Tag: automate

Download Intraday Stock Data with IEX and Parquet

Post Outline * Why IEX? * Why Parquet? * System Outline * Code * Links WHY IEX? IEX is a relatively new exchange (founded in 2012). For our purposes, what makes them different from other exchanges is they provide a robust FREE API to query their stock exchange data. As a result we can leverage the pandas-datareader framework to query IEX data quite simply. WHY PARQUET? I don't use Hadoop, however Parquet is a great storage format within the pandas ecosystem as well. It is fast, s

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Get Free Financial Data w/ Python (State street ETF Holdings - SPY)

One issue I frequently encounter during my research is the need to compare an individual stock, or collection of stocks vs its ETF benchmark. To do this I need accurate ETF holdings data. Generally this information is located on the ETF provider's website. However, this information is often inconvenient to access. Most websites including the ETF provider will do something like the following, where they only show the top 10 holdings, when what we really need is accessible only by clicking the hi

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