market_data_extraction_tool is a script that downloads:
- intraday (past 5 days)
- daily (past 5 years)
- active calls/puts of publicly traded companies.
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 functionimport_web_intraday
with your working AlphaVantage API key
YOUR_API_KEY
in the functionimport_web_daily
with your working IEX API key
The script will automatically extract the following tickers' data:
- Oil & Gas: XOM, CVX, COP, EOG, OXY
- Tech: AAPL, GOOGL, GOOG, FB, MSFT
- Banking: JPM, BAC, C,WFC, GS
- Recent IPOs: LYFT, PINS
with:
main.py
You can run the script using command line arguments:
main.py [--concurrent] [--replace]
company tickers
--concurrent
will enable concurrent processes to download multiple tickers' data in parallel--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)