How Claude Code compressed 2 weeks into 2 hours

I build trading systems and need a ton of backtesting data... 10 years each for forex, options and stocks/ETFs. The fastest way to grab it before was to go to massive.com and download the flat files.

And that was the problem... bc it meant downloading compressed files for each day over the last 10 years. That's about 6,000 files. Each file contains the price data for every symbol... ie. for Apr 8, 2026, that .csv file has the price data for over 5,000 stocks & ETF's, in 1min timeframe. So that's over 3m rows.

Which means to get only the symbols I need, I'd have to go through each file and copy-paste.

Instead, I had Claude Code write me a script that:

Logged into my account
Downloaded all the files
Put them in folders by asset/year/month
Extracted only the symbols I wanted and put those CSV's into their own folders
Combined the daily .csv's into monthly files
Resampled them into the timeframes I needed
For options, it then calculated a bunch of other stuff I needed and appended those to the CSV's.

All in, it took about 2 hours to build the scripts. I just run them one at a time and forget about it.

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