Suggestions

[danishhasan2]

This is a great tool and saved me a lot of time. Two suggestions:

• CSV files should be created for every month and not year. Much easier to handle the data size-wise.
• There should be an option to filter symbols. I only needed it for XBTUSD but had to load large datasets again and filter the required symbol.

I know these are very small changes but python handicap like me struggles moving large datasets.

[bmoscon]

@danishhasan2 thanks for the suggestions, I'll look into doing this sometime soon

[menbatisiunissart]

@bmoscon great package thank you for sharing. FYI i actually needed the symbol filtering feature so just added it in my fork. Just added a simple filtering function using panda since the package was already in the requirement.txt Happy to submit a pull request if of interest.