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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