yahoo2redists

Small utility: it retrieves historical quotes from yahoo finance and inserts them in a redis timeseries server.

Context

This script is part of a larger ecosystem of stand-alone applications serving the purpose of collecting and analysing financial data, namely Archimedes. It's a porting in rust of its homologous written in python.

Technology

A Redis node (with its module Redis TimeSeries enabled) is needed to successfully run the script.

The script, at this stage, expects to find the name of the tickers we are interested in, with this hard-coded prefix: "MARKET:METADATA:STOCKS:*". It also expects to find, for each ticker, a bool value under the key "MARKET:METADATA:STOCKS:*:attivo" indicating whether the ticker is valid or we are not anymore interested in it (e.g.: it has been delisted).

Another script takes care of those keys.

TO DOs

Future changes:

• parallel download;

• error management;

• elimination of hard coded values;

• notification of successful / unsuccessful retrieval to Archimedes;

• pre-check for de-listed stocks and update of tickers list.