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cleaned_tick_data's Introduction

How to use this repo

  1. Run download.sh. This file needs 3 args: your_data_folder, start_year, and end_year
  2. Wait for the data to completely download to your directory. ( This may take a while. Go out, run, then come back)
  3. Run process.py. This file needs 1 arg: your_data_folder (assuming the data download using download.sh)
  4. Grab a cup of coffee, and relax.

Example

bash download.sh your_data_folder 2003 2016

python process.py your_data_folder

If things go well:

download.sh result:

Alt

pocess.py result:

Alt

Check out the example csv file

The data is in format

 | Currency pairs | time_stamp | Bid | Ask |
 | -------------- | ---------- | --- | --- |

© hptran.me

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