I am gathering price data for financial instruments in order to backtest an investment strategy. The data that I need is available from an online database (which I have access to). The database is accessed via a query API. I have written out the template for the query and created an excel file with all the different possible values that need to be added (instrument, time, date etc.). There are roughly 75,000 different prices that need to be queried separately.
I need someone who can design a program that will take each value, input it into the query, send the message, take the median of the resulting prices and input that back into the adjacent cell in excel.
Very happy to provide more details, including the API query text, instructions on how to use the API and the excel sheet with all the required values already in the correct format.
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