Python - StockData.org API - (Stackoverflow)

#!/usr/bin/env python3

# date: 2024.05.26

# Stackoverflow:
# pandas - KeyError when trying to access 'data' from StockData.org API response in Python - Stack Overflow
# https://stackoverflow.com/questions/78532919/keyerror-when-trying-to-access-data-from-stockdata-org-api-response-in-python)

# Documentation:
# StockData.org - API Documentation - intraday data (unadjusted)
# https://www.stockdata.org/documentation#intraday-data

# requests-cache:
# requests-cache 1.2.0 documentation
# https://requests-cache.readthedocs.io/en/stable/

from datetime import timedelta
#import requests
import requests_cache
import pandas as pd

# keep responses in sqlite because API has limit of requests
# (free account has limit 100 requests/day)
session = requests_cache.CachedSession('requests_stockdata', expire_after=timedelta(hours=1))

payload = {
    'api_token': '<API KEY>',
    'symbols': 'NVDA',         # `symbols` with char `s` - even if you send only one symbol
    'intervals': 'minute',     # allowed `minute` and `hour` but not `1m`
}

url = 'https://api.stockdata.org/v1/data/intraday'
#response = requests.get(url, params=payload)
response = session.get(url, params=payload)

data = response.json()
if 'message' in data:
    print(data['message'])

if 'data' in data:
    df = pd.DataFrame(data['data'])

    # convert dict in one column into seperate columns
    data_as_colums = df['data'].apply(pd.Series)
    df_without_data = df.drop(columns=['data'])
    df = pd.concat([df_without_data, data_as_colums], axis=1)
    print(df.head())

    df.to_csv('NVDA_minute_data.csv', index=False)