Package Functions
- iex_parser.parse_date(date_str: str, download_dir: str, parsed_folder: str, symbol: str, download: bool = True, split: bool = False)[source]
This function (can) download and parse the IEXTP1 DEEP1.0 pcap files for a given date.
- Parameters:
date_str (str): The date string to be parsed. Format YYYY-MM-DD
download_dir (str): The directory where the files are downloaded.
parsed_folder (str): The directory where the parsed output should be saved.
symbol (str): Path to a txt file with symbols to parse. Must have one symbol per line. If “ALL”, all symbols are parsed.
download (bool): Whether to download the files. Default is True.
split (bool): Whether to split the output files. One file per letter of the anphabet is generated. Default is False.
- Returns:
None
- iex_parser.parse_dates(start_date: str, end_date: str, download_dir: str, parsed_folder: str, symbol: str, download: bool = False, split: bool = False)[source]
This function parses a range of dates and (downloads and) parses the corresponding IEXTP1 DEEP1.0 pcap files.
- Parameters:
start_date (str): The start date string in the format YYYY-MM-DD.
end_date (str): The end date string in the format YYYY-MM-DD.
download_dir (str): The directory where the files are downloaded.
parsed_folder (str): The directory where the parsed output should be saved.
symbol (str): Path to a txt file with symbols to parse. Must have one symbol per line. If “ALL”, all symbols are parsed.
download (bool): Whether to download the files. Default is False.
split (bool): Whether to split the output files. One file per letter of the anphabet is generated. Default is False.
- Returns:
None
- iex_parser.parse_file(file_path: str, parsed_folder: str, symbol: str, split: bool = False)[source]
This function parses a file using the IEX parser and redirects the output to a specified folder.
- Parameters:
file_path (str): The path to the file to be parsed.
parsed_folder (str): The path to the folder where the parsed output should be saved.
symbol (str): Path to a txt file with symbols to parse. Must have one symbol per line. If “ALL”, all symbols are parsed.
split (bool): Whether to split the output files. One file per letter of the anphabet is generated. Default is False.
- Returns:
None
- iex_parser.valid_date(s: str) str [source]
This function checks if a given string represents a valid date in the format YYYY-MM-DD.
- Parameters:
s (str): The string to be checked.
- Returns:
s (str): The input string if it represents a valid date, otherwise raises an error.
- iex_parser.download.download_hist_file(date: str, download_dir: str) bool [source]
Checks the hist_data JSON file for a specific file and downloads it if it doesn’t exist.
- Parameters:
date (str): The date in the format YYYYMMDD.
download_dir (str): The directory to download the file to.
- Returns:
bool: True if the file was downloaded or already existed, False otherwise.
- iex_parser.download.get_hist_data(date: str)[source]
Retrieves the historical data available on IEX (https://iextrading.com/api/1.0/hist) and parses it as JSON.
- Parameters:
date (str): The date in the format YYYYMMDD.
- Returns:
dict: The parsed JSON data for the required date.