caichangqi / secdb

A financial market data aggregation tool to build a FOSS securities master database

secdb

secdb is a financial market data aggregation program. It aggregates data from a number of websites and freely available APIs to build and maintain a SQL database. This database can then be used as a source for financial market analysis with confidence.

secdb will maintain the following data:

• ISO 4217 Currency Information

• Stock Exchanges

  • Name
  • Abbreviation
  • Ticker Suffix
  • City/Country
  • Currency
  • Region Timezone (UTC)
  • Timezone Offset
  • Exchange Open and Close Time (UTC)

• Data Vendors

  • Name
  • URL
  • API Key

• Symbols

  • Ticker
  • Name
  • Sector
  • Currency
  • Instrument Type
  • Listed Stock Exchange
  • Benchmark (where applicable)
  • Listing date (where applicable)

• Daily Prices

  • Date
  • Open
  • High
  • Low
  • Close
  • Volume

Dependencies

Python 3.5.2 or higher psycopg2 requests PostgreSQL

Installation

TBD

Configuration

TBD

Usage

secdb --build

secdb --update