Enhanced stocks-trades.py to download all trades for a ticker across a date range and export to Parquet format. Configured for IREN ticker over calendar year 2025.

Changes

• Date range iteration: Processes trades day-by-day from configurable start/end dates (2025-01-01 to 2025-12-31)
• Pagination handling: Leverages client's automatic pagination at max limit (50,000 records/request)
• Parquet export: Converts Trade objects to DataFrame and outputs compressed Parquet file
• Progress tracking: Reports per-day trade counts and total statistics
• Dependencies: Added pandas (2.3.3) and pyarrow (22.0.0) with Python >=3.10 constraint for pyarrow

Usage

# Configuration at top of stocks-trades.py
TICKER = "IREN"
START_DATE = "2025-01-01"
END_DATE = "2025-12-31"
OUTPUT_FILE = f"{TICKER}_trades_{START_DATE}_to_{END_DATE}.parquet"

# Run with API key
export POLYGON_API_KEY="your_key"
python stocks-trades.py

Output: IREN_trades_2025-01-01_to_2025-12-31.parquet containing all trade fields (price, size, timestamps, conditions, etc.)

See examples/rest/STOCKS_TRADES_README.md for full documentation.

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