tsherknus / spx500_scraper Goto Github PK

S&P 500 Data Aggregation Software

• Gathers high, low, open, close, and volume values in 5 minute intervals for 505 S&P stock tickers.

• Values are stored in a local mySQL database to facilitate low overhead data analysis via Python linear regression algorithms.

• Gathers high, low, open, close, and volume values in 1 day intervals for all tickers listed in the S&P.

• Values are stored in a local mySQL database to facilitate low overhead data analysis via Python linear regression algorithms.

On the horizon:

• Record earnings dates up to 180 days in advance. Primarily utilization of earnings dates as changepoints in a stocks profitability.