ffeast/finam-export

Looking up Specific Company Minute Data

OlafGeorge opened this issue · 1 comments

Hey sorry for commenting on the previous issue, I am new to GitHub.

I am wondering if you can add a code that can get the minute data of Nasdaq or any stock under the USA (BATS) section of finam.
I have tried to write a code to access it, but you seem to be a professional at coding and I could really use your help.

Thanks,
Olaf

Hello

You can find the script below. Caveats:

  • there're gaps in minutes data for nasdaq. I don't know why it's happening, finam's data has the same issue when downloaded directly from their website
  • you can't download minutes data for a long timespan due to finam.ru's restrictions, so you need to break up the desired interval into smaller chunks. Maybe I'll automate it one day
#!/usr/bin/env python
import logging
import datetime

from finam.export import Exporter, Market, LookupComparator, Timeframe

"""
Full-on example displaying up-to-date values of some important indicators
"""


def main():
    exporter = Exporter()
    nasdaq = exporter.lookup(code='NDAQ', market=Market.USA)
    data = exporter.download(nasdaq.index[0],
                             market=Market.USA,
                             timeframe=Timeframe.MINUTES1,
                             start_date=datetime.date(2020, 1, 31),
                             end_date=datetime.date(2020, 2, 1))
    print(data.head(10))


if __name__ == '__main__':
    logging.basicConfig(level=logging.DEBUG)
    main()