Saturday, May 26, 2012

Regulation SHO Data Harvester

In a rare example of me spending my free time producing software, I have created a data harvester that will go to FINRA's website and grab Regulation SHO data and convert it to a csv file for easy data process.

It takes a few options:

  • A range of dates
  • A Market selection
  • The option to just grab everything
  • The option to use the updated file, if available

It works beautifully. It also has a GUI which I slapped on there using Qt (so easy!). It's open source too, and I'll post the code somewhere soon (maybe I'll use my old source forge account)

Now I need to decide my next move. Finals are coming up and I might be a bit too busy until next weekend.

Here's a screenshot of what it looks like:




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