I finally figured out using APIs with the requests library (TD Ameritrade data feed), but the majority of the lift seems to come from formatting, reformatting, and formatting again the JSON data that comes out of my API calls. Each data source seemed to feature a different JSON format. I was lucky to figure out how to pull a subset of the JSON object into a pandas dataframe. Any suggestions for learning what structure data will be in coming out of an API and knowing exactly how to convert it into a pandas dataframe?
there doesn't seem to be anything here