import re import timeit import pandas as pd import numpy as np import datetime import time import THR_TimeZoneMapped_Integrated_Modules_AWS1 start = timeit.default_timer() #fp = 'R:/New Structure/Quant Insight/Quant/Thomson Reuters/Futures Normalised Data from TR/Drafts/FilesUsedInCode/' #fn = 'TradingHours.csv' filePath0 = "C:/Users/Jagmeet.Singh/Desktop/New folder/Raw Data/" #Location to save downloaded files fileNameRoot = "TR_RawData" #Root of the name for the downloaded files myUsername = "myUsername" myPassword = "myPassword" useAws = True nContracts = 120 #File path and name for the file from where paths and names of all other files and names are read filepath = 'R:/New Structure/Quant Insight/Quant/Thomson Reuters/Futures Normalised Data from TR/Drafts/FilesUsedInCode/' filename = 'FilePath&Names.xlsx' #This is where parameters (StartDate, EndDate, BaseTickers, FID etc.) come from filename1 = 'TradingHours.csv' #File for Trading Hours info - primarily used to fetch Open Time allTickers = THR_TimeZoneMapped_Integrated_Modules_AWS1.paramsProcessed(THR_TimeZoneMapped_Integrated_Modules_AWS1.paramsProcessed(filepath,filename)['FilePath'][0],THR_TimeZoneMapped_Integrated_Modules_AWS1.paramsProcessed(filepath,filename)['FileName'][0])['BaseTickers'] for i in range(len(allTickers)-allTickers.isnull().sum()): baseTicker = allTickers[i] instOpenTime = 100 * int(THR_TimeZoneMapped_Integrated_Modules_AWS1.processTradingHourCSV(baseTicker,filepath,filename1)[0][1:3]) + 100 * int(THR_TimeZoneMapped_Integrated_Modules_AWS1.processTradingHourCSV(baseTicker,filepath,filename1)[0][4:6]) FID = "70" startPriceData = timeit.default_timer() uncompressedData = THR_TimeZoneMapped_Integrated_Modules_AWS1.requestCode(baseTicker, nContracts, FID, filepath, filename) stopPriceData = timeit.default_timer() startOIData = timeit.default_timer() FID = "64" uncompressedData1 = THR_TimeZoneMapped_Integrated_Modules_AWS1.requestCode(baseTicker, nContracts, FID, filepath, filename) stopOIData = timeit.default_timer() FID = "54" #LotSize uncompressedData1 = THR_TimeZoneMapped_Integrated_Modules_AWS1.requestCode(baseTicker, nContracts, FID, filepath, filename) stopOIData = timeit.default_timer() FID = "15" #Currency uncompressedData1 = THR_TimeZoneMapped_Integrated_Modules_AWS1.requestCode(baseTicker, nContracts, FID, filepath, filename) stopOIData = timeit.default_timer() FID = "825" #Cross-scale uncompressedData1 = THR_TimeZoneMapped_Integrated_Modules_AWS1.requestCode(baseTicker, nContracts, FID, filepath, filename) stop = timeit.default_timer()