sp500scraper

command module
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Published: Sep 8, 2015 License: MIT Imports: 10 Imported by: 0

README

#S&P 500 Symbol Scraper

This is an example program, written in Go, that queries 1 day resolution candlestick data for symbols belonging to the S&P 500 from the Questrade API, and saves the result into an SQLite database. This program uses my wrapper over the Questrade API, qapi.

##Getting Started To start, you will need to be able to access the Questrade API

To run the example, you will need to store your refresh token in the environment variable REFRESH_TOKEN

export REFRESH_TOKEN=<your token here>

##Dependencies

go get github.com/alexurquhart/qapi
go get github.com/mattn/go-sqlite3

##Notes The symbols stored in sp500.json were scraped from Wikipedia on March 31st 2015 - this program does not take into account when symbols were added or removed from the index, or any splits/merges. It scrapes all symbols in the list back to a maximum of 5 years.

Documentation

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