How can I use Python CLI to retrieve parquet files?

Python CLI may be used to retrieve files in the parquet format. Please see detailed instructions below.

Environment Variables 

Install 

Create a venv or pyenv if you like and activate. 

pip install ndlbulkdownload 

Usage 

The '--param' accepts key/value pairs as you would define query parameters. For any given product documentation, define the key as necessary. 

Note, for collections, you can specify multiple of the same key. Use RFC brackets [] for lists of a given key. See examples below. 

bulkdownload --help 

usage: bulkdownload [-h] --code VC/TC [--param key value] [--debug] 

[--verbose] [--skip-proxy] [--skip-ssl-verify] 

[--redirect | --no-redirect] [--workers W] 

[--host hostname] [--version] 

Bulk Download from Data Link

Options: 

-h, --help            show this help message and exit 

--code VC/TC          The vendor_code/table_code you are trying to download. 

Example/s: 

• NDAQ/USETHQUOTE 
• NDAQ/USETHTRADE 

--param key value     Add query param key/value pair 

--debug               Increase log level to DEBUG 

--verbose             Show logging output 

--skip-proxy          Ignore proxy environment variables 

--skip-ssl-verify     Do not verify SSL (not recommended in most situations) 

--redirect, --no-redirect 

Request redirect to files (default: true) 

--workers W           Total parallel workers (default: min(32, os.cpu_count())) 

--host hostname       Define an alternative hostname 

--version             show program's version number and exit 

Examples:

# download the unfiltered data table: 

NDL_APIKEY=API_KEY bulkdownload --code NDAQ/USETHQUOTE                    

# download data on a particular date: 

NDL_APIKEY=API_KEY bulkdownload --code NDAQ/USETHQUOTE --param date.eq 2024-09-01 

# download multiple tickers between a given date [start, end) 

NDL_APIKEY=API_KEY bulkdownload --code NDAQ/USETHQUOTE --param 'symbol.in[]' MSFT --param 'symbol.in[]' AAPL --param date.gte 2024-01-01 --param date.lt 2024-04-01 

Note:                            

Downloaded parquet files will need to be concatenated to view the full database.