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Download Historical Data

import pfeed as pe

pe.__version__
'0.0.2'
# Delta Lake format is enabled when use_deltalake=True
bybit_feed = pe.BybitFeed(data_tool='polars', use_ray=True, use_deltalake=True)
yfinance_feed = pe.YahooFinanceFeed(data_tool='dask', use_ray=False, use_deltalake=False)

Download Historical Data from BybitΒΆ

if MinIO is not running, you can start it by running pfeed docker-compose up -d minio.

polars_lf = bybit_feed.download(
    product='BTC_USDT_PERP',
    resolution='1tick',
    start_date='2025-01-01',
    end_date='2025-01-02',
    to_storage='minio'
)
polars_lf.collect().head(1)
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Download Historical Data from Yahoo FinanceΒΆ

You can use pfeed to download and store Yahoo Finance data, extending the functionality of yfinance.

dask_df = yfinance_feed.download(
    product='TSLA_USD_STK',  # STK = stock
    # NOTE: minute data is only available for the past 8 days
    resolution='1m',  # 1 minute data
    rollback_period='max',
    to_storage='local'
)
dask_df.compute().head(1)
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