update
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parent
01c187a91c
commit
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@ -23,9 +23,9 @@ def save_json(data):
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identifier = 'GME'
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source = 'cta_a_delayed'
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start_date, end_date = GetStartEndDate().run()
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start_date = start_date.strftime("%Y-%m-%d")
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end_date = end_date.strftime("%Y-%m-%d")
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#start_date, end_date = GetStartEndDate().run()
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start_date = '2024-07-22' #start_date.strftime("%Y-%m-%d")
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end_date = '2024-07-22' #end_date.strftime("%Y-%m-%d")
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start_time = ''
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end_time = ''
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timezone = 'UTC'
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@ -43,10 +43,10 @@ def get_data():
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next_page = ''
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try:
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response = intrinio.SecurityApi().get_security_trades_by_symbol(identifier, source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, darkpool_only=darkpool_only, min_size=min_size, next_page=next_page)
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filtered_entries = [
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entry.__dict__ for entry in response.trades
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if int(entry._price * entry._total_volume) >= 2E9
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#if int(entry._price * entry._total_volume) >= 2E9
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]
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data.extend(filtered_entries)
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