StockDataResampler

Overview:

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.

Features:

• 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

Demo:

Minute by minute data resampled to 3 minute candle sticks

Libraries and Frameworks Used:

• Pandas: https://github.com/pandas-dev/pandas
• Alpha Vantage API: https://github.com/RomelTorres/alpha_vantage
• Numpy: https://github.com/numpy/numpy