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FINRA Data Pull and Excel Report Generator

This script pulls short interest data from the FINRA API and generates an Excel table with specific filters and columns as specified.

Features

  • Accepts a date input from the user.
  • Filters data based on average daily volume, exchange code, and accounting year month.
  • Generates an Excel table with specified columns.

Script Details

Overview

The script performs the following key steps:

  1. User Input: Asks the user to input a date each time the script runs.
  2. API Request: Makes a request to the FINRA API with specified filters.
  3. Data Processing: Processes the received data and extracts necessary columns.
  4. Excel Generation: Creates an Excel table with the processed data.

Notes

  • Ensure you have an active internet connection to pull data from the FINRA API.
  • The script assumes the FINRA API endpoint and the format of the data to be consistent. Any changes in the API might require modifications to the script.