65 lines
2.0 KiB
Markdown
65 lines
2.0 KiB
Markdown
# Data Fetcher Design
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## Initial Goal
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Create a Python module/tool that fetches daily candlestick data from the IBKR API for a specific ticker and date range.
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The intended example workflow is:
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- ticker: `SPY`;
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- date range: `2026-06-01` to `2026-06-30`;
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- bar size: one trading day;
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- fields: open, high, low, close, volume;
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- output: one Parquet file named for the ticker, such as `SPY.parquet`.
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## Current Skeleton
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The first implementation is intentionally small:
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- hard-coded ticker: `SPY`;
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- hard-coded range: `2026-06-01` to `2026-06-05`;
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- hard-coded IBKR Gateway target: `127.0.0.1:4002`;
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- uses the IBKR API through `ib_insync`;
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- prints fetched candles as CSV-like rows;
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- does not write Parquet yet;
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- does not expose CLI arguments yet;
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- does not define storage paths yet.
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Run it with:
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```sh
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mise exec -- uv run python src/trading_bot/data/fetch_ibkr_daily.py
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```
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This expects a local IBKR Gateway session to be running and accepting API connections on `127.0.0.1:4002`.
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Manual test instructions are in [manual-test/README.md](manual-test/README.md).
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## Intended Future Behavior
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Later, this tool should accept a ticker and date range, fetch daily candles from IBKR, normalize the schema, and write the result to a ticker-named Parquet file.
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Decided storage behavior:
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- Parquet files are partitioned by ticker, not by date.
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- Each ticker should have its own Parquet file, such as `SPY.parquet`.
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Candidate output schema:
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| Column | Type | Description |
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| --- | --- | --- |
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| `date` | date | Trading session date |
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| `ticker` | string | Asset ticker |
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| `open` | float | Daily open price |
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| `high` | float | Daily high price |
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| `low` | float | Daily low price |
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| `close` | float | Daily close price |
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| `volume` | integer | Daily traded volume |
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Open decisions:
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- where raw and normalized data files should live;
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- how to handle adjusted versus unadjusted prices;
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- how to handle missing sessions and IBKR pacing limits;
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- whether to use `ib_insync` long term or a lower-level IBKR client wrapper.
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