Download and Process High Frequency Data from NetFods

最新推荐文章于 2022-06-20 22:47:22 发布

zhucai4

最新推荐文章于 2022-06-20 22:47:22 发布

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本文链接：https://blog.csdn.net/zhucai4/article/details/45531827

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本文介绍如何通过API获取交易数据，并利用Python进行高频交易数据的下载与处理，探讨在实际操作中遇到的问题。

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API for trade data

http://hopey.netfonds.no/tradedump.php?date=20150423&paper=AAPL.O&csv_format=csv

API for quota data should be

http://hopey.netfonds.no/posdump.php?date=20150423&paper=AAPL.O&csv_format=txt

but does not work.

Download trading price and volume

import numpy as np
import pandas as pd
import datetime as dt
from urllib import urlretrieve

url1 = 'http://hopey.netfonds.no/tradedump.php?'
url2 = 'date=%s%s%s&paper=AAPL.O&csv_format=csv'
url = url1 + url2
year = '2015'
month = '04'
days = ['20', '21', '22', '23', '24']

AAPL =  pd.DataFrame()
for day in days:
    tickdata = pd.read_csv(url % (ye