import requests
from urllib.parse import unquote
import pandas as pd
headers = {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:90.0) Gecko/20100101 Firefox/90.0",
}
def main(url):
with requests.Session() as req:
req.headers.update(headers)
r = req.get(url[:25])
req.headers.update(
{'X-XSRF-TOKEN': unquote(r.cookies.get_dict()['XSRF-TOKEN'])})
params = {
"list": "options.mostActive.us",
"fields": "symbol,symbolType,symbolName,hasOptions,lastPrice,priceChange,percentChange,optionsImpliedVolatilityRank1y,optionsTotalVolume,optionsPutVolumePercent,optionsCallVolumePercent,optionsPutCallVolumeRatio,tradeTime,symbolCode",
"orderBy": "optionsTotalVolume",
"orderDir": "desc",
"between(lastPrice,.10,)": "",
"between(tradeTime,2021-08-03,2021-08-04)": "",
"meta": "field.shortName,field.type,field.description",
"hasOptions": "true",
"page": "1",
"limit": "500",
"raw": "1"
}
r = req.get(url, params=params).json()
df = pd.DataFrame(r['data']).iloc[:, :-1]
print(df)
main('https://www.barchart.com/proxies/core-api/v1/quotes/get?')
输出:
symbol symbolType ... tradeTime symbolCode
0 AMD 1 ... 08/03/21 STK
1 AAPL 1 ... 08/03/21 STK
2 TSLA 1 ... 08/03/21 STK
3 AMC 1 ... 08/03/21 STK
4 PFE 1 ... 08/03/21 STK
.. ... ... ... ... ...
495 BTU 1 ... 08/03/21 STK
496 EVER 1 ... 08/03/21 STK
497 VRTX 1 ... 08/03/21 STK
498 MCHP 1 ... 08/03/21 STK
499 PAA 1 ... 08/03/21 STK
[500 rows x 14 columns]