January 2020
Beginner to intermediate
432 pages
11h 24m
English
Content preview from Python for Finance Cookbook
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How to do it...
Execute the following steps to download data from Intrinio.
- Import the libraries:
import intrinio_sdkimport pandas as pd
- Authenticate using the personal API key, and select the API:
intrinio_sdk.ApiClient().configuration.api_key['api_key'] = '{key}' security_api = intrinio_sdk.SecurityApi()
You need to replace {key} with your own API key.
- Request the data:
r = security_api.get_security_stock_prices(identifier='AAPL', start_date='2000-01-01', end_date='2010-12-31', frequency='daily', page_size=10000)
- Convert the results into a DataFrame:
response_list = [x.to_dict() for x in r.stock_prices]df_intrinio = pd.DataFrame(response_list).sort_values('date')df_intrinio.set_index('date', inplace=True)
The output looks like ...
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