Stock Data Resampler is a Python script that resamples an instruments minute by minute candle stick data (opening, closing price, ) to whatever interval you want, creating new candlesticks for those intervals using the prior data. It recieves a stocks data using the Alpha Vantage API, and resamples data using the Pandas and Numpy packages for Python.
- Free and efficient pulling of stock data from Alpha Vantage, which is then outputted to a CSV file
- Ability to specify from thousands of stocks to gather data from
- Resampling of data to whatever time interval you want using Pandas
- Correctly sorted candle sticks using Numpy showing proper closing, opening, high, low, and volume values
Minute by minute data resampled to 3 minute candle sticks
- Pandas: https://github.com/pandas-dev/pandas
- Alpha Vantage API: https://github.com/RomelTorres/alpha_vantage
- Numpy: https://github.com/numpy/numpy