collect_candles.py

from shared import shared
import json
import finnhub
finnhub_client = finnhub.Client(api_key="c7ttg6iad3ifisk2drlg")

import time
import datetime
d = datetime.date(2022,2,1)
start_unixtime = time.mktime(d.timetuple())

with open("candle_sample2.txt", 'w') as fp:
    for i in range (1000):
        d = d + datetime.timedelta(minutes=2) #datetime.date(2022,2,3)
        stop_unixtime = time.mktime(d.timetuple())
        for symbol in shared.SYMBOLS:
            success = False
            while not success:
                try:
                    data = {symbol:finnhub_client.stock_candles(symbol, '1', int(start_unixtime), int(stop_unixtime))}
                    success = True
                except finnhub.FinnhubAPIException:
                    print("waiting to have access to api again (free trial limitation)")
                    time.sleep(1)
            line = json.dumps(data)+"\n"
            print(line)
            fp.write(line)