I am looking for a start for a script that will allow me to download multiple sets of data with a script. If something like this already exists I would greatly appreciate a point in that direction.
Here is exactly what I am looking for:
I have a list of ~1000 ticker symbols, with each symbol having a corresponding date. I will include an example below, of the input data.
Input Example:
Symbol Date
CRM 03/21/2018
ABBV 03/22/2018
AAPL 04/02/2018
The above list is a sample of 3 out of the 1000 symbols with corresponding dates that I will need the full trading day (regular market hours; 9:30AM -> 4:00PM) in the form of 1 minute bar price data.
I would be happy with an export of a .txt file containing all of this desired data, however a delimited .csv file with the Date/Time/O/H/L/C/Vol would be preferable.
I should also note, that I am able to do this one by one right now, by manually entering the symbol and date, and then downloading the .txt file as an output from Ninja.
The final output would be 1000 .txt or .csv files that each contain the minute data for each representative stock, on the particular date mentioned.
I am using a paid subscription to Kinetick for my data source, if that helps at all.
Thank you for any help on getting a start to this,
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