
crypto,gdax,intraday,LOC,"low,high,open,close,volume",1-Jan-15
crypto,gdax,daily,LOC,"low,high,open,close,volume",1-Jan-15
crypto,kraken,intraday,LOC,"close,volume,buy-sell,market-limit,miscellaneous",1-Jan-15
crypto,huobi,tick,LOC,"amount,close,count,high,low,open,volume",1-Jan-15
crypto,huobi,daily,LOC,"amount,close,count,high,low,open,volume",1-Jan-15
,,,,,
,,,,,
,,,,,
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40 changes: 40 additions & 0 deletions findatapy/conf/time_series_fields_list.csv
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Expand Up @@ -64,3 +64,43 @@ eikon,count,COUNT
eikon,volume,VOLUME
eikon,bid,BID
eikon,ask,ASK
bitcoincharts,close,close
bitcoincharts,volume,volume
poloniex,close,close
poloniex,high,high
poloniex,low,low
poloniex,open,open
poloniex,quote-volume,quote-volume
poloniex,volume,volume
poloniex,weighted-average,weighted-average
binance,open,open
binance,high,high
binance,low,low
binance,close,close
binance,volume,volume
binance,quote-asset-volume,quote-asset-volume
binance,trade-numbers,trade-numbers
binance,taker-buy-base-asset-volume,taker-buy-base-asset-volume
binance,taker-buy-quote-asset-volume,taker-buy-quote-asset-volume
bitfinex,open,open
bitfinex,close,close
bitfinex,high,high
bitfinex,low,low
bitfinex,volume,volume
gdax,low,low
gdax,high,high
gdax,open,open
gdax,close,close
gdax,volume,volume
kraken,close,close
kraken,volume,volume
kraken,buy-sell,buy-sell
kraken,market-limit,market-limit
kraken,miscellaneous,miscellaneous
huobi,amount,amount
huobi,close,close
huobi,count,count
huobi,high,high
huobi,low,low
huobi,open,open
huobi,volume,vol

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