Historical data

[3catz]

I just started using this, great work. I am wondering if there is any way to get historical data, for example if I could get a data frame with a week's worth of after hours trading data for AAPL or whatever.

[datawrestler]

I am so sorry for the delay on this! I don't see a historical option straight from Nasdaq. I also noticed they revised their website so I will try to push an update this weekend and link the repo up to travis with scheduled builds to ensure this doesn't happen in the future.

Regarding historical options given it doesn't look promising straight from Nasdaq, I could set up a small VM to run once at night to collect pre and post trading data for the top 5k symbols for instance and just start collecting this data moving forward. Depending on costs, I could look into then just having the package itself interface directly with this and retrieve 'historical' data from the time this gets off the ground. We wouldn't get actual historical data, but we would build an archive moving forward.