Skip to content

Commit

Permalink
update
Browse files Browse the repository at this point in the history
  • Loading branch information
MuslemRahimi committed Jul 23, 2024
1 parent 01c187a commit 8b8f8dd
Showing 1 changed file with 5 additions and 5 deletions.
10 changes: 5 additions & 5 deletions app/cron_dark_pool_flow.py
Original file line number Diff line number Diff line change
Expand Up @@ -23,9 +23,9 @@ def save_json(data):

identifier = 'GME'
source = 'cta_a_delayed'
start_date, end_date = GetStartEndDate().run()
start_date = start_date.strftime("%Y-%m-%d")
end_date = end_date.strftime("%Y-%m-%d")
#start_date, end_date = GetStartEndDate().run()
start_date = '2024-07-22' #start_date.strftime("%Y-%m-%d")
end_date = '2024-07-22' #end_date.strftime("%Y-%m-%d")
start_time = ''
end_time = ''
timezone = 'UTC'
Expand All @@ -43,10 +43,10 @@ def get_data():
next_page = ''
try:
response = intrinio.SecurityApi().get_security_trades_by_symbol(identifier, source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, darkpool_only=darkpool_only, min_size=min_size, next_page=next_page)

filtered_entries = [
entry.__dict__ for entry in response.trades
if int(entry._price * entry._total_volume) >= 2E9
#if int(entry._price * entry._total_volume) >= 2E9
]

data.extend(filtered_entries)
Expand Down

0 comments on commit 8b8f8dd

Please sign in to comment.