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License: Apache License 2.0
API to access Reuters data from a remote server
License: Apache License 2.0
Add an option to the reuters_convert command line tool to replace the RIC symbol based name to exchange name
Create a json config file that will store the information of local and server configuration such as
$ reuters_download -i CL -s 20160103 -e 20160131 -v -u ksharma -p ********
2016-06-10 20:12:56,304 - pyreuters.bin.download - INFO - Saving data to /home/kapil/dev/reuters/data
2016-06-10 20:12:56,305 - pyreuters.bin.download - INFO - Connecting to server ip 10.10.100.222
2016-06-10 20:12:56,305 - pyreuters.bin.download - INFO - Saving to /home/kapil/dev/reuters/data
2016-06-10 20:12:56,305 - pyreuters.bin.download - INFO - Start date: 2016-01-03
2016-06-10 20:12:56,305 - pyreuters.bin.download - INFO - End date: 2016-01-31
2016-06-10 20:12:56,305 - pyreuters.bin.download - INFO - Instruments ['CL']
2016-06-10 20:12:56,545 - pyreuters.bin.download - INFO - Downloading data for date 2016-01-03
Traceback (most recent call last):
File "/home/kapil/anaconda2/bin/reuters_download", line 9, in <module>
load_entry_point('pyreuters==0.0.9', 'console_scripts', 'reuters_download')()
File "/home/kapil/anaconda2/lib/python2.7/site-packages/pyreuters-0.0.9-py2.7.egg/pyreuters/bin/download.py", line 136, in main
"for {}".format(len(inst_files), inst))
ValueError: cannot switch from manual field specification to automatic field numbering
Add a --clean argument to convert script so that data could be cleaned while saving
In[1] reuters.read_raw("NGQ6", "2016-01-03", verbose=True)
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
<ipython-input-5-f4b69a8fd6c1> in <module>()
----> 1 reuters.read_raw("NGQ6", "2016-01-03", verbose=True)
/Applications/anaconda/lib/python2.7/site-packages/pyreuters-0.0.14-py2.7.egg/pyreuters/data.pyc in read_raw(symbol, date, path, verbose, logger)
21 symbol + ".csv.gz")
22 if verbose:
---> 23 logger.info("Reading market data file - {}".format(to_read))
24 if os.path.exists(to_read):
25 rd = pd.read_csv(to_read, compression='gzip')
AttributeError: 'NoneType' object has no attribute 'info'
Currently, only ["Bid", "BidSize", "Ask", "AskSize"]
work with clean functions
Add an option to reuters_convert command line tool to add exchange to the filename used to save hdf5 data
The README.md needs to be updated to show and overview of the package.
This script will parse all the existing symbols on the server and return the available symbols and products on the server.
This will give a list of RIC codes and their corresponding exchange codes
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