In my last post I have gone through the steps needed to get the short volume data from the BATS exchange. The code provided was however of the quick-n-dirty variety. I have now packaged everything to bats.py module that can be found on google code. (you will need the rest of the TradingWithPython library to run bats.py)
Usage:
Usage:
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import tradingWithPython as twp # main libraryimport tradingWithPython.lib.bats as bats # bats moduledl = bats.BATS_Data(‘C:\\batsData‘) # init with directory to save datadl.updateDb() # update datas = dl.loadData() # process zip files |
