- Run download.sh. This file needs 3 args: your_data_folder, start_year, and end_year
- Wait for the data to completely download to your directory. ( This may take a while. Go out, run, then come back)
- Run process.py. This file needs 1 arg: your_data_folder (assuming the data download using download.sh)
- Grab a cup of coffee, and relax.
bash download.sh your_data_folder 2003 2016
python process.py your_data_folder
The data is in format
| Currency pairs | time_stamp | Bid | Ask |
| -------------- | ---------- | --- | --- |