SGX Derivative Downloader

Context

Derivative data in SGX is a collection of historical and real-time market data for derivatives contracts traded on the Singapore Exchange. This data can be used by traders, investors, and analysts to make informed decisions about trading derivatives.

There are many reasons why you might want to download derivative data from SGX. For example, you might want to:

• Backtest trading strategies
• Analyze market trends
• Monitor portfolio performance
• Generate reports

Derivative data can be a valuable tool for anyone who wants to gain a deeper understanding of the derivatives markets. By downloading and analyzing this data, you can make more informed decisions about your trading and investment activities.

Run Locally

Clone the project

  git clone https://github.com/blurridge/sgx-derivative-downloader

Go to the project directory

  cd sgx-derivative-downloader

Install dependencies

  pip install -r requirements.txt

Start the script

  python main.py [-h] [-d DESTINATION] [-c] [-u] [-sd START_DATE] [-ed END_DATE]

Arguments

options:
  -h, --help            show this help message and exit
  -d DESTINATION, --destination DESTINATION
                        Relative path where files will be downloaded
  -c, --create_db       Force restart creation of database of date and corresponding record number.
                        This deletes all current data and restarts scraping.
  -u, --update_db       Force update database of date and corresponding record number. Skips existing
                        data and updates missing values.
  -sd START_DATE, --start_date START_DATE
                        Start date (YYYYMMDD) for historical files
  -ed END_DATE, --end_date END_DATE
                        End date (YYYYMMDD) for historical files
  -cfg FILE, --config_file FILE
                        Config file for setting path download