get_iex.py

# -*- encoding=utf-8 -*-

import requests
import csv
from datetime import datetime
import pandas as pd
import json


SYMBOLS_FILE = 'nasdaq-listed-symbols.csv'
IEX_URL_TEMPLATE = 'https://api.iextrading.com/1.0/stock/{symbol}/chart/5y'
DATE_FORMAT = '%Y-%m-%d'


with open(SYMBOLS_FILE, 'r') as symbols_fd:
    sample = symbols_fd.read(8192)
    symbols_fd.seek(0)

    sniffer = csv.Sniffer()
    dialect = sniffer.sniff(sample)

    csv_reader = csv.DictReader(symbols_fd, dialect=dialect)

    stocks = {
        row['Symbol']: row['Company Name'].strip()
        for row in csv_reader
    }

df = pd.DataFrame()
symbols = stocks.keys()

for i, symbol in enumerate(symbols, start=1):
    resp = requests.get(IEX_URL_TEMPLATE.format(symbol=symbol))
    resp_data = json.loads(resp.content)
    dates = [
        datetime.strptime(item['date'], DATE_FORMAT)
        for item in resp_data
    ]
    # check https://iextrading.com/developer/docs/#chart
    # for other possible values
    values = [
        item['close']
        for item in resp_data
    ]
    series = pd.Series(values, index=dates)
    print("Loading {} ({} of {})...".format(symbol, i, len(symbols)))
    df[symbol] = series

df.to_csv('stock_closing.csv')