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Create a download() method for downloading market data #100

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chiraganand opened this issue Oct 26, 2022 · 3 comments
Open

Create a download() method for downloading market data #100

chiraganand opened this issue Oct 26, 2022 · 3 comments

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@chiraganand
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MarketData.jl provides the function for downloading market data from yahoo and other sources but the primary method MarketData.yahoo() accepts only a single ticker (issue JuliaQuant/MarketData.jl#72). For the download function in TSx, I would want to have something like:

startdate = DateTime(2012, 10, 1)
options = DownloadOptions(src = "yahoo", period1 = startdate, join = JoinBoth)
download(symbols::AbstractVector{String}, options; on="timestamps")::TS

This should join all the tickers together using JoinBoth strategy on timestamps column and return a single TS object.

@chiraganand
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Join of multiple objects need to be allowed (issue #40) before download can work properly.

@ayushpatnaikgit
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I don't think this feature should be a part of TimeFrames. We need to find hard and push it to MarketData.jl

@ayushpatnaikgit
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@ajaynshah I think we had decided not to put this function in the package. We need to do a PR to MarketData.jl. Shall we close this issue?

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