Pythondata
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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