a7dc/polygon-api

Looks at 5.5k symbols and pulls in daily OHLC info from polygon API

Description

This is the core of the program which takes 5k SYMBOLS and looks back N years to pull in the daily OHLC data of those symbols and saves them to disc.

Instructions

1. Download the folder and unzip
2. Open 'Windows terminal'
3. type 'cd' followed by a space and then drag the folder to the terminal window. Press 'enter'
4. type 'pip3 install -r requirements.txt'. Press 'enter'
5. Open 'secrets_EXAMPLE.py' and follow instructions that file
6. type 'python core.py' to run the program. Press 'enter'

Known issues

1. If we stop the program before it's completed a date, we will have to delete that date manually and start the program again

To do

• Add timer to the async function and log it so we know how long each download takes
• Check if there's failed downloads and redownload those dates
• Print to the console so user knows something is happening when program runs

Resources

I'm not a great programmer so here's where I figured out how to build it:

• How to download all historic intraday OHCL data from IEX: with Python, asynchronously, via API & for free.
• 'Algorithmic Trading Using Python - Full Course'