Data Pipelining With Polygon¶
Python Imports¶
In [1]:
# Standard Library
import datetime
import io
import os
import random
import sys
import warnings
from datetime import datetime, timedelta
from pathlib import Path
# Data Handling
import numpy as np
import pandas as pd
# Data Visualization
import matplotlib.dates as mdates
import matplotlib.pyplot as plt
import matplotlib.ticker as mtick
import seaborn as sns
from matplotlib.ticker import FormatStrFormatter, FuncFormatter, MultipleLocator
# Data Sources
import yfinance as yf
# Statistical Analysis
import statsmodels.api as sm
# Machine Learning
from sklearn.decomposition import PCA
from sklearn.preprocessing import StandardScaler
# Suppress warnings
warnings.filterwarnings("ignore")
Add Directories To Path¶
In [2]:
# Add the source subdirectory to the system path to allow import config from settings.py
current_directory = Path(os.getcwd())
website_base_directory = current_directory.parent.parent.parent
src_directory = website_base_directory / "src"
sys.path.append(str(src_directory)) if str(src_directory) not in sys.path else None
# Import settings.py
from settings import config
# Add configured directories from config to path
SOURCE_DIR = config("SOURCE_DIR")
sys.path.append(str(Path(SOURCE_DIR))) if str(Path(SOURCE_DIR)) not in sys.path else None
# Add other configured directories
BASE_DIR = config("BASE_DIR")
CONTENT_DIR = config("CONTENT_DIR")
POSTS_DIR = config("POSTS_DIR")
PAGES_DIR = config("PAGES_DIR")
PUBLIC_DIR = config("PUBLIC_DIR")
SOURCE_DIR = config("SOURCE_DIR")
DATA_DIR = config("DATA_DIR")
DATA_MANUAL_DIR = config("DATA_MANUAL_DIR")
# Print system path
for i, path in enumerate(sys.path):
print(f"{i}: {path}")
0: /usr/lib/python313.zip 1: /usr/lib/python3.13 2: /usr/lib/python3.13/lib-dynload 3: 4: /home/jared/python-virtual-envs/general_313/lib/python3.13/site-packages 5: /home/jared/Cloud_Storage/Dropbox/Websites/jaredszajkowski.github.io/src
Track Index Dependencies¶
In [3]:
# Create file to track markdown dependencies
dep_file = Path("index_dep.txt")
dep_file.write_text("")
Out[3]:
0
Python Functions¶
In [4]:
from export_track_md_deps import export_track_md_deps
from polygon_fetch_full_history import polygon_fetch_full_history
from polygon_pull_data import polygon_pull_data
Function Usage¶
Polygon Fetch Full History¶
In [5]:
from load_api_keys import load_api_keys
from polygon import RESTClient
# Load API keys from the environment
api_keys = load_api_keys()
# Get the environment variable for where data is stored
DATA_DIR = config("DATA_DIR")
# Open client connection
client = RESTClient(api_key=api_keys["POLYGON_KEY"])
# Create an empty DataFrame
df = pd.DataFrame({
'Date': pd.Series(dtype="datetime64[ns]"),
'open': pd.Series(dtype="float64"),
'high': pd.Series(dtype="float64"),
'low': pd.Series(dtype="float64"),
'close': pd.Series(dtype="float64"),
'volume': pd.Series(dtype="float64"),
'vwap': pd.Series(dtype="float64"),
'transactions': pd.Series(dtype="int64"),
'otc': pd.Series(dtype="object")
})
# Example usage - minute
df = polygon_fetch_full_history(
client=client,
ticker="AMZN",
timespan="day",
multiplier=1,
adjusted=True,
full_history_df=df,
current_start=datetime(2025, 1, 1),
free_tier=True,
verbose=True,
)
Pulling day data for 2025-01-01 00:00:00 thru 2025-03-02 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.1500 218.19 220.22 33956579.0
1 2025-01-03 05:00:00 222.505 225.3600 221.62 224.19 27515606.0
2 2025-01-06 05:00:00 226.780 228.8350 224.84 227.61 31849831.0
3 2025-01-07 05:00:00 227.900 228.3810 221.46 222.11 28084164.0
4 2025-01-08 05:00:00 223.185 223.5200 220.20 222.13 25033292.0
5 2025-01-10 05:00:00 221.460 221.7100 216.50 218.94 36811525.0
6 2025-01-13 05:00:00 218.060 219.4000 216.47 218.46 27262655.0
7 2025-01-14 05:00:00 220.440 221.8200 216.20 217.76 24711650.0
8 2025-01-15 05:00:00 222.830 223.5700 220.75 223.35 31291257.0
9 2025-01-16 05:00:00 224.420 224.6500 220.31 220.66 24757276.0
10 2025-01-17 05:00:00 225.840 226.5100 223.08 225.94 42370123.0
11 2025-01-21 05:00:00 228.900 231.7800 226.94 230.71 39951456.0
12 2025-01-22 05:00:00 232.020 235.4400 231.19 235.01 41448217.0
13 2025-01-23 05:00:00 234.100 235.5200 231.51 235.42 26404364.0
14 2025-01-24 05:00:00 234.500 236.4000 232.93 234.85 25890738.0
15 2025-01-27 05:00:00 226.210 235.6100 225.86 235.42 49428332.0
16 2025-01-28 05:00:00 234.290 241.7700 233.98 238.15 41587188.0
17 2025-01-29 05:00:00 239.015 240.3900 236.15 237.07 26091716.0
18 2025-01-30 05:00:00 237.140 237.9500 232.22 234.64 32020728.0
19 2025-01-31 05:00:00 236.500 240.2900 236.41 237.68 36162377.0
20 2025-02-03 05:00:00 234.060 239.2500 232.90 237.42 37285868.0
21 2025-02-04 05:00:00 239.010 242.5200 238.03 242.06 29713812.0
22 2025-02-05 05:00:00 237.020 238.3200 235.20 236.17 38832042.0
23 2025-02-06 05:00:00 238.010 239.6599 236.01 238.83 60897095.0
24 2025-02-07 05:00:00 232.500 234.8100 228.06 229.15 77539276.0
25 2025-02-10 05:00:00 230.545 233.9200 229.20 233.14 35419926.0
26 2025-02-11 05:00:00 231.920 233.4400 230.13 232.76 23713726.0
27 2025-02-12 05:00:00 230.460 231.1800 228.16 228.93 32285249.0
28 2025-02-13 05:00:00 228.850 230.4200 227.52 230.37 31346512.0
29 2025-02-14 05:00:00 229.200 229.8900 227.23 228.68 27031084.0
30 2025-02-18 05:00:00 228.820 229.3000 223.72 226.65 42975133.0
31 2025-02-19 05:00:00 225.520 226.8300 223.71 226.63 28566709.0
32 2025-02-20 05:00:00 224.775 225.1300 221.81 222.88 30001665.0
33 2025-02-21 05:00:00 223.280 223.3100 214.74 216.58 55323850.0
34 2025-02-24 05:00:00 217.450 217.7150 212.42 212.71 42387585.0
35 2025-02-25 05:00:00 211.630 213.3400 204.16 212.80 58957977.0
36 2025-02-26 05:00:00 214.940 218.1600 213.09 214.35 39120603.0
37 2025-02-27 05:00:00 218.350 219.9700 208.37 208.74 40548571.0
38 2025-02-28 05:00:00 208.650 212.6200 206.99 212.28 51771737.0
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
5 218.8640 493840 None
6 218.1426 373519 None
7 218.6245 332022 None
8 222.6690 353985 None
9 221.8942 313323 None
10 225.3927 385914 None
11 230.0901 552447 None
12 234.0950 512233 None
13 234.2435 365153 None
14 234.4587 349378 None
15 231.8188 661486 None
16 238.6365 542344 None
17 237.4141 384889 None
18 235.0230 428122 None
19 238.2019 435388 None
20 236.6088 551855 None
21 241.1698 412003 None
22 236.5720 552144 None
23 235.7527 803119 None
24 230.4527 943441 None
25 232.4151 473182 None
26 232.1101 329473 None
27 229.6079 400325 None
28 229.3312 408846 None
29 228.6543 375369 None
30 225.8082 600702 None
31 225.3773 391423 None
32 222.9351 447333 None
33 217.7122 774966 None
34 214.0526 586136 None
35 209.6983 800750 None
36 215.4418 508442 None
37 212.3725 558788 None
38 210.4030 540930 None
Combined data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.1500 218.19 220.22 33956579.0
1 2025-01-03 05:00:00 222.505 225.3600 221.62 224.19 27515606.0
2 2025-01-06 05:00:00 226.780 228.8350 224.84 227.61 31849831.0
3 2025-01-07 05:00:00 227.900 228.3810 221.46 222.11 28084164.0
4 2025-01-08 05:00:00 223.185 223.5200 220.20 222.13 25033292.0
5 2025-01-10 05:00:00 221.460 221.7100 216.50 218.94 36811525.0
6 2025-01-13 05:00:00 218.060 219.4000 216.47 218.46 27262655.0
7 2025-01-14 05:00:00 220.440 221.8200 216.20 217.76 24711650.0
8 2025-01-15 05:00:00 222.830 223.5700 220.75 223.35 31291257.0
9 2025-01-16 05:00:00 224.420 224.6500 220.31 220.66 24757276.0
10 2025-01-17 05:00:00 225.840 226.5100 223.08 225.94 42370123.0
11 2025-01-21 05:00:00 228.900 231.7800 226.94 230.71 39951456.0
12 2025-01-22 05:00:00 232.020 235.4400 231.19 235.01 41448217.0
13 2025-01-23 05:00:00 234.100 235.5200 231.51 235.42 26404364.0
14 2025-01-24 05:00:00 234.500 236.4000 232.93 234.85 25890738.0
15 2025-01-27 05:00:00 226.210 235.6100 225.86 235.42 49428332.0
16 2025-01-28 05:00:00 234.290 241.7700 233.98 238.15 41587188.0
17 2025-01-29 05:00:00 239.015 240.3900 236.15 237.07 26091716.0
18 2025-01-30 05:00:00 237.140 237.9500 232.22 234.64 32020728.0
19 2025-01-31 05:00:00 236.500 240.2900 236.41 237.68 36162377.0
20 2025-02-03 05:00:00 234.060 239.2500 232.90 237.42 37285868.0
21 2025-02-04 05:00:00 239.010 242.5200 238.03 242.06 29713812.0
22 2025-02-05 05:00:00 237.020 238.3200 235.20 236.17 38832042.0
23 2025-02-06 05:00:00 238.010 239.6599 236.01 238.83 60897095.0
24 2025-02-07 05:00:00 232.500 234.8100 228.06 229.15 77539276.0
25 2025-02-10 05:00:00 230.545 233.9200 229.20 233.14 35419926.0
26 2025-02-11 05:00:00 231.920 233.4400 230.13 232.76 23713726.0
27 2025-02-12 05:00:00 230.460 231.1800 228.16 228.93 32285249.0
28 2025-02-13 05:00:00 228.850 230.4200 227.52 230.37 31346512.0
29 2025-02-14 05:00:00 229.200 229.8900 227.23 228.68 27031084.0
30 2025-02-18 05:00:00 228.820 229.3000 223.72 226.65 42975133.0
31 2025-02-19 05:00:00 225.520 226.8300 223.71 226.63 28566709.0
32 2025-02-20 05:00:00 224.775 225.1300 221.81 222.88 30001665.0
33 2025-02-21 05:00:00 223.280 223.3100 214.74 216.58 55323850.0
34 2025-02-24 05:00:00 217.450 217.7150 212.42 212.71 42387585.0
35 2025-02-25 05:00:00 211.630 213.3400 204.16 212.80 58957977.0
36 2025-02-26 05:00:00 214.940 218.1600 213.09 214.35 39120603.0
37 2025-02-27 05:00:00 218.350 219.9700 208.37 208.74 40548571.0
38 2025-02-28 05:00:00 208.650 212.6200 206.99 212.28 51771737.0
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
5 218.8640 493840 None
6 218.1426 373519 None
7 218.6245 332022 None
8 222.6690 353985 None
9 221.8942 313323 None
10 225.3927 385914 None
11 230.0901 552447 None
12 234.0950 512233 None
13 234.2435 365153 None
14 234.4587 349378 None
15 231.8188 661486 None
16 238.6365 542344 None
17 237.4141 384889 None
18 235.0230 428122 None
19 238.2019 435388 None
20 236.6088 551855 None
21 241.1698 412003 None
22 236.5720 552144 None
23 235.7527 803119 None
24 230.4527 943441 None
25 232.4151 473182 None
26 232.1101 329473 None
27 229.6079 400325 None
28 229.3312 408846 None
29 228.6543 375369 None
30 225.8082 600702 None
31 225.3773 391423 None
32 222.9351 447333 None
33 217.7122 774966 None
34 214.0526 586136 None
35 209.6983 800750 None
36 215.4418 508442 None
37 212.3725 558788 None
38 210.4030 540930 None
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-03-01 00:00:00 thru 2025-04-30 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-03-03 05:00:00 213.352 214.0100 202.5500 205.02 42948447.0
1 2025-03-04 05:00:00 200.110 206.8000 197.4320 203.80 60853084.0
2 2025-03-05 05:00:00 204.800 209.9800 203.2600 208.36 38610085.0
3 2025-03-06 05:00:00 204.400 205.7700 198.3015 200.70 49863755.0
4 2025-03-07 05:00:00 199.490 202.2653 192.5300 199.25 59802821.0
5 2025-03-10 04:00:00 195.600 196.7300 190.8500 194.54 62350926.0
6 2025-03-11 04:00:00 193.900 200.1800 193.4000 196.59 54002880.0
7 2025-03-12 04:00:00 200.720 201.5200 195.2900 198.89 43679284.0
8 2025-03-13 04:00:00 198.165 198.8799 191.8200 193.89 41270761.0
9 2025-03-14 04:00:00 197.410 198.6500 195.3200 197.95 38096663.0
10 2025-03-17 04:00:00 198.770 199.0000 194.3247 195.74 47341752.0
11 2025-03-18 04:00:00 192.520 194.0000 189.3800 192.82 40414867.0
12 2025-03-19 04:00:00 193.380 195.9650 191.9600 195.54 39442878.0
13 2025-03-20 04:00:00 193.070 199.3200 192.3000 194.95 38921113.0
14 2025-03-21 04:00:00 192.900 196.9900 192.5200 196.21 60056917.0
15 2025-03-24 04:00:00 200.000 203.6400 199.9500 203.26 41625365.0
16 2025-03-25 04:00:00 203.595 206.2100 203.2200 205.71 31171161.0
17 2025-03-26 04:00:00 205.835 206.0100 199.9250 201.13 32990973.0
18 2025-03-27 04:00:00 200.890 203.7900 199.2821 201.36 27317661.0
19 2025-03-28 04:00:00 198.420 199.2600 191.8810 192.72 52548226.0
20 2025-03-31 04:00:00 188.190 191.3300 184.4000 190.26 63547558.0
21 2025-04-01 04:00:00 187.860 193.9300 187.2000 192.17 41267315.0
22 2025-04-02 04:00:00 187.660 198.3400 187.6600 196.01 53679198.0
23 2025-04-03 04:00:00 182.995 184.1300 176.9200 178.41 95553617.0
24 2025-04-04 04:00:00 167.145 178.1436 166.0000 171.00 123159359.0
25 2025-04-07 04:00:00 162.000 183.4099 161.3800 175.26 109327115.0
26 2025-04-08 04:00:00 185.230 185.9000 168.5700 170.66 87710360.0
27 2025-04-09 04:00:00 172.115 192.6500 169.9300 191.10 116804328.0
28 2025-04-10 04:00:00 185.440 186.8692 175.8518 181.22 68302045.0
29 2025-04-11 04:00:00 179.930 185.8600 178.0000 184.87 50594339.0
30 2025-04-14 04:00:00 186.840 187.4400 179.2300 182.12 48002540.0
31 2025-04-15 04:00:00 181.410 182.3500 177.9331 179.59 43641952.0
32 2025-04-16 04:00:00 176.290 179.1046 171.4100 174.33 51875316.0
33 2025-04-17 04:00:00 176.000 176.2100 172.0000 172.61 44726453.0
34 2025-04-21 04:00:00 169.600 169.6000 165.2850 167.32 48126111.0
35 2025-04-22 04:00:00 169.845 176.7800 169.3500 173.18 56607202.0
36 2025-04-23 04:00:00 183.450 187.3800 180.1900 180.60 63470149.0
37 2025-04-24 04:00:00 180.915 186.7400 180.1800 186.54 43763196.0
38 2025-04-25 04:00:00 187.620 189.9400 185.4900 188.99 36414330.0
39 2025-04-28 04:00:00 190.105 190.2200 184.8850 187.70 33224732.0
40 2025-04-29 04:00:00 183.990 188.0158 183.6800 187.39 41667255.0
41 2025-04-30 04:00:00 182.170 185.0500 178.8500 184.42 55176543.0
vwap transactions otc
0 207.4103 666781 None
1 201.9283 872022 None
2 207.0552 514659 None
3 201.4563 688561 None
4 197.6619 785672 None
5 193.5839 902822 None
6 196.8215 668549 None
7 198.8820 573896 None
8 194.3326 588538 None
9 197.4359 470644 None
10 196.4612 568556 None
11 192.0851 554394 None
12 194.2885 445698 None
13 195.6360 455391 None
14 195.3015 394836 None
15 202.3699 515880 None
16 205.1037 402368 None
17 202.2164 450177 None
18 201.8553 363321 None
19 193.9820 678645 None
20 188.2800 769862 None
21 191.4704 528168 None
22 194.2870 710850 None
23 180.3426 1447903 None
24 173.2162 1529094 None
25 172.6690 1420152 None
26 176.4128 1146023 None
27 182.3345 1310706 None
28 181.6510 925662 None
29 182.6453 638386 None
30 182.9501 656762 None
31 180.0701 564759 None
32 174.8524 685436 None
33 173.5808 527949 None
34 166.9255 726774 None
35 173.2470 617509 None
36 183.1208 732657 None
37 184.8801 516092 None
38 187.9963 489570 None
39 187.4701 452721 None
40 186.2911 507603 None
41 182.7658 688982 None
Combined data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.1500 218.190 220.22 33956579.0
1 2025-01-03 05:00:00 222.505 225.3600 221.620 224.19 27515606.0
2 2025-01-06 05:00:00 226.780 228.8350 224.840 227.61 31849831.0
3 2025-01-07 05:00:00 227.900 228.3810 221.460 222.11 28084164.0
4 2025-01-08 05:00:00 223.185 223.5200 220.200 222.13 25033292.0
.. ... ... ... ... ... ...
76 2025-04-24 04:00:00 180.915 186.7400 180.180 186.54 43763196.0
77 2025-04-25 04:00:00 187.620 189.9400 185.490 188.99 36414330.0
78 2025-04-28 04:00:00 190.105 190.2200 184.885 187.70 33224732.0
79 2025-04-29 04:00:00 183.990 188.0158 183.680 187.39 41667255.0
80 2025-04-30 04:00:00 182.170 185.0500 178.850 184.42 55176543.0
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
.. ... ... ...
76 184.8801 516092 None
77 187.9963 489570 None
78 187.4701 452721 None
79 186.2911 507603 None
80 182.7658 688982 None
[81 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-04-29 00:00:00 thru 2025-06-28 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-04-29 04:00:00 183.990 188.015800 183.6800 187.39 41667255.0
1 2025-04-30 04:00:00 182.170 185.050000 178.8500 184.42 55176543.0
2 2025-05-01 04:00:00 190.630 191.807112 187.5000 190.20 74265963.0
3 2025-05-02 04:00:00 191.435 192.880000 186.4000 189.98 77903487.0
4 2025-05-05 04:00:00 186.510 188.180000 185.5300 186.35 35217469.0
5 2025-05-06 04:00:00 184.570 187.930000 183.8500 185.01 29314055.0
6 2025-05-07 04:00:00 185.560 190.990000 185.0100 188.71 44002926.0
7 2025-05-08 04:00:00 191.430 194.330000 188.8200 192.08 41043620.0
8 2025-05-09 04:00:00 193.375 194.690000 191.1600 193.06 29663143.0
9 2025-05-12 04:00:00 210.710 211.660000 205.7500 208.64 75205042.0
10 2025-05-13 04:00:00 211.080 214.840000 210.1000 211.37 56193682.0
11 2025-05-14 04:00:00 211.450 211.930000 208.8500 210.25 38492128.0
12 2025-05-15 04:00:00 206.450 206.880000 202.6730 205.17 64347317.0
13 2025-05-16 04:00:00 206.850 206.850000 204.3740 205.59 43318478.0
14 2025-05-19 04:00:00 201.645 206.620000 201.2600 206.16 34314810.0
15 2025-05-20 04:00:00 204.628 205.589900 202.6500 204.07 29470373.0
16 2025-05-21 04:00:00 201.610 203.455000 200.0600 201.12 42460924.0
17 2025-05-22 04:00:00 201.380 205.760000 200.1600 203.10 38938882.0
18 2025-05-23 04:00:00 198.900 202.370000 197.8500 200.99 33393545.0
19 2025-05-27 04:00:00 203.085 206.690000 202.1900 206.02 34892044.0
20 2025-05-28 04:00:00 205.915 207.660000 204.4100 204.72 28549753.0
21 2025-05-29 04:00:00 208.025 208.810000 204.2300 205.70 34700005.0
22 2025-05-30 04:00:00 204.840 205.990000 201.6950 205.01 51679406.0
23 2025-06-02 04:00:00 204.980 207.000000 202.6800 206.65 29113319.0
24 2025-06-03 04:00:00 207.105 208.946900 205.0300 205.71 33139121.0
25 2025-06-04 04:00:00 206.550 208.180000 205.1800 207.23 29915592.0
26 2025-06-05 04:00:00 209.550 212.810000 207.5600 207.91 51979243.0
27 2025-06-06 04:00:00 212.400 213.869900 210.5000 213.57 39832500.0
28 2025-06-09 04:00:00 214.750 217.850000 212.8800 216.98 38102502.0
29 2025-06-10 04:00:00 216.780 217.690000 214.1500 217.61 31303317.0
30 2025-06-11 04:00:00 217.410 218.400000 212.8900 213.20 39325981.0
31 2025-06-12 04:00:00 211.780 213.580000 211.3300 213.24 27639991.0
32 2025-06-13 04:00:00 209.960 214.050000 209.6200 212.10 29337763.0
33 2025-06-16 04:00:00 212.310 217.060000 211.6000 216.10 33284158.0
34 2025-06-17 04:00:00 215.195 217.410000 214.5600 214.82 32086262.0
35 2025-06-18 04:00:00 215.090 217.960000 212.3400 212.52 44360509.0
36 2025-06-20 04:00:00 214.680 214.890000 208.2709 209.69 75350733.0
37 2025-06-23 04:00:00 209.790 210.390000 207.3101 208.47 37311725.0
38 2025-06-24 04:00:00 212.135 214.340000 211.0450 212.77 38378757.0
39 2025-06-25 04:00:00 214.615 216.030000 211.1100 211.99 31755698.0
40 2025-06-26 04:00:00 213.120 218.035000 212.0100 217.12 50480814.0
41 2025-06-27 04:00:00 219.920 223.300000 216.7400 223.30 119217138.0
vwap transactions otc
0 186.2911 507603 None
1 182.7658 688982 None
2 188.9767 890648 None
3 189.9300 920469 None
4 186.9373 458698 None
5 185.6619 371859 None
6 188.4964 499932 None
7 192.1266 513351 None
8 192.7564 362745 None
9 208.1558 920091 None
10 212.6792 743293 None
11 210.4614 519690 None
12 204.7892 821281 None
13 205.3336 490987 None
14 205.3692 425652 None
15 204.0108 417640 None
16 201.5235 569211 None
17 203.3273 514617 None
18 200.7891 483196 None
19 205.2156 505171 None
20 205.6978 407710 None
21 206.2943 496232 None
22 204.5318 493714 None
23 205.5940 438892 None
24 206.6343 436643 None
25 206.8920 406881 None
26 209.7551 668806 None
27 212.5672 512176 None
28 216.0254 560148 None
29 216.5561 429031 None
30 214.8840 503640 None
31 212.8655 364940 None
32 211.9129 443361 None
33 215.1622 457829 None
34 215.7332 431316 None
35 214.6135 475101 None
36 210.6230 591675 None
37 208.9130 513937 None
38 213.1129 459901 None
39 212.8066 417565 None
40 216.0944 572822 None
41 221.7267 750603 None
Combined data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.150 218.1900 220.22 33956579.0
1 2025-01-03 05:00:00 222.505 225.360 221.6200 224.19 27515606.0
2 2025-01-06 05:00:00 226.780 228.835 224.8400 227.61 31849831.0
3 2025-01-07 05:00:00 227.900 228.381 221.4600 222.11 28084164.0
4 2025-01-08 05:00:00 223.185 223.520 220.2000 222.13 25033292.0
.. ... ... ... ... ... ...
116 2025-06-23 04:00:00 209.790 210.390 207.3101 208.47 37311725.0
117 2025-06-24 04:00:00 212.135 214.340 211.0450 212.77 38378757.0
118 2025-06-25 04:00:00 214.615 216.030 211.1100 211.99 31755698.0
119 2025-06-26 04:00:00 213.120 218.035 212.0100 217.12 50480814.0
120 2025-06-27 04:00:00 219.920 223.300 216.7400 223.30 119217138.0
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
.. ... ... ...
116 208.9130 513937 None
117 213.1129 459901 None
118 212.8066 417565 None
119 216.0944 572822 None
120 221.7267 750603 None
[121 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-06-27 00:00:00 thru 2025-08-26 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-06-27 04:00:00 219.920 223.3000 216.7400 223.30 119217138.0
1 2025-06-30 04:00:00 223.520 223.8200 219.1200 219.39 58887780.0
2 2025-07-01 04:00:00 219.500 221.8750 217.9300 220.46 39256830.0
3 2025-07-02 04:00:00 219.730 221.6000 219.0600 219.92 30894178.0
4 2025-07-03 04:00:00 221.820 224.0100 221.3600 223.41 29632353.0
5 2025-07-07 04:00:00 223.000 224.2900 222.3700 223.47 36604139.0
6 2025-07-08 04:00:00 223.915 224.0000 218.4300 219.36 45691987.0
7 2025-07-09 04:00:00 221.070 224.2900 220.4700 222.54 38155121.0
8 2025-07-10 04:00:00 221.550 222.7900 219.7000 222.26 30370591.0
9 2025-07-11 04:00:00 223.580 226.6799 222.3700 225.02 50518307.0
10 2025-07-14 04:00:00 225.070 226.6600 224.2400 225.69 35702597.0
11 2025-07-15 04:00:00 226.200 227.2700 225.4550 226.35 34907294.0
12 2025-07-16 04:00:00 225.875 226.1000 222.1800 223.19 39535926.0
13 2025-07-17 04:00:00 223.320 224.5000 222.5100 223.88 31855831.0
14 2025-07-18 04:00:00 225.140 226.4000 222.9800 226.13 37833807.0
15 2025-07-21 04:00:00 225.835 229.6900 225.6500 229.30 40297556.0
16 2025-07-22 04:00:00 229.680 230.0000 226.3500 227.47 37483702.0
17 2025-07-23 04:00:00 228.470 228.7900 227.0900 228.29 28294852.0
18 2025-07-24 04:00:00 229.170 236.0000 228.6400 232.23 42902266.0
19 2025-07-25 04:00:00 232.220 232.4800 231.1800 231.44 28712095.0
20 2025-07-28 04:00:00 233.350 234.2900 232.2500 232.79 26300138.0
21 2025-07-29 04:00:00 234.150 234.7200 230.3100 231.01 33716220.0
22 2025-07-30 04:00:00 231.640 231.8000 229.2900 230.19 32993273.0
23 2025-07-31 04:00:00 235.770 236.5300 231.4000 234.11 104357263.0
24 2025-08-01 04:00:00 217.210 220.4399 212.8000 214.75 122258801.0
25 2025-08-04 04:00:00 217.400 217.4400 211.4200 211.65 77890146.0
26 2025-08-05 04:00:00 213.050 216.3000 212.8700 213.75 51505121.0
27 2025-08-06 04:00:00 214.695 222.6500 213.7409 222.31 54823045.0
28 2025-08-07 04:00:00 221.000 226.2200 220.8200 223.13 40603513.0
29 2025-08-08 04:00:00 223.140 223.8000 221.8836 222.69 32970477.0
30 2025-08-11 04:00:00 221.780 223.0500 220.4000 221.30 31646222.0
31 2025-08-12 04:00:00 222.230 223.5000 219.0500 221.47 37254707.0
32 2025-08-13 04:00:00 222.000 224.9185 222.0000 224.56 36508335.0
33 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
34 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
35 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
36 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
37 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 221.7267 750603 None
1 220.6316 673189 None
2 220.1508 544150 None
3 220.2103 429633 None
4 222.8867 364422 None
5 223.4121 513469 None
6 220.4836 615447 None
7 222.4555 493756 None
8 221.7055 451223 None
9 224.8908 661385 None
10 225.6173 460428 None
11 226.4985 507705 None
12 223.7872 556155 None
13 223.6948 445580 None
14 225.2906 454003 None
15 228.3292 530328 None
16 227.8662 475209 None
17 228.1765 344504 None
18 231.8022 526287 None
19 231.7831 365765 None
20 233.0997 394809 None
21 231.4830 446598 None
22 230.9240 445462 None
23 232.4106 1254660 None
24 216.2973 1742475 None
25 213.1312 1046525 None
26 214.5142 639055 None
27 219.4299 654274 None
28 223.1357 553279 None
29 222.6698 397504 None
30 221.3865 441975 None
31 221.4124 472607 None
32 223.9846 488194 None
33 230.5020 738785 None
34 231.3857 495351 None
35 230.5791 371228 None
36 228.3423 405021 None
37 223.6745 493752 None
Combined data:
Date open high low close volume \
0 2025-01-02 05:00:00 222.030 225.1500 218.190 220.22 33956579.0
1 2025-01-03 05:00:00 222.505 225.3600 221.620 224.19 27515606.0
2 2025-01-06 05:00:00 226.780 228.8350 224.840 227.61 31849831.0
3 2025-01-07 05:00:00 227.900 228.3810 221.460 222.11 28084164.0
4 2025-01-08 05:00:00 223.185 223.5200 220.200 222.13 25033292.0
.. ... ... ... ... ... ...
153 2025-08-14 04:00:00 227.400 233.1100 227.020 230.98 61545824.0
154 2025-08-15 04:00:00 232.580 234.0800 229.807 231.03 39649244.0
155 2025-08-18 04:00:00 230.225 231.9100 228.330 231.49 25248890.0
156 2025-08-19 04:00:00 230.090 230.5283 227.120 228.01 29891012.0
157 2025-08-20 04:00:00 227.120 227.2700 220.915 223.81 36604319.0
vwap transactions otc
0 221.2745 449631 None
1 223.7050 346976 None
2 227.0921 410686 None
3 223.4033 379570 None
4 222.0414 325539 None
.. ... ... ...
153 230.5020 738785 None
154 231.3857 495351 None
155 230.5791 371228 None
156 228.3423 405021 None
157 223.6745 493752 None
[158 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
In [6]:
# Copy this <!-- INSERT_polygon_fetch_full_history_HERE --> to index_temp.md
export_track_md_deps(dep_file=dep_file, md_filename="polygon_fetch_full_history.md", content=df.to_markdown(floatfmt=".5f"))
✅ Exported and tracked: polygon_fetch_full_history.md
Polygon Pull Data¶
In [7]:
current_year = datetime.now().year
current_month = datetime.now().month
current_day = datetime.now().day
# Example usage - daily
df = polygon_pull_data(
base_directory=DATA_DIR,
ticker="AMZN",
source="Polygon",
asset_class="Equities",
start_date=datetime(current_year - 2, current_month, current_day),
timespan="day",
multiplier=1,
adjusted=True,
force_existing_check=True,
free_tier=True,
verbose=True,
excel_export=True,
pickle_export=True,
output_confirmation=True,
)
File found...updating the AMZN day data.
Existing data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Last date in existing data: 2025-08-20 04:00:00
Number of rows in existing data: 518
Forcing check of existing data...
Pulling day data for 2023-08-21 00:00:00 thru 2023-10-20 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2023-08-22 04:00:00 135.080 135.6500 133.7300 134.25 32935104.0
1 2023-08-23 04:00:00 134.500 135.9500 133.2200 135.52 42801043.0
2 2023-08-24 04:00:00 136.400 136.7750 131.8300 131.84 43646250.0
3 2023-08-25 04:00:00 132.470 133.8700 130.5800 133.26 44147451.0
4 2023-08-28 04:00:00 133.780 133.9500 131.8500 133.14 34108410.0
5 2023-08-29 04:00:00 133.380 135.1400 133.2500 134.91 38646093.0
6 2023-08-30 04:00:00 134.930 135.6800 133.9200 135.07 36137015.0
7 2023-08-31 04:00:00 135.060 138.7885 135.0000 138.01 58781314.0
8 2023-09-01 04:00:00 139.455 139.9600 136.8750 138.12 40991536.0
9 2023-09-05 04:00:00 137.730 137.8000 135.8200 137.27 40636738.0
10 2023-09-06 04:00:00 136.320 137.4500 134.6100 135.36 41785507.0
11 2023-09-07 04:00:00 133.900 138.0300 133.1600 137.85 48498912.0
12 2023-09-08 04:00:00 136.860 138.8519 136.7500 138.23 38365929.0
13 2023-09-11 04:00:00 138.750 143.6200 138.6400 143.10 56764525.0
14 2023-09-12 04:00:00 142.320 143.0000 140.6100 141.23 42668452.0
15 2023-09-13 04:00:00 140.950 144.9800 140.8650 144.85 60465175.0
16 2023-09-14 04:00:00 145.080 145.8600 142.9500 144.72 64033607.0
17 2023-09-15 04:00:00 142.690 143.5700 140.0900 140.39 102909327.0
18 2023-09-18 04:00:00 140.480 141.7500 139.2200 139.98 42823480.0
19 2023-09-19 04:00:00 138.700 138.8400 135.5600 137.63 61482470.0
20 2023-09-20 04:00:00 138.550 139.3700 135.2000 135.29 46263716.0
21 2023-09-21 04:00:00 131.940 132.2400 129.3100 129.33 70343342.0
22 2023-09-22 04:00:00 131.110 132.0300 128.5200 129.12 59904348.0
23 2023-09-25 04:00:00 129.360 131.7800 128.7700 131.27 46017825.0
24 2023-09-26 04:00:00 130.120 130.3900 125.2800 125.98 73048207.0
25 2023-09-27 04:00:00 125.760 127.4800 124.1300 125.98 66553449.0
26 2023-09-28 04:00:00 124.040 126.5801 123.0400 125.98 54554968.0
27 2023-09-29 04:00:00 128.200 129.1500 126.3200 127.12 62411730.0
28 2023-10-02 04:00:00 127.280 130.4700 126.5400 129.46 48029744.0
29 2023-10-03 04:00:00 128.060 128.5200 124.2544 124.72 51564991.0
30 2023-10-04 04:00:00 126.060 127.3600 125.6800 127.00 44203870.0
31 2023-10-05 04:00:00 126.710 126.7300 124.3300 125.96 39660643.0
32 2023-10-06 04:00:00 124.160 128.4500 124.1300 127.96 46836698.0
33 2023-10-09 04:00:00 126.220 128.7900 124.7600 128.26 38773738.0
34 2023-10-10 04:00:00 128.820 130.7400 128.0500 129.48 42178619.0
35 2023-10-11 04:00:00 129.740 132.0500 129.6100 131.83 40741842.0
36 2023-10-12 04:00:00 132.170 134.4800 131.2300 132.33 55528581.0
37 2023-10-13 04:00:00 132.980 133.3145 128.9500 129.79 45824685.0
38 2023-10-16 04:00:00 130.690 133.0700 130.4250 132.55 42832918.0
39 2023-10-17 04:00:00 130.390 132.5800 128.7100 131.47 49344550.0
40 2023-10-18 04:00:00 129.900 130.6699 127.5100 128.13 42699479.0
41 2023-10-19 04:00:00 130.565 132.2400 127.4700 128.40 60961355.0
42 2023-10-20 04:00:00 128.050 128.1700 124.9700 125.17 56406410.0
vwap transactions otc
0 134.5803 328047 None
1 134.9818 382203 None
2 133.1621 406488 None
3 132.5207 405801 None
4 132.7142 333030 None
5 134.4652 361304 None
6 134.9916 325590 None
7 137.7966 466039 None
8 137.9769 398730 None
9 136.8707 363848 None
10 135.6483 399464 None
11 136.5671 426888 None
12 138.0726 351930 None
13 141.8304 546830 None
14 141.6569 395583 None
15 143.8922 520766 None
16 144.8135 511529 None
17 141.0102 563980 None
18 140.0755 346514 None
19 136.9778 488183 None
20 136.9168 402932 None
21 130.5430 643638 None
22 130.1568 486108 None
23 130.8524 412022 None
24 126.9468 619791 None
25 125.4248 553871 None
26 125.0832 493974 None
27 127.5752 439844 None
28 128.9332 436813 None
29 125.4744 479691 None
30 126.5844 407400 None
31 125.6178 356274 None
32 126.7206 410287 None
33 126.9932 347740 None
34 129.6571 369849 None
35 130.7803 364559 None
36 132.8411 475931 None
37 130.6094 387721 None
38 132.1167 395337 None
39 131.0178 400903 None
40 128.9440 404633 None
41 129.8377 538133 None
42 125.9402 489134 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2023-10-19 00:00:00 thru 2023-12-18 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2023-10-19 04:00:00 130.565 132.2400 127.4700 128.40 60961355.0
1 2023-10-20 04:00:00 128.050 128.1700 124.9700 125.17 56406410.0
2 2023-10-23 04:00:00 124.630 127.8800 123.9800 126.56 48259953.0
3 2023-10-24 04:00:00 127.740 128.8000 126.3400 128.56 46477355.0
4 2023-10-25 04:00:00 126.040 126.3400 120.7900 121.39 74577544.0
5 2023-10-26 04:00:00 120.630 121.6393 118.3500 119.57 100419516.0
6 2023-10-27 04:00:00 126.200 130.0200 125.5200 127.74 125309313.0
7 2023-10-30 04:00:00 129.720 133.0000 128.5600 132.71 72485542.0
8 2023-10-31 04:00:00 132.750 133.5700 131.7100 133.09 51589380.0
9 2023-11-01 04:00:00 133.960 137.3500 133.7100 137.00 61529409.0
10 2023-11-02 04:00:00 138.730 138.8100 136.4700 138.07 52236693.0
11 2023-11-03 04:00:00 138.990 139.4900 137.4500 138.60 44059805.0
12 2023-11-06 05:00:00 138.760 140.7300 138.3600 139.74 44970417.0
13 2023-11-07 05:00:00 140.550 143.3700 140.5000 142.71 53553537.0
14 2023-11-08 05:00:00 142.970 143.1200 141.2183 142.08 44521658.0
15 2023-11-09 05:00:00 142.020 142.6500 139.8400 140.60 36235367.0
16 2023-11-10 05:00:00 140.460 143.6500 139.9100 143.56 49349937.0
17 2023-11-13 05:00:00 142.080 143.2300 140.6700 142.59 35680570.0
18 2023-11-14 05:00:00 145.000 147.2600 144.6800 145.80 56674551.0
19 2023-11-15 05:00:00 147.060 147.2900 142.5900 143.20 63875720.0
20 2023-11-16 05:00:00 140.910 143.3200 139.5200 142.83 49653512.0
21 2023-11-17 05:00:00 142.660 145.2300 142.5450 145.18 49678437.0
22 2023-11-20 05:00:00 145.130 146.6300 144.7250 146.13 41978766.0
23 2023-11-21 05:00:00 143.910 144.0500 141.5000 143.90 71225992.0
24 2023-11-22 05:00:00 144.570 147.7400 144.5700 146.71 45700002.0
25 2023-11-24 05:00:00 146.700 147.2000 145.3200 146.74 22378379.0
26 2023-11-27 05:00:00 147.530 149.2600 146.8800 147.73 53762428.0
27 2023-11-28 05:00:00 146.980 147.5999 145.5300 147.03 42711682.0
28 2023-11-29 05:00:00 147.850 148.5400 145.9700 146.32 40610907.0
29 2023-11-30 05:00:00 144.760 146.9300 144.3320 146.09 65814022.0
30 2023-12-01 05:00:00 146.000 147.2450 145.5500 147.03 39951833.0
31 2023-12-04 05:00:00 145.250 145.3500 142.8100 144.84 48294244.0
32 2023-12-05 05:00:00 143.550 148.5700 143.1300 146.88 46822411.0
33 2023-12-06 05:00:00 147.580 147.8500 144.2800 144.52 39678960.0
34 2023-12-07 05:00:00 146.150 147.9200 145.3400 146.88 52352830.0
35 2023-12-08 05:00:00 145.480 147.8400 145.4000 147.42 41905965.0
36 2023-12-11 05:00:00 145.660 146.1900 143.6400 145.89 50907288.0
37 2023-12-12 05:00:00 145.520 147.5000 145.3000 147.48 44944264.0
38 2023-12-13 05:00:00 148.120 149.4600 146.8200 148.84 52766196.0
39 2023-12-14 05:00:00 149.930 150.5400 145.5200 147.42 58400848.0
40 2023-12-15 05:00:00 148.380 150.5700 147.8800 149.97 110089342.0
41 2023-12-18 05:00:00 150.560 154.8550 150.0500 154.07 62512828.0
vwap transactions otc
0 129.8377 538133 None
1 125.9402 489134 None
2 126.3033 423355 None
3 127.8893 399787 None
4 122.7390 738252 None
5 120.5766 866563 None
6 128.1285 1056045 None
7 131.7162 616257 None
8 132.7607 432954 None
9 135.7789 552684 None
10 137.6996 464074 None
11 138.5921 406045 None
12 139.6953 392505 None
13 142.5043 469255 None
14 142.0397 375299 None
15 141.2394 338545 None
16 142.3780 410268 None
17 142.3769 339006 None
18 146.1430 508013 None
19 143.9570 550008 None
20 142.0802 444059 None
21 144.3582 381169 None
22 145.9368 380926 None
23 143.0430 566880 None
24 146.7929 428449 None
25 146.3718 217521 None
26 148.2873 465572 None
27 146.8346 383221 None
28 146.8633 358306 None
29 145.7585 460829 None
30 146.6909 361363 None
31 144.4521 462624 None
32 146.6481 446158 None
33 145.5034 365815 None
34 146.7179 382097 None
35 146.9405 343829 None
36 145.3001 435150 None
37 146.7466 338593 None
38 148.2608 438472 None
39 147.8687 532121 None
40 149.5349 492773 None
41 153.4071 511128 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2023-12-17 00:00:00 thru 2024-02-15 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2023-12-18 05:00:00 150.56 154.855 150.0500 154.07 62512828.0
1 2023-12-19 05:00:00 154.40 155.120 152.6900 153.79 43171292.0
2 2023-12-20 05:00:00 152.90 155.630 151.5600 152.12 50322106.0
3 2023-12-21 05:00:00 153.30 153.970 152.1000 153.84 36305733.0
4 2023-12-22 05:00:00 153.77 154.350 152.7100 153.42 29514093.0
5 2023-12-26 05:00:00 153.56 153.975 153.0300 153.41 25067222.0
6 2023-12-27 05:00:00 153.56 154.780 153.1200 153.34 31434733.0
7 2023-12-28 05:00:00 153.72 154.080 152.9500 153.38 27057002.0
8 2023-12-29 05:00:00 153.10 153.890 151.0300 151.94 39823204.0
9 2024-01-02 05:00:00 151.54 152.380 148.3900 149.93 47339424.0
10 2024-01-03 05:00:00 149.20 151.050 148.3300 148.47 49425495.0
11 2024-01-04 05:00:00 145.59 147.380 144.0500 144.57 56039807.0
12 2024-01-05 05:00:00 144.69 146.590 144.5300 145.24 45153147.0
13 2024-01-08 05:00:00 146.74 149.400 146.1500 149.10 46757053.0
14 2024-01-09 05:00:00 148.33 151.710 148.2100 151.37 43812567.0
15 2024-01-10 05:00:00 152.06 154.420 151.8810 153.73 44421830.0
16 2024-01-11 05:00:00 155.04 157.170 153.1200 155.18 49072691.0
17 2024-01-12 05:00:00 155.39 156.200 154.0100 154.62 40484155.0
18 2024-01-16 05:00:00 153.53 154.990 152.1500 153.16 41384636.0
19 2024-01-17 05:00:00 151.49 152.150 149.9100 151.71 34953363.0
20 2024-01-18 05:00:00 152.77 153.775 151.8200 153.50 37850245.0
21 2024-01-19 05:00:00 153.83 155.760 152.7400 155.34 51651628.0
22 2024-01-22 05:00:00 156.89 157.050 153.9000 154.78 43687468.0
23 2024-01-23 05:00:00 154.85 156.210 153.9300 156.02 37986039.0
24 2024-01-24 05:00:00 157.80 158.510 156.4800 156.87 48547315.0
25 2024-01-25 05:00:00 156.95 158.505 154.5501 157.75 43638592.0
26 2024-01-26 05:00:00 158.42 160.720 157.9100 159.12 51047353.0
27 2024-01-29 05:00:00 159.34 161.290 158.9000 161.26 45270385.0
28 2024-01-30 05:00:00 160.70 161.730 158.4900 159.00 45207430.0
29 2024-01-31 05:00:00 157.00 159.010 154.8100 155.20 50284371.0
30 2024-02-01 05:00:00 155.87 159.760 155.6200 159.28 76542419.0
31 2024-02-02 05:00:00 169.19 172.500 167.3300 171.81 117218313.0
32 2024-02-05 05:00:00 170.20 170.550 167.7000 170.31 55081297.0
33 2024-02-06 05:00:00 169.39 170.710 167.6500 169.15 42505518.0
34 2024-02-07 05:00:00 169.48 170.880 168.9400 170.53 47174060.0
35 2024-02-08 05:00:00 169.65 171.430 168.8800 169.84 42316454.0
36 2024-02-09 05:00:00 170.90 175.000 170.5803 174.45 56985986.0
37 2024-02-12 05:00:00 174.80 175.390 171.5400 172.34 51050440.0
38 2024-02-13 05:00:00 167.73 170.950 165.7500 168.64 56345122.0
39 2024-02-14 05:00:00 169.21 171.210 168.2800 170.98 42815544.0
40 2024-02-15 05:00:00 170.58 171.170 167.5900 169.80 49855196.0
vwap transactions otc
0 153.4071 511128 None
1 153.7217 384137 None
2 153.6876 461445 None
3 153.1091 350098 None
4 153.5444 310942 None
5 153.4082 282620 None
6 153.6438 311463 None
7 153.5269 301925 None
8 152.3275 353441 None
9 149.8527 476433 None
10 149.4058 416955 None
11 145.4160 541342 None
12 145.4513 380386 None
13 148.3238 410733 None
14 150.6311 403026 None
15 153.4523 430517 None
16 155.0181 468131 None
17 154.8238 351914 None
18 153.1343 396071 None
19 151.2287 354674 None
20 153.1334 344845 None
21 154.6114 408186 None
22 154.9418 427992 None
23 155.3239 353578 None
24 157.4001 435422 None
25 157.1518 455334 None
26 159.1848 426676 None
27 160.2769 447373 None
28 159.4989 458714 None
29 156.2692 532783 None
30 160.6891 742980 None
31 170.9357 1134751 None
32 169.5243 572539 None
33 168.8813 406692 None
34 170.1810 452958 None
35 170.2667 399952 None
36 173.3948 549269 None
37 173.2975 512028 None
38 168.8780 572688 None
39 170.0334 457093 None
40 169.4354 521440 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2024-02-14 00:00:00 thru 2024-04-14 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-02-14 05:00:00 169.210 171.2100 168.2800 170.980 42815544.0
1 2024-02-15 05:00:00 170.580 171.1700 167.5900 169.800 49855196.0
2 2024-02-16 05:00:00 168.740 170.4200 167.1700 169.510 48107744.0
3 2024-02-20 05:00:00 167.830 168.7100 165.7400 167.080 41980326.0
4 2024-02-21 05:00:00 168.940 170.2300 167.1400 168.590 44575623.0
5 2024-02-22 05:00:00 173.100 174.8000 171.7700 174.580 55392354.0
6 2024-02-23 05:00:00 174.280 175.7500 173.7000 174.990 59715243.0
7 2024-02-26 05:00:00 175.700 176.3700 174.2600 174.730 44368614.0
8 2024-02-27 05:00:00 174.075 174.6200 172.8600 173.540 31141732.0
9 2024-02-28 05:00:00 172.440 174.0500 172.2700 173.160 28180482.0
10 2024-02-29 05:00:00 173.010 177.2200 172.8500 176.760 53805359.0
11 2024-03-01 05:00:00 176.750 178.7250 176.0700 178.220 31981152.0
12 2024-03-04 05:00:00 177.530 180.1400 177.4900 177.580 37381520.0
13 2024-03-05 05:00:00 176.930 176.9300 173.3030 174.120 37228343.0
14 2024-03-06 05:00:00 175.540 176.4600 173.2600 173.510 32090926.0
15 2024-03-07 05:00:00 174.830 177.9900 173.7200 176.820 34063283.0
16 2024-03-08 05:00:00 176.440 178.7850 174.3300 175.350 37893242.0
17 2024-03-11 04:00:00 174.310 174.4700 171.4700 171.960 28484777.0
18 2024-03-12 04:00:00 173.500 176.7600 171.9800 175.390 36610604.0
19 2024-03-13 04:00:00 175.900 177.6200 175.5500 176.555 30772600.0
20 2024-03-14 04:00:00 177.690 179.5300 176.4650 178.750 43705840.0
21 2024-03-15 04:00:00 176.640 177.9300 173.9000 174.420 72147390.0
22 2024-03-18 04:00:00 175.800 176.6900 174.2800 174.480 31250688.0
23 2024-03-19 04:00:00 174.215 176.0900 173.5200 175.900 26880893.0
24 2024-03-20 04:00:00 176.140 178.5300 174.6400 178.150 29947150.0
25 2024-03-21 04:00:00 179.988 181.4150 178.1500 178.150 32824320.0
26 2024-03-22 04:00:00 177.752 179.2550 176.7500 178.870 27995378.0
27 2024-03-25 04:00:00 178.010 180.9900 177.2400 179.710 29815464.0
28 2024-03-26 04:00:00 180.150 180.4500 177.9500 178.300 29658982.0
29 2024-03-27 04:00:00 179.880 180.0000 177.3099 179.830 33272551.0
30 2024-03-28 04:00:00 180.170 181.7000 179.2600 180.380 38051588.0
31 2024-04-01 04:00:00 180.790 183.0000 179.9500 180.970 29174521.0
32 2024-04-02 04:00:00 179.070 180.7900 178.3762 180.690 32611546.0
33 2024-04-03 04:00:00 179.900 182.8700 179.8000 182.410 31046638.0
34 2024-04-04 04:00:00 184.000 185.1000 180.0000 180.000 41624261.0
35 2024-04-05 04:00:00 182.380 186.2700 181.9700 185.070 42373992.0
36 2024-04-08 04:00:00 186.900 187.2900 184.8100 185.190 39221282.0
37 2024-04-09 04:00:00 187.240 187.3400 184.2000 185.670 36546946.0
38 2024-04-10 04:00:00 182.765 186.2699 182.6700 185.950 35879151.0
39 2024-04-11 04:00:00 186.740 189.7700 185.5100 189.050 40020742.0
40 2024-04-12 04:00:00 187.720 188.3800 185.0800 186.130 38608849.0
vwap transactions otc
0 170.0334 457093 None
1 169.4354 521440 None
2 169.1823 468195 None
3 166.9099 478320 None
4 168.5460 466026 None
5 173.5407 547144 None
6 174.7441 467172 None
7 174.9955 428536 None
8 173.7541 357527 None
9 173.3190 328701 None
10 175.7037 446966 None
11 177.8612 406700 None
12 178.5391 443556 None
13 174.4669 448860 None
14 174.3209 389497 None
15 176.4306 379859 None
16 176.2105 443161 None
17 172.4231 409871 None
18 175.3076 416722 None
19 176.7291 362923 None
20 178.4157 461845 None
21 175.0466 465353 None
22 175.0880 358797 None
23 175.3685 318062 None
24 176.6897 355615 None
25 179.3211 377254 None
26 178.5495 295011 None
27 179.6492 352597 None
28 179.1228 326743 None
29 179.1069 341921 None
30 180.4863 364803 None
31 180.9175 370612 None
32 180.0750 355849 None
33 182.0849 350783 None
34 182.5315 465372 None
35 184.7021 465500 None
36 185.8041 427793 None
37 185.5047 400971 None
38 185.0344 448182 None
39 187.9700 445674 None
40 186.5613 420407 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2024-04-13 00:00:00 thru 2024-06-12 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-04-15 04:00:00 187.425 188.6900 183.0000 183.62 48052395.0
1 2024-04-16 04:00:00 183.270 184.8300 182.2600 183.32 32891265.0
2 2024-04-17 04:00:00 184.310 184.5700 179.8200 181.28 31359673.0
3 2024-04-18 04:00:00 181.470 182.3900 178.6500 179.22 30723793.0
4 2024-04-19 04:00:00 178.740 179.0000 173.4400 174.63 56000729.0
5 2024-04-22 04:00:00 176.940 178.8700 174.5600 177.23 37924890.0
6 2024-04-23 04:00:00 178.080 179.9300 175.9750 179.54 37046519.0
7 2024-04-24 04:00:00 179.940 180.3230 176.1800 176.59 34185109.0
8 2024-04-25 04:00:00 169.680 173.9200 166.3200 173.67 49249390.0
9 2024-04-26 04:00:00 177.795 180.8200 176.1300 179.62 43919765.0
10 2024-04-29 04:00:00 182.750 183.5300 179.3900 180.96 54063937.0
11 2024-04-30 04:00:00 181.090 182.9900 174.8000 175.00 94639786.0
12 2024-05-01 04:00:00 181.635 185.1500 176.5600 179.00 94645148.0
13 2024-05-02 04:00:00 180.850 185.1000 179.9100 184.72 54303510.0
14 2024-05-03 04:00:00 186.990 187.8700 185.4200 186.21 39172004.0
15 2024-05-06 04:00:00 186.280 188.7450 184.8000 188.70 34725295.0
16 2024-05-07 04:00:00 188.920 189.9400 187.3050 188.76 34048902.0
17 2024-05-08 04:00:00 187.440 188.4300 186.3850 188.00 26136350.0
18 2024-05-09 04:00:00 188.880 191.7000 187.4400 189.50 43368377.0
19 2024-05-10 04:00:00 189.160 189.8920 186.9300 187.48 34141771.0
20 2024-05-13 04:00:00 188.000 188.3100 185.3600 186.57 24898613.0
21 2024-05-14 04:00:00 183.820 187.7200 183.4500 187.07 38698155.0
22 2024-05-15 04:00:00 185.970 186.7193 182.7300 185.99 75459927.0
23 2024-05-16 04:00:00 185.600 187.3100 183.4600 183.63 38834450.0
24 2024-05-17 04:00:00 183.760 185.3000 183.3500 184.70 33175655.0
25 2024-05-20 04:00:00 184.340 186.6650 183.2800 183.54 30511768.0
26 2024-05-21 04:00:00 182.300 183.2600 180.7500 183.15 50839129.0
27 2024-05-22 04:00:00 183.880 185.2200 181.9715 183.13 28148784.0
28 2024-05-23 04:00:00 183.660 184.7600 180.0800 181.05 33670173.0
29 2024-05-24 04:00:00 181.650 182.4350 180.3000 180.75 27471640.0
30 2024-05-28 04:00:00 179.930 182.2400 179.4900 182.15 29926963.0
31 2024-05-29 04:00:00 181.700 184.0800 181.5500 182.02 32009294.0
32 2024-05-30 04:00:00 181.310 181.3400 178.3550 179.32 29249229.0
33 2024-05-31 04:00:00 178.300 179.2100 173.8700 176.44 58903939.0
34 2024-06-03 04:00:00 177.700 178.7000 175.9200 178.34 30786640.0
35 2024-06-04 04:00:00 177.640 179.8200 176.4400 179.34 27198388.0
36 2024-06-05 04:00:00 180.100 181.5000 178.7500 181.28 32116394.0
37 2024-06-06 04:00:00 181.745 185.0000 181.4900 185.00 31371151.0
38 2024-06-07 04:00:00 184.900 186.2888 183.3600 184.30 28021473.0
39 2024-06-10 04:00:00 184.070 187.2300 183.7900 187.06 34494498.0
40 2024-06-11 04:00:00 187.060 187.7700 184.5373 187.23 27265108.0
41 2024-06-12 04:00:00 188.015 188.3500 185.4300 186.89 33984216.0
vwap transactions otc
0 185.4571 507835 None
1 183.6970 400887 None
2 182.0367 395806 None
3 180.2611 383902 None
4 175.5315 569859 None
5 176.7253 396300 None
6 178.5315 379412 None
7 177.2280 405353 None
8 172.0357 618272 None
9 178.9723 478171 None
10 180.6619 592823 None
11 178.7014 852830 None
12 180.3923 964487 None
13 183.1937 529460 None
14 186.4278 413924 None
15 187.0583 394638 None
16 188.7466 400757 None
17 187.6368 306857 None
18 189.9402 460881 None
19 188.0349 355996 None
20 186.4346 333255 None
21 185.9235 426722 None
22 184.7315 786217 None
23 185.1924 411940 None
24 184.5362 339447 None
25 184.4488 371996 None
26 181.8687 515624 None
27 183.4584 344846 None
28 182.1214 384775 None
29 181.3674 333234 None
30 181.1801 401075 None
31 182.6075 361239 None
32 179.8024 392763 None
33 175.6595 614468 None
34 177.3956 415225 None
35 178.5865 329595 None
36 180.7343 362053 None
37 183.7391 374051 None
38 184.8873 336108 None
39 186.4005 385196 None
40 186.2675 341795 None
41 187.0695 443192 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2024-06-11 00:00:00 thru 2024-08-10 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-06-11 04:00:00 187.060 187.7700 184.5373 187.23 27265108.0
1 2024-06-12 04:00:00 188.015 188.3500 185.4300 186.89 33984216.0
2 2024-06-13 04:00:00 186.090 187.6700 182.6660 183.83 39721545.0
3 2024-06-14 04:00:00 183.080 183.7200 182.2300 183.66 25456410.0
4 2024-06-17 04:00:00 182.520 185.0000 181.2200 184.06 35601907.0
5 2024-06-18 04:00:00 183.735 184.2900 181.4300 182.81 36659157.0
6 2024-06-20 04:00:00 182.910 186.5100 182.7200 186.10 44726779.0
7 2024-06-21 04:00:00 187.800 189.2750 185.8600 189.08 72931754.0
8 2024-06-24 04:00:00 189.330 191.0000 185.3300 185.57 50610379.0
9 2024-06-25 04:00:00 186.810 188.8400 185.4200 186.34 45898475.0
10 2024-06-26 04:00:00 186.920 194.8000 186.2600 193.61 65103893.0
11 2024-06-27 04:00:00 195.005 199.8400 194.2000 197.85 74397491.0
12 2024-06-28 04:00:00 197.730 198.8500 192.5000 193.25 76930192.0
13 2024-07-01 04:00:00 193.490 198.2957 192.8200 197.20 41192011.0
14 2024-07-02 04:00:00 197.280 200.4300 195.9300 200.00 45600013.0
15 2024-07-03 04:00:00 199.940 200.0290 196.7601 197.59 31597926.0
16 2024-07-05 04:00:00 198.650 200.5500 198.1700 200.00 39858885.0
17 2024-07-08 04:00:00 200.040 201.2000 197.9600 199.29 34767261.0
18 2024-07-09 04:00:00 199.400 200.5700 199.0450 199.34 32756736.0
19 2024-07-10 04:00:00 199.995 200.1100 197.6900 199.79 32883753.0
20 2024-07-11 04:00:00 200.090 200.2699 192.8600 195.05 44565041.0
21 2024-07-12 04:00:00 194.800 196.4700 193.8301 194.49 30598525.0
22 2024-07-15 04:00:00 194.560 196.1900 190.8300 192.72 40683227.0
23 2024-07-16 04:00:00 195.590 196.6200 192.2400 193.02 33994714.0
24 2024-07-17 04:00:00 191.350 191.5800 185.9900 187.93 48076139.0
25 2024-07-18 04:00:00 189.590 189.6800 181.4480 183.75 51043626.0
26 2024-07-19 04:00:00 181.140 184.9300 180.1100 183.13 43081829.0
27 2024-07-22 04:00:00 185.000 185.0600 182.4800 182.55 39931923.0
28 2024-07-23 04:00:00 184.100 189.3900 183.5600 186.41 47537670.0
29 2024-07-24 04:00:00 183.200 185.4500 180.4100 180.83 41532360.0
30 2024-07-25 04:00:00 182.910 183.8958 176.8000 179.85 44464163.0
31 2024-07-26 04:00:00 180.390 183.1900 180.2400 182.50 29505964.0
32 2024-07-29 04:00:00 183.840 184.7500 182.3800 183.20 33270123.0
33 2024-07-30 04:00:00 184.720 185.8600 179.3800 181.71 39508574.0
34 2024-07-31 04:00:00 185.050 187.9400 184.4600 186.98 41667326.0
35 2024-08-01 04:00:00 189.285 190.6000 181.8700 184.07 70435635.0
36 2024-08-02 04:00:00 166.750 168.7700 160.5500 167.90 141448365.0
37 2024-08-05 04:00:00 154.210 162.9600 151.6100 161.02 83149437.0
38 2024-08-06 04:00:00 161.710 165.0800 158.5404 161.93 59950830.0
39 2024-08-07 04:00:00 166.550 167.5800 161.4300 162.77 48408240.0
40 2024-08-08 04:00:00 165.165 166.6899 162.5500 165.80 44616206.0
41 2024-08-09 04:00:00 166.400 168.5500 165.8500 166.94 36401049.0
vwap transactions otc
0 186.2675 341795 None
1 187.0695 443192 None
2 184.4373 422857 None
3 183.2123 307405 None
4 183.3132 432322 None
5 182.6619 390343 None
6 185.1798 471760 None
7 188.1272 435848 None
8 187.2457 535367 None
9 186.9520 382085 None
10 192.1117 649554 None
11 197.3191 721971 None
12 194.6710 605538 None
13 196.1129 501335 None
14 198.7859 485437 None
15 198.0371 395364 None
16 199.8638 451244 None
17 199.4211 443701 None
18 199.7893 379497 None
19 199.2791 414183 None
20 195.7606 582321 None
21 194.9444 427388 None
22 193.0188 571566 None
23 193.6997 449302 None
24 187.6363 682876 None
25 184.4092 672039 None
26 182.8750 482540 None
27 183.3798 448824 None
28 187.1186 489929 None
29 182.2157 506965 None
30 180.8787 548308 None
31 181.9844 375650 None
32 183.4509 350828 None
33 181.6782 442154 None
34 186.5551 474654 None
35 183.4888 855378 None
36 165.5385 1668927 None
37 159.7718 1147517 None
38 162.2895 674745 None
39 164.3705 571697 None
40 165.2136 483376 None
41 167.0036 394854 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2024-08-09 00:00:00 thru 2024-10-08 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-08-09 04:00:00 166.400 168.5500 165.8500 166.94 36401049.0
1 2024-08-12 04:00:00 168.140 168.5500 166.1101 166.80 30072788.0
2 2024-08-13 04:00:00 167.810 171.0400 167.1000 170.23 39237915.0
3 2024-08-14 04:00:00 172.110 172.2800 168.8600 170.10 28843804.0
4 2024-08-15 04:00:00 174.860 177.9100 173.9900 177.59 51698513.0
5 2024-08-16 04:00:00 177.040 178.3400 176.2601 177.06 31489175.0
6 2024-08-19 04:00:00 177.640 178.3000 176.1600 178.22 31129807.0
7 2024-08-20 04:00:00 177.920 179.0100 177.4308 178.88 26255204.0
8 2024-08-21 04:00:00 179.920 182.3850 178.8937 180.11 35599120.0
9 2024-08-22 04:00:00 181.380 181.4700 175.6800 176.13 32047482.0
10 2024-08-23 04:00:00 177.340 178.9699 175.2400 177.04 29150091.0
11 2024-08-26 04:00:00 176.700 177.4682 174.3000 175.50 22366236.0
12 2024-08-27 04:00:00 174.150 174.8900 172.2500 173.12 29841979.0
13 2024-08-28 04:00:00 173.690 173.6900 168.9200 170.80 29045025.0
14 2024-08-29 04:00:00 173.220 174.2900 170.8100 172.12 26407815.0
15 2024-08-30 04:00:00 172.780 178.9000 172.6000 178.50 43429355.0
16 2024-09-03 04:00:00 177.550 178.2600 175.2600 176.25 37817511.0
17 2024-09-04 04:00:00 174.480 175.9800 172.5400 173.33 30309225.0
18 2024-09-05 04:00:00 175.000 179.8750 174.9950 177.89 40170526.0
19 2024-09-06 04:00:00 177.240 178.3800 171.1600 171.39 41466537.0
20 2024-09-09 04:00:00 174.530 175.8500 173.5100 175.40 29037362.0
21 2024-09-10 04:00:00 177.490 180.5000 176.7900 179.55 36233796.0
22 2024-09-11 04:00:00 180.095 184.9900 175.7300 184.52 42564698.0
23 2024-09-12 04:00:00 184.800 187.4100 183.5400 187.00 33622483.0
24 2024-09-13 04:00:00 187.000 188.5000 185.9100 186.49 26495351.0
25 2024-09-16 04:00:00 185.290 185.8100 183.3600 184.89 26065485.0
26 2024-09-17 04:00:00 186.850 189.4500 186.1400 186.88 26091682.0
27 2024-09-18 04:00:00 186.450 188.8000 185.0600 186.43 34448130.0
28 2024-09-19 04:00:00 190.040 190.9900 188.4700 189.87 39543168.0
29 2024-09-20 04:00:00 190.230 191.8400 187.4100 191.60 100378553.0
30 2024-09-23 04:00:00 191.640 194.4500 190.5700 193.88 36993111.0
31 2024-09-24 04:00:00 194.270 195.3700 190.1300 193.96 43478926.0
32 2024-09-25 04:00:00 193.750 193.9498 192.1600 192.53 26391144.0
33 2024-09-26 04:00:00 194.310 194.5300 189.5400 191.16 36334854.0
34 2024-09-27 04:00:00 190.680 190.9000 187.3400 187.97 36002316.0
35 2024-09-30 04:00:00 187.140 188.4900 184.6500 186.33 41680400.0
36 2024-10-01 04:00:00 184.900 186.1900 183.4519 185.13 36044906.0
37 2024-10-02 04:00:00 184.440 186.6000 184.0400 184.76 23704056.0
38 2024-10-03 04:00:00 183.045 183.4400 180.8750 181.96 30204302.0
39 2024-10-04 04:00:00 185.750 187.6000 183.6000 186.51 41079011.0
40 2024-10-07 04:00:00 182.950 183.6000 180.2500 180.80 42364201.0
41 2024-10-08 04:00:00 181.915 183.0900 180.9200 182.72 26372086.0
vwap transactions otc
0 167.0036 394854 None
1 167.2266 393788 None
2 169.2246 411872 None
3 170.2211 376508 None
4 176.3421 530507 None
5 177.4409 368932 None
6 177.6116 358311 None
7 178.3947 302465 None
8 180.3652 398151 None
9 177.5877 402700 None
10 177.0898 359923 None
11 175.6982 337930 None
12 173.2261 377150 None
13 170.8395 382296 None
14 172.7424 358875 None
15 176.5814 398639 None
16 176.4646 466728 None
17 173.9051 378823 None
18 177.6231 458086 None
19 172.7411 447653 None
20 174.7837 347055 None
21 179.1290 419587 None
22 181.2208 465492 None
23 186.0135 431083 None
24 187.1696 338171 None
25 184.6797 353780 None
26 187.5174 351410 None
27 186.7645 381348 None
28 189.6779 422926 None
29 190.8708 430701 None
30 193.0995 405139 None
31 193.0480 404498 None
32 192.7974 320595 None
33 191.3116 411701 None
34 188.6334 401802 None
35 186.2158 440558 None
36 184.7147 440041 None
37 185.1407 314477 None
38 182.1979 398492 None
39 185.7307 431150 None
40 181.2782 520248 None
41 182.3367 314225 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2024-10-07 00:00:00 thru 2024-12-06 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-10-07 04:00:00 182.950 183.6000 180.2500 180.80 42364201.0
1 2024-10-08 04:00:00 181.915 183.0900 180.9200 182.72 26372086.0
2 2024-10-09 04:00:00 182.820 185.8450 182.0500 185.17 26343117.0
3 2024-10-10 04:00:00 187.130 188.1340 185.8300 186.65 27785043.0
4 2024-10-11 04:00:00 186.630 189.9284 186.3000 188.82 25751557.0
5 2024-10-14 04:00:00 189.780 189.8300 187.3600 187.54 22614407.0
6 2024-10-15 04:00:00 187.630 188.4100 184.5800 187.69 32178925.0
7 2024-10-16 04:00:00 187.050 187.7800 185.6100 186.89 23456812.0
8 2024-10-17 04:00:00 188.220 188.9400 186.0000 187.53 25039414.0
9 2024-10-18 04:00:00 187.150 190.7400 186.2800 188.99 37417670.0
10 2024-10-21 04:00:00 188.050 189.4600 186.4000 189.07 24639393.0
11 2024-10-22 04:00:00 188.350 191.5201 186.9750 189.70 29650593.0
12 2024-10-23 04:00:00 188.850 189.1600 183.6900 184.71 31937089.0
13 2024-10-24 04:00:00 185.250 187.1100 183.8600 186.38 21647395.0
14 2024-10-25 04:00:00 187.850 190.4500 187.5300 187.83 29362060.0
15 2024-10-28 04:00:00 189.565 190.2100 188.2100 188.39 27930836.0
16 2024-10-29 04:00:00 188.580 191.4599 187.8150 190.83 35690158.0
17 2024-10-30 04:00:00 194.695 195.6100 192.4200 192.73 37707550.0
18 2024-10-31 04:00:00 190.510 190.6000 185.2300 186.40 75146759.0
19 2024-11-01 04:00:00 199.000 200.5000 197.0200 197.93 99687847.0
20 2024-11-04 05:00:00 196.450 197.3300 194.3101 195.78 38492062.0
21 2024-11-05 05:00:00 196.040 199.8200 195.9900 199.50 30564784.0
22 2024-11-06 05:00:00 200.010 207.5500 199.1400 207.09 72292167.0
23 2024-11-07 05:00:00 207.440 212.2500 207.1900 210.05 52878383.0
24 2024-11-08 05:00:00 209.720 209.9633 207.4400 208.18 36075846.0
25 2024-11-11 05:00:00 208.500 209.6500 205.5900 206.84 35456012.0
26 2024-11-12 05:00:00 208.370 209.5400 206.0100 208.91 38942918.0
27 2024-11-13 05:00:00 209.400 215.0900 209.1400 214.10 46212943.0
28 2024-11-14 05:00:00 214.160 215.9000 210.8800 211.48 42620309.0
29 2024-11-15 05:00:00 206.760 207.3400 199.6100 202.61 86591144.0
30 2024-11-18 05:00:00 204.150 204.6700 200.9500 201.70 36512465.0
31 2024-11-19 05:00:00 199.330 205.3000 198.7800 204.61 31197867.0
32 2024-11-20 05:00:00 202.980 203.1300 199.4500 202.88 32768989.0
33 2024-11-21 05:00:00 203.490 203.4900 195.7500 198.38 58800042.0
34 2024-11-22 05:00:00 198.250 199.2599 196.7500 197.12 31530844.0
35 2024-11-25 05:00:00 199.280 201.9499 199.0000 201.45 40685672.0
36 2024-11-26 05:00:00 201.900 208.0000 201.7900 207.86 41673737.0
37 2024-11-27 05:00:00 206.980 207.6400 205.0500 205.74 28061638.0
38 2024-11-29 05:00:00 205.830 208.2000 204.5900 207.89 24892447.0
39 2024-12-02 05:00:00 209.960 212.9900 209.5101 210.71 39523185.0
40 2024-12-03 05:00:00 210.310 214.0200 209.6500 213.44 32214828.0
41 2024-12-04 05:00:00 215.960 220.0000 215.7500 218.16 48745716.0
42 2024-12-05 05:00:00 218.030 222.1500 217.3000 220.55 41140220.0
43 2024-12-06 05:00:00 220.750 227.1500 220.6000 227.03 44178069.0
vwap transactions otc
0 181.2782 520248 None
1 182.3367 314225 None
2 184.5009 345913 None
3 186.8877 353745 None
4 188.8012 342262 None
5 188.1983 328273 None
6 186.8613 433036 None
7 186.6747 325887 None
8 187.6646 327337 None
9 189.1225 375969 None
10 188.3148 329960 None
11 189.6999 333875 None
12 185.6853 402057 None
13 186.1395 300448 None
14 188.7107 357522 None
15 188.9501 330722 None
16 190.3437 371710 None
17 193.4991 478472 None
18 188.8446 836777 None
19 198.8005 1003136 None
20 196.0049 476483 None
21 198.4642 372051 None
22 204.3931 848126 None
23 210.1282 610078 None
24 208.6500 443816 None
25 206.8887 424873 None
26 208.0913 476724 None
27 212.8523 529093 None
28 212.3467 463284 None
29 203.3135 968372 None
30 202.4554 425696 None
31 203.3052 383403 None
32 201.7121 406917 None
33 198.6947 736592 None
34 197.5866 402719 None
35 200.8436 427416 None
36 206.2740 496396 None
37 206.0978 350396 None
38 206.7766 263735 None
39 210.9654 461819 None
40 212.6394 379348 None
41 218.1624 553276 None
42 220.1758 463440 None
43 225.0548 524366 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2024-12-05 00:00:00 thru 2025-02-03 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2024-12-05 05:00:00 218.030 222.1500 217.3000 220.55 41140220.0
1 2024-12-06 05:00:00 220.750 227.1500 220.6000 227.03 44178069.0
2 2024-12-09 05:00:00 227.210 230.0800 225.6700 226.09 46819363.0
3 2024-12-10 05:00:00 226.090 229.0600 224.2002 225.04 31199864.0
4 2024-12-11 05:00:00 226.410 231.2000 226.2600 230.26 35385785.0
5 2024-12-12 05:00:00 229.830 231.0900 227.6300 228.97 28204084.0
6 2024-12-13 05:00:00 228.400 230.2000 225.8608 227.46 28768080.0
7 2024-12-16 05:00:00 230.230 233.0000 228.0100 232.93 37552096.0
8 2024-12-17 05:00:00 232.390 232.7300 227.8500 231.15 35948131.0
9 2024-12-18 05:00:00 230.770 231.3999 220.1100 220.52 43281443.0
10 2024-12-19 05:00:00 224.910 226.0900 222.9200 223.29 39918739.0
11 2024-12-20 05:00:00 219.840 226.2100 218.7300 224.92 88279184.0
12 2024-12-23 05:00:00 225.010 226.8800 223.9000 225.06 28070007.0
13 2024-12-24 05:00:00 226.940 229.1400 226.1300 229.05 15007497.0
14 2024-12-26 05:00:00 228.500 228.5000 226.6706 227.05 16174500.0
15 2024-12-27 05:00:00 225.600 226.0300 220.9000 223.75 27367147.0
16 2024-12-30 05:00:00 220.060 222.9972 218.4300 221.30 28321240.0
17 2024-12-31 05:00:00 222.965 223.2299 218.9400 219.39 24819655.0
18 2025-01-02 05:00:00 222.030 225.1500 218.1900 220.22 33956579.0
19 2025-01-03 05:00:00 222.505 225.3600 221.6200 224.19 27515606.0
20 2025-01-06 05:00:00 226.780 228.8350 224.8400 227.61 31849831.0
21 2025-01-07 05:00:00 227.900 228.3810 221.4600 222.11 28084164.0
22 2025-01-08 05:00:00 223.185 223.5200 220.2000 222.13 25033292.0
23 2025-01-10 05:00:00 221.460 221.7100 216.5000 218.94 36811525.0
24 2025-01-13 05:00:00 218.060 219.4000 216.4700 218.46 27262655.0
25 2025-01-14 05:00:00 220.440 221.8200 216.2000 217.76 24711650.0
26 2025-01-15 05:00:00 222.830 223.5700 220.7500 223.35 31291257.0
27 2025-01-16 05:00:00 224.420 224.6500 220.3100 220.66 24757276.0
28 2025-01-17 05:00:00 225.840 226.5100 223.0800 225.94 42370123.0
29 2025-01-21 05:00:00 228.900 231.7800 226.9400 230.71 39951456.0
30 2025-01-22 05:00:00 232.020 235.4400 231.1900 235.01 41448217.0
31 2025-01-23 05:00:00 234.100 235.5200 231.5100 235.42 26404364.0
32 2025-01-24 05:00:00 234.500 236.4000 232.9300 234.85 25890738.0
33 2025-01-27 05:00:00 226.210 235.6100 225.8600 235.42 49428332.0
34 2025-01-28 05:00:00 234.290 241.7700 233.9800 238.15 41587188.0
35 2025-01-29 05:00:00 239.015 240.3900 236.1500 237.07 26091716.0
36 2025-01-30 05:00:00 237.140 237.9500 232.2200 234.64 32020728.0
37 2025-01-31 05:00:00 236.500 240.2900 236.4100 237.68 36162377.0
38 2025-02-03 05:00:00 234.060 239.2500 232.9000 237.42 37285868.0
vwap transactions otc
0 220.1758 463440 None
1 225.0548 524366 None
2 227.7060 572754 None
3 226.2639 417668 None
4 229.9009 427394 None
5 229.3395 342638 None
6 227.8553 362555 None
7 231.5484 430659 None
8 230.7897 433266 None
9 225.2441 529103 None
10 224.0262 466361 None
11 223.9497 456278 None
12 225.2708 321899 None
13 228.3619 203039 None
14 227.6146 262085 None
15 223.0146 381077 None
16 220.8850 371497 None
17 220.4005 308613 None
18 221.2745 449631 None
19 223.7050 346976 None
20 227.0921 410686 None
21 223.4033 379570 None
22 222.0414 325539 None
23 218.8640 493840 None
24 218.1426 373519 None
25 218.6245 332022 None
26 222.6690 353985 None
27 221.8942 313323 None
28 225.3927 385914 None
29 230.0901 552447 None
30 234.0950 512233 None
31 234.2435 365153 None
32 234.4587 349378 None
33 231.8188 661486 None
34 238.6365 542344 None
35 237.4141 384889 None
36 235.0230 428122 None
37 238.2019 435388 None
38 236.6088 551855 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-02-02 00:00:00 thru 2025-04-03 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-02-03 05:00:00 234.060 239.2500 232.9000 237.42 37285868.0
1 2025-02-04 05:00:00 239.010 242.5200 238.0300 242.06 29713812.0
2 2025-02-05 05:00:00 237.020 238.3200 235.2000 236.17 38832042.0
3 2025-02-06 05:00:00 238.010 239.6599 236.0100 238.83 60897095.0
4 2025-02-07 05:00:00 232.500 234.8100 228.0600 229.15 77539276.0
5 2025-02-10 05:00:00 230.545 233.9200 229.2000 233.14 35419926.0
6 2025-02-11 05:00:00 231.920 233.4400 230.1300 232.76 23713726.0
7 2025-02-12 05:00:00 230.460 231.1800 228.1600 228.93 32285249.0
8 2025-02-13 05:00:00 228.850 230.4200 227.5200 230.37 31346512.0
9 2025-02-14 05:00:00 229.200 229.8900 227.2300 228.68 27031084.0
10 2025-02-18 05:00:00 228.820 229.3000 223.7200 226.65 42975133.0
11 2025-02-19 05:00:00 225.520 226.8300 223.7100 226.63 28566709.0
12 2025-02-20 05:00:00 224.775 225.1300 221.8100 222.88 30001665.0
13 2025-02-21 05:00:00 223.280 223.3100 214.7400 216.58 55323850.0
14 2025-02-24 05:00:00 217.450 217.7150 212.4200 212.71 42387585.0
15 2025-02-25 05:00:00 211.630 213.3400 204.1600 212.80 58957977.0
16 2025-02-26 05:00:00 214.940 218.1600 213.0900 214.35 39120603.0
17 2025-02-27 05:00:00 218.350 219.9700 208.3700 208.74 40548571.0
18 2025-02-28 05:00:00 208.650 212.6200 206.9900 212.28 51771737.0
19 2025-03-03 05:00:00 213.352 214.0100 202.5500 205.02 42948447.0
20 2025-03-04 05:00:00 200.110 206.8000 197.4320 203.80 60853084.0
21 2025-03-05 05:00:00 204.800 209.9800 203.2600 208.36 38610085.0
22 2025-03-06 05:00:00 204.400 205.7700 198.3015 200.70 49863755.0
23 2025-03-07 05:00:00 199.490 202.2653 192.5300 199.25 59802821.0
24 2025-03-10 04:00:00 195.600 196.7300 190.8500 194.54 62350926.0
25 2025-03-11 04:00:00 193.900 200.1800 193.4000 196.59 54002880.0
26 2025-03-12 04:00:00 200.720 201.5200 195.2900 198.89 43679284.0
27 2025-03-13 04:00:00 198.165 198.8799 191.8200 193.89 41270761.0
28 2025-03-14 04:00:00 197.410 198.6500 195.3200 197.95 38096663.0
29 2025-03-17 04:00:00 198.770 199.0000 194.3247 195.74 47341752.0
30 2025-03-18 04:00:00 192.520 194.0000 189.3800 192.82 40414867.0
31 2025-03-19 04:00:00 193.380 195.9650 191.9600 195.54 39442878.0
32 2025-03-20 04:00:00 193.070 199.3200 192.3000 194.95 38921113.0
33 2025-03-21 04:00:00 192.900 196.9900 192.5200 196.21 60056917.0
34 2025-03-24 04:00:00 200.000 203.6400 199.9500 203.26 41625365.0
35 2025-03-25 04:00:00 203.595 206.2100 203.2200 205.71 31171161.0
36 2025-03-26 04:00:00 205.835 206.0100 199.9250 201.13 32990973.0
37 2025-03-27 04:00:00 200.890 203.7900 199.2821 201.36 27317661.0
38 2025-03-28 04:00:00 198.420 199.2600 191.8810 192.72 52548226.0
39 2025-03-31 04:00:00 188.190 191.3300 184.4000 190.26 63547558.0
40 2025-04-01 04:00:00 187.860 193.9300 187.2000 192.17 41267315.0
41 2025-04-02 04:00:00 187.660 198.3400 187.6600 196.01 53679198.0
42 2025-04-03 04:00:00 182.995 184.1300 176.9200 178.41 95553617.0
vwap transactions otc
0 236.6088 551855 None
1 241.1698 412003 None
2 236.5720 552144 None
3 235.7527 803119 None
4 230.4527 943441 None
5 232.4151 473182 None
6 232.1101 329473 None
7 229.6079 400325 None
8 229.3312 408846 None
9 228.6543 375369 None
10 225.8082 600702 None
11 225.3773 391423 None
12 222.9351 447333 None
13 217.7122 774966 None
14 214.0526 586136 None
15 209.6983 800750 None
16 215.4418 508442 None
17 212.3725 558788 None
18 210.4030 540930 None
19 207.4103 666781 None
20 201.9283 872022 None
21 207.0552 514659 None
22 201.4563 688561 None
23 197.6619 785672 None
24 193.5839 902822 None
25 196.8215 668549 None
26 198.8820 573896 None
27 194.3326 588538 None
28 197.4359 470644 None
29 196.4612 568556 None
30 192.0851 554394 None
31 194.2885 445698 None
32 195.6360 455391 None
33 195.3015 394836 None
34 202.3699 515880 None
35 205.1037 402368 None
36 202.2164 450177 None
37 201.8553 363321 None
38 193.9820 678645 None
39 188.2800 769862 None
40 191.4704 528168 None
41 194.2870 710850 None
42 180.3426 1447903 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-04-02 00:00:00 thru 2025-06-01 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-04-02 04:00:00 187.660 198.340000 187.6600 196.01 53679198.0
1 2025-04-03 04:00:00 182.995 184.130000 176.9200 178.41 95553617.0
2 2025-04-04 04:00:00 167.145 178.143600 166.0000 171.00 123159359.0
3 2025-04-07 04:00:00 162.000 183.409900 161.3800 175.26 109327115.0
4 2025-04-08 04:00:00 185.230 185.900000 168.5700 170.66 87710360.0
5 2025-04-09 04:00:00 172.115 192.650000 169.9300 191.10 116804328.0
6 2025-04-10 04:00:00 185.440 186.869200 175.8518 181.22 68302045.0
7 2025-04-11 04:00:00 179.930 185.860000 178.0000 184.87 50594339.0
8 2025-04-14 04:00:00 186.840 187.440000 179.2300 182.12 48002540.0
9 2025-04-15 04:00:00 181.410 182.350000 177.9331 179.59 43641952.0
10 2025-04-16 04:00:00 176.290 179.104600 171.4100 174.33 51875316.0
11 2025-04-17 04:00:00 176.000 176.210000 172.0000 172.61 44726453.0
12 2025-04-21 04:00:00 169.600 169.600000 165.2850 167.32 48126111.0
13 2025-04-22 04:00:00 169.845 176.780000 169.3500 173.18 56607202.0
14 2025-04-23 04:00:00 183.450 187.380000 180.1900 180.60 63470149.0
15 2025-04-24 04:00:00 180.915 186.740000 180.1800 186.54 43763196.0
16 2025-04-25 04:00:00 187.620 189.940000 185.4900 188.99 36414330.0
17 2025-04-28 04:00:00 190.105 190.220000 184.8850 187.70 33224732.0
18 2025-04-29 04:00:00 183.990 188.015800 183.6800 187.39 41667255.0
19 2025-04-30 04:00:00 182.170 185.050000 178.8500 184.42 55176543.0
20 2025-05-01 04:00:00 190.630 191.807112 187.5000 190.20 74265963.0
21 2025-05-02 04:00:00 191.435 192.880000 186.4000 189.98 77903487.0
22 2025-05-05 04:00:00 186.510 188.180000 185.5300 186.35 35217469.0
23 2025-05-06 04:00:00 184.570 187.930000 183.8500 185.01 29314055.0
24 2025-05-07 04:00:00 185.560 190.990000 185.0100 188.71 44002926.0
25 2025-05-08 04:00:00 191.430 194.330000 188.8200 192.08 41043620.0
26 2025-05-09 04:00:00 193.375 194.690000 191.1600 193.06 29663143.0
27 2025-05-12 04:00:00 210.710 211.660000 205.7500 208.64 75205042.0
28 2025-05-13 04:00:00 211.080 214.840000 210.1000 211.37 56193682.0
29 2025-05-14 04:00:00 211.450 211.930000 208.8500 210.25 38492128.0
30 2025-05-15 04:00:00 206.450 206.880000 202.6730 205.17 64347317.0
31 2025-05-16 04:00:00 206.850 206.850000 204.3740 205.59 43318478.0
32 2025-05-19 04:00:00 201.645 206.620000 201.2600 206.16 34314810.0
33 2025-05-20 04:00:00 204.628 205.589900 202.6500 204.07 29470373.0
34 2025-05-21 04:00:00 201.610 203.455000 200.0600 201.12 42460924.0
35 2025-05-22 04:00:00 201.380 205.760000 200.1600 203.10 38938882.0
36 2025-05-23 04:00:00 198.900 202.370000 197.8500 200.99 33393545.0
37 2025-05-27 04:00:00 203.085 206.690000 202.1900 206.02 34892044.0
38 2025-05-28 04:00:00 205.915 207.660000 204.4100 204.72 28549753.0
39 2025-05-29 04:00:00 208.025 208.810000 204.2300 205.70 34700005.0
40 2025-05-30 04:00:00 204.840 205.990000 201.6950 205.01 51679406.0
vwap transactions otc
0 194.2870 710850 None
1 180.3426 1447903 None
2 173.2162 1529094 None
3 172.6690 1420152 None
4 176.4128 1146023 None
5 182.3345 1310706 None
6 181.6510 925662 None
7 182.6453 638386 None
8 182.9501 656762 None
9 180.0701 564759 None
10 174.8524 685436 None
11 173.5808 527949 None
12 166.9255 726774 None
13 173.2470 617509 None
14 183.1208 732657 None
15 184.8801 516092 None
16 187.9963 489570 None
17 187.4701 452721 None
18 186.2911 507603 None
19 182.7658 688982 None
20 188.9767 890648 None
21 189.9300 920469 None
22 186.9373 458698 None
23 185.6619 371859 None
24 188.4964 499932 None
25 192.1266 513351 None
26 192.7564 362745 None
27 208.1558 920091 None
28 212.6792 743293 None
29 210.4614 519690 None
30 204.7892 821281 None
31 205.3336 490987 None
32 205.3692 425652 None
33 204.0108 417640 None
34 201.5235 569211 None
35 203.3273 514617 None
36 200.7891 483196 None
37 205.2156 505171 None
38 205.6978 407710 None
39 206.2943 496232 None
40 204.5318 493714 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-05-31 00:00:00 thru 2025-07-30 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-06-02 04:00:00 204.980 207.0000 202.6800 206.65 29113319.0
1 2025-06-03 04:00:00 207.105 208.9469 205.0300 205.71 33139121.0
2 2025-06-04 04:00:00 206.550 208.1800 205.1800 207.23 29915592.0
3 2025-06-05 04:00:00 209.550 212.8100 207.5600 207.91 51979243.0
4 2025-06-06 04:00:00 212.400 213.8699 210.5000 213.57 39832500.0
5 2025-06-09 04:00:00 214.750 217.8500 212.8800 216.98 38102502.0
6 2025-06-10 04:00:00 216.780 217.6900 214.1500 217.61 31303317.0
7 2025-06-11 04:00:00 217.410 218.4000 212.8900 213.20 39325981.0
8 2025-06-12 04:00:00 211.780 213.5800 211.3300 213.24 27639991.0
9 2025-06-13 04:00:00 209.960 214.0500 209.6200 212.10 29337763.0
10 2025-06-16 04:00:00 212.310 217.0600 211.6000 216.10 33284158.0
11 2025-06-17 04:00:00 215.195 217.4100 214.5600 214.82 32086262.0
12 2025-06-18 04:00:00 215.090 217.9600 212.3400 212.52 44360509.0
13 2025-06-20 04:00:00 214.680 214.8900 208.2709 209.69 75350733.0
14 2025-06-23 04:00:00 209.790 210.3900 207.3101 208.47 37311725.0
15 2025-06-24 04:00:00 212.135 214.3400 211.0450 212.77 38378757.0
16 2025-06-25 04:00:00 214.615 216.0300 211.1100 211.99 31755698.0
17 2025-06-26 04:00:00 213.120 218.0350 212.0100 217.12 50480814.0
18 2025-06-27 04:00:00 219.920 223.3000 216.7400 223.30 119217138.0
19 2025-06-30 04:00:00 223.520 223.8200 219.1200 219.39 58887780.0
20 2025-07-01 04:00:00 219.500 221.8750 217.9300 220.46 39256830.0
21 2025-07-02 04:00:00 219.730 221.6000 219.0600 219.92 30894178.0
22 2025-07-03 04:00:00 221.820 224.0100 221.3600 223.41 29632353.0
23 2025-07-07 04:00:00 223.000 224.2900 222.3700 223.47 36604139.0
24 2025-07-08 04:00:00 223.915 224.0000 218.4300 219.36 45691987.0
25 2025-07-09 04:00:00 221.070 224.2900 220.4700 222.54 38155121.0
26 2025-07-10 04:00:00 221.550 222.7900 219.7000 222.26 30370591.0
27 2025-07-11 04:00:00 223.580 226.6799 222.3700 225.02 50518307.0
28 2025-07-14 04:00:00 225.070 226.6600 224.2400 225.69 35702597.0
29 2025-07-15 04:00:00 226.200 227.2700 225.4550 226.35 34907294.0
30 2025-07-16 04:00:00 225.875 226.1000 222.1800 223.19 39535926.0
31 2025-07-17 04:00:00 223.320 224.5000 222.5100 223.88 31855831.0
32 2025-07-18 04:00:00 225.140 226.4000 222.9800 226.13 37833807.0
33 2025-07-21 04:00:00 225.835 229.6900 225.6500 229.30 40297556.0
34 2025-07-22 04:00:00 229.680 230.0000 226.3500 227.47 37483702.0
35 2025-07-23 04:00:00 228.470 228.7900 227.0900 228.29 28294852.0
36 2025-07-24 04:00:00 229.170 236.0000 228.6400 232.23 42902266.0
37 2025-07-25 04:00:00 232.220 232.4800 231.1800 231.44 28712095.0
38 2025-07-28 04:00:00 233.350 234.2900 232.2500 232.79 26300138.0
39 2025-07-29 04:00:00 234.150 234.7200 230.3100 231.01 33716220.0
40 2025-07-30 04:00:00 231.640 231.8000 229.2900 230.19 32993273.0
vwap transactions otc
0 205.5940 438892 None
1 206.6343 436643 None
2 206.8920 406881 None
3 209.7551 668806 None
4 212.5672 512176 None
5 216.0254 560148 None
6 216.5561 429031 None
7 214.8840 503640 None
8 212.8655 364940 None
9 211.9129 443361 None
10 215.1622 457829 None
11 215.7332 431316 None
12 214.6135 475101 None
13 210.6230 591675 None
14 208.9130 513937 None
15 213.1129 459901 None
16 212.8066 417565 None
17 216.0944 572822 None
18 221.7267 750603 None
19 220.6316 673189 None
20 220.1508 544150 None
21 220.2103 429633 None
22 222.8867 364422 None
23 223.4121 513469 None
24 220.4836 615447 None
25 222.4555 493756 None
26 221.7055 451223 None
27 224.8908 661385 None
28 225.6173 460428 None
29 226.4985 507705 None
30 223.7872 556155 None
31 223.6948 445580 None
32 225.2906 454003 None
33 228.3292 530328 None
34 227.8662 475209 None
35 228.1765 344504 None
36 231.8022 526287 None
37 231.7831 365765 None
38 233.0997 394809 None
39 231.4830 446598 None
40 230.9240 445462 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Pulling day data for 2025-07-29 00:00:00 thru 2025-09-27 00:00:00 for AMZN...
New data:
Date open high low close volume \
0 2025-07-29 04:00:00 234.150 234.7200 230.3100 231.01 33716220.0
1 2025-07-30 04:00:00 231.640 231.8000 229.2900 230.19 32993273.0
2 2025-07-31 04:00:00 235.770 236.5300 231.4000 234.11 104357263.0
3 2025-08-01 04:00:00 217.210 220.4399 212.8000 214.75 122258801.0
4 2025-08-04 04:00:00 217.400 217.4400 211.4200 211.65 77890146.0
5 2025-08-05 04:00:00 213.050 216.3000 212.8700 213.75 51505121.0
6 2025-08-06 04:00:00 214.695 222.6500 213.7409 222.31 54823045.0
7 2025-08-07 04:00:00 221.000 226.2200 220.8200 223.13 40603513.0
8 2025-08-08 04:00:00 223.140 223.8000 221.8836 222.69 32970477.0
9 2025-08-11 04:00:00 221.780 223.0500 220.4000 221.30 31646222.0
10 2025-08-12 04:00:00 222.230 223.5000 219.0500 221.47 37254707.0
11 2025-08-13 04:00:00 222.000 224.9185 222.0000 224.56 36508335.0
12 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
13 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
14 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
15 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
16 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 231.4830 446598 None
1 230.9240 445462 None
2 232.4106 1254660 None
3 216.2973 1742475 None
4 213.1312 1046525 None
5 214.5142 639055 None
6 219.4299 654274 None
7 223.1357 553279 None
8 222.6698 397504 None
9 221.3865 441975 None
10 221.4124 472607 None
11 223.9846 488194 None
12 230.5020 738785 None
13 231.3857 495351 None
14 230.5791 371228 None
15 228.3423 405021 None
16 223.6745 493752 None
Combined data:
Date open high low close volume \
0 2023-07-28 04:00:00 129.690 133.0100 129.3300 132.21 46269781.0
1 2023-07-31 04:00:00 133.200 133.8700 132.3800 133.68 41901516.0
2 2023-08-01 04:00:00 133.550 133.6900 131.6199 131.69 42250989.0
3 2023-08-02 04:00:00 130.154 130.2300 126.8200 128.21 50988614.0
4 2023-08-03 04:00:00 127.480 129.8400 126.4100 128.91 90855736.0
.. ... ... ... ... ... ...
513 2025-08-14 04:00:00 227.400 233.1100 227.0200 230.98 61545824.0
514 2025-08-15 04:00:00 232.580 234.0800 229.8070 231.03 39649244.0
515 2025-08-18 04:00:00 230.225 231.9100 228.3300 231.49 25248890.0
516 2025-08-19 04:00:00 230.090 230.5283 227.1200 228.01 29891012.0
517 2025-08-20 04:00:00 227.120 227.2700 220.9150 223.81 36604319.0
vwap transactions otc
0 131.8837 413438 None
1 133.3410 406644 None
2 132.2470 385743 None
3 128.3973 532942 None
4 131.4941 746639 None
.. ... ... ...
513 230.5020 738785 None
514 231.3857 495351 None
515 230.5791 371228 None
516 228.3423 405021 None
517 223.6745 493752 None
[518 rows x 9 columns]
Sleeping for 12 seconds to avoid hitting API rate limits...
Exporting AMZN day data to Excel... Exporting AMZN day data to Pickle... The first and last date of data for AMZN is:
| Date | open | high | low | close | volume | vwap | transactions | otc | |
|---|---|---|---|---|---|---|---|---|---|
| 0 | 2023-07-28 04:00:00 | 129.69 | 133.01 | 129.33 | 132.21 | 46269781.0 | 131.8837 | 413438 | None |
| Date | open | high | low | close | volume | vwap | transactions | otc | |
|---|---|---|---|---|---|---|---|---|---|
| 517 | 2025-08-20 04:00:00 | 227.12 | 227.27 | 220.915 | 223.81 | 36604319.0 | 223.6745 | 493752 | None |
Number of rows after data update: 518 Number of rows added during update: 0 Polygon data complete for AMZN day data. --------------------
In [8]:
# Copy this <!-- INSERT_polygon_pull_data_HERE --> to index_temp.md
export_track_md_deps(dep_file=dep_file, md_filename="polygon_pull_data.md", content=df.to_markdown(floatfmt=".5f"))
✅ Exported and tracked: polygon_pull_data.md