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Expand functionality of get_historical_data #231

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addisonlynch opened this issue Dec 6, 2020 · 1 comment
Open

Expand functionality of get_historical_data #231

addisonlynch opened this issue Dec 6, 2020 · 1 comment
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@addisonlynch
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addisonlynch commented Dec 6, 2020

  • Add option to pull day-by-day to reduce message count
  • Caching? @Olshansk
  • Add option to pull adjusted or unadjusted prices
  • Improve documentation with more examples
  • Add note to documentation that using chartCloseOnly greatly reduces message count (2 vs 10 per period)
@Olshansk
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Olshansk commented Dec 6, 2020

  1. What do you mean Add option to pull day-by-day to reduce message count?

  2. I'm currently using pandas HDFStore and am caching my historical data locally like so: https://gist.github.com/Olshansk/fdac980488692cbd7192a1efaf7402f4. In short it does the following:

  • Cache previously called data
  • Minimize message count by only retrieving new data. So if you request the last 15 years of data every 5 days, the message count will only apply to the last 5 days after the first call.

The main thing worth noting is that the onus for maintaining (storing, closing, opening, etc...) the store file is on the developer. Let me know what you think.

  1. Add option to pull adjusted or unadjusted prices. +1; shouldn't be too hard.

  2. Improve documentation with more examples.+1

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