Getting short volume from BATS
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.pymodule that can be found on google code. (you will need the rest of the TradingWithPython library to run bats.py)
Usage:
1 2 3 4 5 6 | import tradingWithPython as twp # main library import tradingWithPython.lib.bats as bats # bats module dl = bats.BATS_Data( 'C:\\batsData' ) # init with directory to save data dl.updateDb() # update data s = dl.loadData() # process zip files |