Intraday данные

Two years of minute-level intraday data contains over 2 million data points, which can take up to Gigabytes of memory. To ensure optimal API response speed, the trailing 2 years of intraday data is evenly divided into 24 «slices» — year1month1, year1month2, year1month3, ..., year1month11, year1month12, year2month1, year2month2, year2month3, ..., year2month11, year2month12. Each slice is a 30-day window, with year1month1 being the most recent and year2month12 being the farthest from today. By default, slice=year1month1.

import csv
import requests
import time
from datetime import datetime, timedelta

api_key = "YOUR_API_KEY"
symbols = ["SPY", "MSFT", "AMZN"]
interval = "1min"
now = datetime.now()
start_date = (now.replace(year=now.year-2)+timedelta(days=1)).strftime("%Y-%m-%d")
end_date = now.strftime("%Y-%m-%d")

for symbol in symbols:
    file_name = f"{symbol}_{start_date}_{end_date}.csv"
    with open(file_name, mode='w', newline='') as csv_file:
        writer = csv.writer(csv_file)
        for year in range(1, 3):
            for month in range(1, 13):
                if year == 2 and month > 12:
                    break
                csv_url = f"https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY_EXTENDED&symbol={symbol}&interval={interval}&slice=year{year}month{month}&apikey={api_key}"
                with requests.Session() as s:
                    while True:
                        download = s.get(csv_url)
                        decoded_content = download.content.decode('utf-8')
                        if "Our standard API call frequency is 5 calls per minute and 500 calls per day" in decoded_content:
                            print("API call limit exceeded, waiting for 60 seconds...")
                            time.sleep(60)
                        else:
                            break
                    cr = csv.reader(decoded_content.splitlines(), delimiter=',')
                    my_list = list(cr)
                    writer.writerows(my_list)
                time.sleep(15)