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.
- Download the folder and unzip
- Open ‘Windows terminal’
- type ‘cd’ followed by a space and then drag the folder to the terminal window. Press ‘enter’
- type ‘pip3 install -r requirements.txt’. Press ‘enter’
- Open ‘secrets_EXAMPLE.py’ and follow instructions that file
- type ‘python core.py’ to run the program. Press ‘enter’
- If we stop the program before it’s completed a date, we will have to delete that date manually and start the program again
- 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
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’