iex-stocks
These Racket programs will download data from the IEX Stocks API and insert this data into a PostgreSQL database. The intended usage is :
$ racket chart-extract.rkt
$ racket chart-transform-load.rkt
$ racket splits-extract.rkt
$ racket splits-transform-load.rkt
$ racket dividends-extract.rkt
$ racket dividends-transform-load.rkt
$ racket company-extract.rkt
$ racket company-transform-load.rkt
The provided schema.sql file shows the expected schema within the target PostgreSQL instance. This process assumes that you can write to a /var/tmp/iex folder. This process also assumes that you have loaded your database with NASDAQ symbol file information. This data is provided by the nasdaq-symbols project.
Unfortunately, around June 2019, the ohlc
and volume
endpoints have been made unavailable to users of the free tier and, for NASDAQ data, a special NASDAQ permission must be received after July 2019. Data similar to those endpoints is now accessed through chart-extract
and chart-transform-load
. Data is only available for the previous day and prior.
Dependencies
It is recommended that you start with the standard Racket distribution. With that, you will need to install the following packages:
$ raco pkg install --skip-installed gregor tasks threading