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Save lebedov/f09030b865c4cb142af1 to your computer and use it in GitHub Desktop.
#!/usr/bin/env python | |
""" | |
Retrieve intraday stock data from Google Finance. | |
""" | |
import csv | |
import datetime | |
import re | |
import pandas as pd | |
import requests | |
def get_google_finance_intraday(ticker, period=60, days=1): | |
""" | |
Retrieve intraday stock data from Google Finance. | |
Parameters | |
---------- | |
ticker : str | |
Company ticker symbol. | |
period : int | |
Interval between stock values in seconds. | |
days : int | |
Number of days of data to retrieve. | |
Returns | |
------- | |
df : pandas.DataFrame | |
DataFrame containing the opening price, high price, low price, | |
closing price, and volume. The index contains the times associated with | |
the retrieved price values. | |
""" | |
uri = 'http://www.google.com/finance/getprices' \ | |
'?i={period}&p={days}d&f=d,o,h,l,c,v&df=cpct&q={ticker}'.format(ticker=ticker, | |
period=period, | |
days=days) | |
page = requests.get(uri) | |
reader = csv.reader(page.content.splitlines()) | |
columns = ['Open', 'High', 'Low', 'Close', 'Volume'] | |
rows = [] | |
times = [] | |
for row in reader: | |
if re.match('^[a\d]', row[0]): | |
if row[0].startswith('a'): | |
start = datetime.datetime.fromtimestamp(int(row[0][1:])) | |
times.append(start) | |
else: | |
times.append(start+datetime.timedelta(seconds=period*int(row[0]))) | |
rows.append(map(float, row[1:])) | |
if len(rows): | |
return pd.DataFrame(rows, index=pd.DatetimeIndex(times, name='Date'), | |
columns=columns) | |
else: | |
return pd.DataFrame(rows, index=pd.DatetimeIndex(times, name='Date')) |
what is the symbol for NIFTY50 data
what is the symbol for NIFTY50 data
Yahoo finance symbol for nifty 50 = '^NSEI'
import requests
import pandas as pd
import arrow
import datetime
def get_quote_data(symbol , data_range='1d', data_interval='1m'):
res = requests.get('https://query1.finance.yahoo.com/v8/finance/chart/{symbol}?range={data_range}&interval={data_interval}'.format(**locals()))
data = res.json()
body = data['chart']['result'][0]
dt = datetime.datetime
dt = pd.Series(map(lambda x: arrow.get(x).to('Asia/Calcutta').datetime.replace(tzinfo=None), body['timestamp']), name='Datetime')
df = pd.DataFrame(body['indicators']['quote'][0], index=dt)
dg = pd.DataFrame(body['timestamp'])
df = df.loc[:, ('open', 'high', 'low', 'close', 'volume')]
df.dropna(inplace=True)
df.columns = ['OPEN', 'HIGH','LOW','CLOSE','VOLUME']
return df
for s in symbol:
data = get_quote_data(s,'1d','1m')
data.to_csv(s.strip(".NS")+'.csv')
this is for multiple stock symbols
To sum up this string..
Step 1: Install python: https://www.python.org/downloads/
Step 2: Install panda: pip install panda
Step 3: Save this code:
'
import requests
import pandas as pd
import arrow
import datetime
def get_quote_data(symbol='SBIN.NS', data_range='1d', data_interval='1m'):
res = requests.get('https://query1.finance.yahoo.com/v8/finance/chart/{symbol}?range={data_range}&interval={data_interval}'.format(**locals()))
data = res.json()
body = data['chart']['result'][0]
dt = datetime.datetime
dt = pd.Series(map(lambda x: arrow.get(x).to('Asia/Calcutta').datetime.replace(tzinfo=None), body['timestamp']), name='Datetime')
df = pd.DataFrame(body['indicators']['quote'][0], index=dt)
dg = pd.DataFrame(body['timestamp'])
data = get_quote_data('SBIN.NS', '5d', '1m')
data.dropna(inplace=True) #removing NaN rows
print(data)
data.to_csv('output.csv')
'
Step 4: Drag the saved python file to CMD and an output CSV will be saved.