Tel Aviv Stock Exchange (TASE) Data Scrapper

Python utilities to scrape historical price data from TASE. In addition, financial data of the TA-35 companies can be scraped to calculate the PE ratio of the index.

Prerequisites

pip install -r requirements.txt

ChromeDriver

• Linux: copy to /usr/bin
• Windows: place in the same directory as the script or add to PATH

Stocks

ETF

Sample

TA-35 PE Ratio calculation

Use the following script to scrape the financial data of the TA-35 companies.

cd TA35
python scrapeData.py

You need a TASE account to download the data; the script will prompt you to log in via the browser. After scraping the data, you can calculate the PE ratio of the TA-35 index by running the dataAnalysis.ipynb notebook.