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Finance ETL

ETL pipeline to extract data from multiple file formats, transform it into specific datatypes, and load it into a single source for analysis.

Modules

  • Requests
  • BeautifulSoup
  • Pandas
  • Numpy
  • SQLAlchemy
  • Pytest
  • Apache Airflow

ETL Flow

General overview:

  • US stock market data is extracted from TradingView with BeautifulSoup and stored in .json files.
  • Stock symbol data is collected from Finnhub Stock API and stored in a .csv file.
  • Exchange rate data is collected from Exchange Rates API and stored in a .csv file.
  • All stock market files are transformed and combined in a single file.
  • ETL job execution is complete once data is loaded into the database and validated.

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Extract, transform and load stock market data

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