Stock market data sets: stock market data

Three major headaches of stock market data capture

Engaged in stock analysis of the old iron know, to get reliable market data is really not easy. When I myself first started to grab data, I always encountered these three situations:Either that or the page loads extra slow,Either that or the IP is blocked within minutes of catching it,Either you're getting data that's missing the mark or you're not.The first thing you need to do is to get your hands dirty. Especially now that many financial websites have installed intelligent protection systems, the same IP continuous access to the minutes to be pulled black.

How Proxy IPs Became the Savior of the Data Party

Let's say you want to capture the last six months of a stock's time-sharing transaction data, the normal situation may have to visit the site dozens of times in a row. At this time, if you use ipipgo's dynamic residential agent, each request for a real user to change the network address, the site simply can not distinguish between the machine or a real person in the operation. This is like playing hide-and-seek when you keep changing your vest, the other side can never catch you.

import requests

proxies = {
    'http': 'http://api.ipipgo.com:8000',
    'https': 'http://api.ipipgo.com:8000'
}

response = requests.get('Data interface for a financial website', proxies=proxies, timeout=10)

Hands-on tips: building a data pipeline with ipipgo

Here's a real usable configuration scenario:

Here's the kicker.Request interval settings: Even if you use a proxy to simulate the rhythm of real human operation. Suggested in the code to add a random waiting time, do not let the site to find the law. ipipgo background can be set to automatically switch the interval, this and the crawler request frequency with a good.

Frequently Asked Questions QA

Q: Can't I use a free proxy?
A: Nine out of ten free proxies are unstable, and often fail to connect and slow down. I've tried to use free proxy to capture data before, and the result was 8 times in half an hour, and the data was all messed up.

Q: What is the difference between ipipgo and others?
A: Their residential proxies are clean IPs used by real people, unlike some platforms that use server room IPs that are easily recognized. Last time I caught 3 days of data in a row and not a single ban was triggered.

Q: What should I do if I encounter a CAPTCHA?
A: At this time, we should work with ipipgo's browser fingerprinting function to disguise the request header, time zone and these parameters as real browsers. If you really can't get it, you can contact their customer service for a solution.

Guide to avoiding the pit

The most common mistake newbies make isProxy configuration not workingThe first thing you should do is to print the actual IP address in the code. It is recommended to print the actual IP in the code to confirm that it is not really a proxy. ipipgo background real-time traffic monitoring, you can see which node is used for each request, this feature is particularly useful.

Lastly, a lesson learned: once I forgot to set the timeout parameter, the proxy server got stuck and caused the program to die. It is recommended to addtimeout=10Such a timeout is set to avoid the whole script getting stuck.