iex-stocks

These Racket programs will download data from the IEX Stocks API and insert this data into a PostgreSQL database. The intended usage is :

$ racket chart-extract.rkt
$ racket chart-transform-load.rkt

$ racket splits-extract.rkt
$ racket splits-transform-load.rkt

$ racket dividends-extract.rkt
$ racket dividends-transform-load.rkt

$ racket company-extract.rkt
$ racket company-transform-load.rkt

Many of the above programs require a database password. The available parameters are:

$ racket chart-extract.rkt -h
racket chart-extract.rkt [ <option> ... ]
 where <option> is one of
  -d <date>, --date <date> : Exact date to query. Enabled only when querying for --history-range date
  -f <first>, --first-symbol <first> : First symbol to query. Defaults to nothing
  -l <last>, --last-symbol <last> : Last symbol to query. Defaults to nothing
  -n <name>, --db-name <name> : Database name. Defaults to 'local'
  -p <password>, --db-pass <password> : Database password
  -t <token>, --api-token <token> : IEX Cloud API Token
  -u <user>, --db-user <user> : Database user name. Defaults to 'user'
  -r <r>, --history-range <r> : Amount of history to request. Defaults to date, with date paired with a specified date using --date (-d)
  --help, -h : Show this help
  -- : Do not treat any remaining argument as a switch (at this level)
 Multiple single-letter switches can be combined after one `-`. For
  example: `-h-` is the same as `-h --`

$ racket chart-transform-load.rkt -h
racket chart-transform-load.rkt [ <option> ... ]
 where <option> is one of
  -b <folder>, --base-folder <folder> : IEX Stocks Chart base folder. Defaults to /var/tmp/iex/chart
  -d <date>, --folder-date <date> : IEX Stocks Chart folder date. Defaults to today
  -n <name>, --db-name <name> : Database name. Defaults to 'local'
  -p <password>, --db-pass <password> : Database password
  -u <user>, --db-user <user> : Database user name. Defaults to 'user'
  --help, -h : Show this help
  -- : Do not treat any remaining argument as a switch (at this level)
 Multiple single-letter switches can be combined after one `-`. For
  example: `-h-` is the same as `-h --`

$ racket splits-extract.rkt -h
racket splits-extract.rkt [ <option> ... ]
 where <option> is one of
  -n <name>, --db-name <name> : Database name. Defaults to 'local'
  -p <password>, --db-pass <password> : Database password
  -t <token>, --api-token <token> : IEX Cloud API Token
  -u <user>, --db-user <user> : Database user name. Defaults to 'user'
  -r <r>, --history-range <r> : Amount of history to request. Defaults to 1m (one month)
  --help, -h : Show this help
  -- : Do not treat any remaining argument as a switch (at this level)
 Multiple single-letter switches can be combined after one `-`. For
  example: `-h-` is the same as `-h --`

$ racket splits-transform-load.rkt -h
racket splits-transform-load.rkt [ <option> ... ]
 where <option> is one of
  -b <folder>, --base-folder <folder> : IEX Stocks splits base folder. Defaults to /var/tmp/iex/splits
  -d <date>, --folder-date <date> : IEX Stocks splits folder date. Defaults to today
  -n <name>, --db-name <name> : Database name. Defaults to 'local'
  -p <password>, --db-pass <password> : Database password
  -u <user>, --db-user <user> : Database user name. Defaults to 'user'
  --help, -h : Show this help
  -- : Do not treat any remaining argument as a switch (at this level)
 Multiple single-letter switches can be combined after one `-`. For
  example: `-h-` is the same as `-h --`

$ racket company-extract.rkt -h
racket company-extract.rkt [ <option> ... ]
 where <option> is one of
  -t <token>, --api-token <token> : IEX Cloud API Token
  --help, -h : Show this help
  -- : Do not treat any remaining argument as a switch (at this level)
 Multiple single-letter switches can be combined after one `-`. For
  example: `-h-` is the same as `-h --`

$ racket company-transform-load.rkt -h
racket company-transform-load.rkt [ <option> ... ]
 where <option> is one of
  -b <folder>, --base-folder <folder> : IEX Stocks company base folder. Defaults to /var/tmp/iex/company
  -d <date>, --folder-date <date> : IEX Stocks company folder date. Defaults to today
  -n <name>, --db-name <name> : Database name. Defaults to 'local'
  -p <password>, --db-pass <password> : Database password
  -u <user>, --db-user <user> : Database user name. Defaults to 'user'
  --help, -h : Show this help
  -- : Do not treat any remaining argument as a switch (at this level)
 Multiple single-letter switches can be combined after one `-`. For
  example: `-h-` is the same as `-h --`

The provided schema.sql file shows the expected schema within the target PostgreSQL instance. This process assumes that you can write to a /var/tmp/iex folder. This process also assumes that you have loaded your database with NASDAQ symbol file information. This data is provided by the nasdaq-symbols project.

Unfortunately, around June 2019, the ohlc and volume endpoints have been made unavailable to users of the free tier and, for NASDAQ data, a special NASDAQ permission must be received after July 2019. Data similar to those endpoints is now accessed through chart-extract and chart-transform-load. Data is only available for the previous day and prior.

Dependencies

It is recommended that you start with the standard Racket distribution. With that, you will need to install the following packages:

$ raco pkg install --skip-installed gregor http-easy tasks threading