# fetch-data

> Download market data for symbols and date ranges

- Author: maminul007
- Repository: maminul007/trading-platform
- Version: 20260208000611
- Stars: 1
- Forks: 0
- Last Updated: 2026-02-07
- Source: https://github.com/maminul007/trading-platform
- Web: https://mule.run/skillshub/@@maminul007/trading-platform~fetch-data:20260208000611

---

---
name: fetch-data
description: Download market data for symbols and date ranges
argument-hint: "[symbols|--start date|--source]"
---

# Market Data Fetcher

Download and manage market data for backtesting and analysis.

## Usage

- `/fetch-data AAPL` - Fetch AAPL data (default: 1 year)
- `/fetch-data AAPL,GOOGL,MSFT` - Multiple symbols
- `/fetch-data --start 2020-01-01 --end 2023-12-31` - Date range
- `/fetch-data --source yfinance` - Specify data source
- `/fetch-data --interval 1h` - Hourly data
- `/fetch-data --universe sp500` - Fetch S&P 500 constituents
- `/fetch-data --update` - Update existing data to current

## Data Sources

| Source | Data Types | Rate Limits |
|--------|------------|-------------|
| `yfinance` | OHLCV, fundamentals | Moderate |
| `polygon` | OHLCV, trades, quotes | API key required |
| `alpaca` | OHLCV, trades | API key required |
| `binance` | Crypto OHLCV | High |
| `tiingo` | OHLCV, IEX | API key required |

## Related Code

- `services/ml-server/src/data/loader.py` - Data loading
- `services/ml-server/src/data/multi_source_loader.py` - Multi-source
- `services/ml-server/src/data/market_data.py` - Market data utils
- `services/ml-server/src/backtest/data_downloader.py` - Downloader

## Instructions

When this skill is invoked:

1. Parse arguments:
   - Symbols: Comma-separated list or universe name
   - `--start`: Start date (default: 1 year ago)
   - `--end`: End date (default: today)
   - `--source`: Data source (default: yfinance)
   - `--interval`: 1m, 5m, 15m, 1h, 1d (default: 1d)
   - `--universe`: sp500, nasdaq100, crypto50
   - `--update`: Only fetch missing/new data
   - `--validate`: Run data quality checks after fetch

2. Validate inputs:
   - Check symbols are valid tickers
   - Verify date range is reasonable
   - Check API keys if required source

3. Fetch data:
   ```bash
   cd services/ml-server
   python -m src.data.multi_source_loader \
     --symbols $SYMBOLS \
     --start $START \
     --end $END \
     --source $SOURCE \
     --interval $INTERVAL
   ```

4. Display progress:
   ```
   Fetching market data...
   ─────────────────────────────────────────────────────────
   Source: yfinance
   Symbols: 3
   Period: 2023-01-01 to 2023-12-31
   Interval: 1d

   [████████████████████░░░░] 75%  GOOGL (2/3)

   Completed:
   ✓ AAPL    252 bars   2023-01-03 to 2023-12-29
   ✓ GOOGL   252 bars   2023-01-03 to 2023-12-29
   ⏳ MSFT   fetching...
   ```

5. After fetching:
   - Show summary of data retrieved
   - Report any gaps or missing dates
   - Display storage location
   - Run validation if `--validate` specified

6. Data quality checks:
   - Missing values
   - Price anomalies (>50% daily moves)
   - Volume anomalies
   - Corporate actions (splits, dividends)
   - Trading halts

7. Storage locations:
   ```
   data/
   ├── raw/              # Raw downloaded data
   │   └── yfinance/
   │       └── AAPL_1d.parquet
   ├── processed/        # Cleaned data
   └── features/         # Computed features
   ```

8. Universe definitions:
   - `sp500`: S&P 500 constituents
   - `nasdaq100`: NASDAQ 100
   - `crypto50`: Top 50 cryptocurrencies
   - `futures`: Major futures contracts