Get historical daily data from NASDAQ by ticker

historical_nasdaq_ticker.py

import requests
import json
import pandas as pd
import datetime


def get_from_nasdaq(ticker, date_from=None, date_to=None) -> pd.DataFrame:
    """Return historical daily data for ticker from NASDAQ
    
    Args:
        ticker (str): NASDAQ ticker
        date_from (str, date-like): Start of period, YYYY-mm-dd. Default is today
        date_to (str, date-like): End of period, YYYY-mm-dd. Default is date_from
    
    Returns:
        (pd.DataFrame): Dataframe with daily high, low, open, close,
            volume and value
    """
    if not ticker:
        raise ValueError('You must include ticker')
        
    if not date_from:
        date_from = datetime.date.today().strftime('%Y-%m-%d')
    if not date_to:
         date_to = date_from

    url = "https://api.nasdaq.com/api/quote/{}/chart".format(ticker.upper())
    params = {
        'assetclass': 'stocks',
        'fromdate': date_from, 
        'todate': date_to
    } 
    r = requests.get(url, params=params)
    data = json.loads(r.content)['data']['chart']
    data = [day['z'] for day in data]
    data = pd.DataFrame(data)
    data.set_index('dateTime', inplace=True)
    data.index = pd.to_datetime(data.index).to_period('D')
    data.index.names = ['date']
    return data

if __name__ == '__main__':
    print(get_from_nasdaq('aapl'))