darocha · June 19, 2020 23:20 · Jun 19, 2018 · Jun 19, 2018
diff --git a/gistfile1.txt → gistfile1.py b/gistfile1.txt → gistfile1.py
diff --git a/gistfile1.txt b/gistfile1.txt
@@ -0,0 +1,43 @@
+import alpaca_trade_api as tradeapi
+
+api = tradeapi.REST(key_id=<your key id>,secret_key=<your secret key>)
+
+storageLocation = "<your folder location>"
+barTimeframe = "1H" # 1Min, 5Min, 15Min, 1H, 1D
+assetsToDownload = ["SPY","MSFT","AAPL","NFLX"]
+
+iteratorPos = 0 # Tracks position in list of symbols to download
+assetListLen = len(assetsToDownload)
+while iteratorPos < assetListLen:
+	symbol = assetsToDownload[iteratorPos]
+
+	dataFile = ""
+	lastDate = "2013-00-00T00:00:00.000Z" # ISO8601 Date
+
+	# Verifies if symbol file exists	
+	try: # If file exists, reads the time of the last bar
+		dataFile =  open(storageLocation + '{0}.csv'.format(symbol), 'a+')
+		lastDate = list(csv.DictReader(dataFile))[-1]["time"]
+	except: # If not, initialises new CSV file
+		dataFile = open(storageLocation + '{0}.csv'.format(symbol), 'w')
+		dataFile.write("time,open,high,low,close,volume\n")
+
+
+	returned_data = api.get_bars(symbol,barTimeframe,start_dt=lastDate).bars
+
+	# Reads, formats and stores the new bars
+	for bar in returned_data:
+		ret_time = str(bar.time)
+		ret_open = str(bar.open)
+		ret_high = str(bar.high)
+		ret_low = str(bar.low)
+		ret_close = str(bar.close)
+		ret_volume = str(bar.volume)
+
+		# Writes formatted line to CSV file
+		dataFile.write(ret_time + "," + ret_open + "," + ret_high + "," + ret_low + "," + ret_close + "," + ret_volume)
+
+	dataFile.close()
+
+	iteratorPos += 1
+