INNER CODE UNIT · Python
get_minute_data
tejaslinge/Alpaca-ROC-Trading-Bot · main.py:24
def get_minute_data(tickers):
def save_min_data(ticker):
prices = api.get_trades(str(ticker), start = ((dt.now().astimezone(timezone('America/New_York'))) - timedelta(minutes=2)).isoformat(),
end = ((dt.now().astimezone(timezone('America/New_York')))).isoformat(),
limit = 10000).df[['price']]
prices.index = pd.to_datetime(prices.index, format = '%Y-%m-%d').strftime('%Y-%m-%d %H:%M')
prices = prices[~prices.index.duplicated(keep='first')]
quotes = api.get_quotes(str(ticker), start = ((dt.now().astimezone(timezone('America/New_York'))) - timedelta(minutes=2)).isoformat(),
end = ((dt.now().astimezone(timezone('America/New_York')))).isoformat(),
limit = 10000).df[['ask_price']]
quotes.index = pd.to_datetime(quotes.index, format = '%Y-%m-%d').strftime('%Y-%m-%d %H:%M')
quotes = quotes[~quotes.index.duplicated(keep='first')]
df = pd.merge(prices, quotes, how= 'inner', left_index=True, right_index= True)
df.to_csv('tick_data/{}.csv'.format(ticker))