nasdaqomx.py 文件源码

def parse_categories(self, response):

        # unpack meta values
        exchange = response.meta['exchange']

        # get a dict with the json data
        data = json.loads(response.body_as_unicode())

        # for all instruments in the list
        for instrument in data['aaData']:

            ticker = instrument['Symbol']
            name = instrument['Name']
            paper_type = instrument['AssetType']

            if ticker in self.requested_tickers:
                self.logger.warning('Ticker "' + ticker + '" has already been requested. Skipping')
                continue

            # POST request for historical data for this ticker
            self.logger.info('Sending POST request for ticker "' + ticker + '"')
            yield FormRequest(url="https://indexes.nasdaqomx.com/Index/HistoryData",
                              formdata={
                                  'id': ticker,
                                  'startDate': '1950-09-03T00:00:00.000',
                                  'endDate': '2050-09-03T00:00:00.000',
                                  'timeOfDay': 'EOD'},
                              meta={'ticker': ticker,
                                    'name': name,
                                    'paper_type': paper_type,
                                    'exchange': exchange},
                              callback=self.parse_historical_data)

    # parse the POST response containing the ticker data