This repo helps to pull down, filter, and aggregate publicly available swap data from the DTCC.

More info is available on this post: https://www.reddit.com/r/Superstonk/comments/1e746g9/lets_demystify_the_swaps_data_do_not_trust_me_bro/

Getting Started

1. Clone the repo
2. Set up the environment

• (Optional) Create a virtual environment

python3 -m venv .venv
source .venv/bin/activate

• Install the requirements

pip install -r requirements.txt

3. Config

You can change any of the configuration by modifying the config.py file.

4. Run the scripts

python3 swaps.py
python3 correlate_swaps.py

Prerequisites

• Python 3.6+

Output

The script will filter the data and record the transactions related to GME on a daily basis in the specified output folder. There will also be a folder named processed that traces all transactions swap by swap.

After running correlate_swaps.py there is a file named correlated_swaps.csv that is all the swaps data correlated by "Progenitor ID". There is also a parquet dataset that is created in the output folder that contains all the swaps data for easier querying.