Data Downloader


Purpose: Download IEX’s pcap files containing nanosecond precision stock data - the so called HIST files.

The DataDownloader class can be instantiated without any arguments by simply calling the class.

d1 = IEXTools.DataDownloader()

There are three available methods in this class:

>>> print([method for method in dir(IEXTools.DataDownloader) if not method.startswith('_')])

['decompress', 'download', 'download_decompressed']
  • download: Downloads the gziped TOPS or DEEP file for a given datetime input
  • decompress: Unzips the compressed HIST file into a pcap
  • download_decompressed: downloads and decompresses the HIST file - deletes the zipped file at the end

Warning, IEX HIST files are generally very large (multiple gbs)


>>> import IEXTools
>>> from datetime import datetime
>>> d1 = IEXTools.DataDownloader()
>>> d1.download_decompressed(datetime(2018, 7, 13), feed_type='tops')

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