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.