Wrapper for ACE ETH Postgres database
Project description
ACEDB - Analytics Club ETH Database
Overview
ACEDB is a wrapper for a PostgreSQL database that fetches and retrieves financial data from the Databento API. It efficiently stores this data in a structured database format, enabling easy access and analysis of market information. This was originally for the Analytics Club at ETH (ACE)
Features
- Seamless integration with Databento API
- Automated data fetching and storage
- PostgreSQL database management
- Historical data storage and retrieval
Installation
# Clone the repository
git clone https://github.com/cteufel13/acedb.git
# Use pip
pip install acedb
Configuration
# Enter Postgre Database Information:
acedb login
# Enter Databento API Token:
acedb dbn_login
# Help
acedb --help
Usage
from acedb import AceDB
dba = AceDB()
# Retrieve Data
data = dba.Get(dataset = "XNAS.ITCH",
schemas= ["ohlcv-1m","ohlcv-1s"],
symbols= ['AAPL','GOOGL'] ,
start="2024-01-02",
end="2025-01-02",
download = True
filetype = "csv")
# Upload Downloaded Data (pd/pl DataFrame)
dba.insert(dataset = "XNAS.ITCH",schema = "ohlcv-1m", data = your_data)
# get current overview of what schemas and the symbols in it exist
dba.get_ranges()
License
This project is licensed under the MIT License - see the LICENSE file for details.
Contact
Project Link: https://github.com/yourusername/acedb
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