Historical Data for Python

Discussion in 'Data Sets and Feeds' started by Patryk Jalmuzna, Oct 31, 2017.

  1. truetype

    truetype

    I assume you can mung file formats if you know Python (or any other language).
     
    #11     Nov 1, 2017
  2. Well not quite. I do know the markets, but I have just started studying Python etc. and the next six months are dedicated for this purpose. Can you explain it to me?
     
    Last edited: Nov 1, 2017
    #12     Nov 1, 2017
  3. d08

    d08

    Not to my knowledge, unfortunately.
     
    #13     Nov 1, 2017
  4. ryker

    ryker

    What about Quantopian? You can't download data but at least you can test ideas in Python.
     
    #14     Nov 3, 2017
  5. d08

    d08

    How smart is it to keep something valuable on a server where a company can access all your data freely and make money off of it?
     
    #15     Nov 3, 2017
    Simples and Patryk Jalmuzna like this.
  6. Thanks for the idea, but as d08 highlights, I feel uncomfortable by the uncertainty with that kind of service.

    Does anyone know if Python supports/read ASCII text format?
     
    #16     Nov 4, 2017
    Simples likes this.
  7. d08

    d08

    I suppose you mean something like a file with comma separated values (csv) and of course it can. It's quick and easy. My suggestion is to use Pandas as it has a lot of useful features and is often faster than native Python.
     
    #17     Nov 4, 2017
    Patryk Jalmuzna likes this.
  8. jjapp

    jjapp

    You should be able to read that data directly into a pandas data frame. If for some reason that causes problems you can use Python's standard io functions and then will likely have to do a little munging.
     
    #18     Nov 4, 2017
    Patryk Jalmuzna likes this.
  9. Younes

    Younes

    Hey d08, I have an IB account, I would like download intraday price data every 2-3 minutes (5 min is okay). Do you know how many stocks can I get every time? is there a tool to get the data directly from TWS?

    Thanks in advance.
     
    #19     Nov 5, 2017
  10. Unless you have a very large account size can you monitor 100 symbols in parallel. You would have to write your own software (multiple languages supported) and have it connected through the IB API. I don't know if such software has been made available by someone for everybody.
     
    #20     Nov 6, 2017
    d08 likes this.