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Request: Allow batch/bulk requests for the previous close of the entire equities market. #36

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Dionamus opened this issue Sep 9, 2024 · 0 comments

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@Dionamus
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Dionamus commented Sep 9, 2024

Much like #7, but without having to specify a ticker, and it only grabs the previous closing prices of the entire equities market in bulk.

Current API endpoint I would like to use without having to specify the stocksTicker: /v2/aggs/ticker/{stocksTicker}/prev

I'm currently using /v2/aggs/grouped/locale/us/market/stocks/{date} to grab the previous closing prices to achieve the same functionality, but I have frequently ran into off-by-one bugs in my current project where dates that are passed in would attempt to pull from dates where daily values haven't been calculated (typically the day the API call is ran), or it would pull from a day where the market is closed (typically a weekend or a market holiday). This makes the bread and butter of all the sneaky bugs I have ran into that don't appear day-to-day. I have used the pandas_market_calendars to mitigate this issue, but I'd rather keep my code reasonably clean.

/v2/aggs/grouped/locale/us/market/stocks/{date} and /v2/aggs/ticker/{stocksTicker}/prev use the same schema for each ticker. I'm not sure why there is such a separation between the two.

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