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import requests | ||
import pandas as pd | ||
import datetime | ||
import pytz | ||
api = '' #INSERT API HERE | ||
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def tickerlistcreator(): | ||
storagelist = [] | ||
status = 1 | ||
totalpages = 1 | ||
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#Set URL for the initial request | ||
url = 'https://api.polygon.io/v3/reference/tickers?type=CS&market=stocks&active=true&sort=ticker&order=asc&limit=1000' + api | ||
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while status == 1: | ||
response = requests.get(url) | ||
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for item in response.json()['results']: | ||
storagelist.append(item['ticker']) | ||
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if "next_url" in response.json(): | ||
url = response.json()['next_url'] + api | ||
totalpages += 1 | ||
else: | ||
status = 0 | ||
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print('total pages of symbols: ', totalpages) | ||
return(storagelist) | ||
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def stockdownloader(stock, startdate, enddate): | ||
url = ('https://api.polygon.io/v2/aggs/ticker/%s/range/1/day/%s/%s?adjusted=true&sort=asc&limit=1000' %(stock,startdate,enddate)) + api | ||
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status = 1 | ||
totalpages = 1 | ||
json_list = [] | ||
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while status == 1: | ||
response = requests.get(url) | ||
ticker = response.json()['ticker'] | ||
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try: | ||
for item in response.json()['results']: | ||
date = datetime.datetime.fromtimestamp(item['t']/1000, tz= pytz.timezone('America/New_York')).date() | ||
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response2 = requests.get('https://api.polygon.io/vX/reference/tickers/%s?date=%s&apiKey=p7YmJp6VUZkyk1dfsv7DVbs5yyDloGdU' %(stock,date) ) | ||
marketcap = response2.json()['results']['market_cap'] | ||
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json_element = { | ||
'date': date, | ||
'open': item['o'], | ||
'high': item['h'], | ||
'low': item['l'], | ||
'close': item['c'], | ||
'marketcap': marketcap } | ||
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json_list.append(json_element) | ||
except: | ||
print("Error with stock:", stock) | ||
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if "next_url" in response.json(): | ||
url = response.json()['next_url'] + api | ||
totalpages += 1 | ||
else: | ||
status = 0 | ||
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df = pd.DataFrame(json_list) | ||
print(df) | ||
print('total pages of stock data: ', totalpages) | ||
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#------- RUNNING FUNCTIONS ------- | ||
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#Define test universe | ||
tickerlist = tickerlistcreator() | ||
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print("First 10 tickers: ", tickerlist[0:10]) | ||
print("Total number of tickers is: ", len(tickerlist)) | ||
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#Download data - the main function - set currently to just use the first ticker | ||
for stock in tickerlist[0:1]: | ||
stockdownloader(stock, '2021-01-01','2021-12-31') |