btgsolutions-dataservices-python-client 1.0.6

Python package containing several classes and data for extracting and manipulating market and trading data.

BTG Solutions - Data Service

Python library to get Brazilian Financial Market Data.

Installation

pip3 install btgsolutions-dataservices-python-client

Example - WebSocket Books

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='books', instruments=['PETR4', 'VALE3'])
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

## Another examples
# ws.available_to_subscribe()

Example - WebSocket Trades Delayed

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='trades', stream_type='delayed', instruments=['PETR4', 'VALE3'])
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

## Another examples
# ws.available_to_subscribe()

Example - WebSocket Trades with 1 second throttle

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='trades', stream_type='throttle', instruments=['PETR4', 'VALE3'])
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

## Another examples
# ws.available_to_subscribe()

Example - WebSocket Securities (Derivatives)

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='securities', data_subtype='derivatives')
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Example - WebSocket Candles 1S

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', data_type='candles-1S', stream_type='realtime')
ws.run(on_message=lambda message: print(message))
ws.candle_subscribe(list_instruments=['PETR4','VALE3'], candle_type='partial')

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

## Another examples
# ws.candle_subscribe(list_instruments=['PRIO3'], candle_type='closed')
# ws.candle_subscribe(list_instruments=['WEGE3'], candle_type='all')
# ws.candle_unsubscribe(list_instruments=['PRIO3', 'PETR4'], candle_type='all')

Example - WebSocket BMV Trades

import btgsolutions_dataservices as btg
ws = btg.MarketDataWebSocketClient(api_key='YOUR_API_KEY', exchange='bmv', data_type='trades')
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Example - WebSocket High Frequency News

import btgsolutions_dataservices as btg
ws = btg.HFNWebSocketClient(api_key='YOUR_API_KEY', country='brazil')
ws.run(on_message=lambda message: print(message))

## The following is optional to keep the program running in a .py file:
# from time import sleep
# while True:
#   sleep(1)

Example - IntradayCandles

import btgsolutions_dataservices as btg
int_candles = btg.IntradayCandles(api_key='YOUR_API_KEY')
int_candles.get_intraday_candles(market_type='stocks', tickers=['PETR4', 'VALE3'], candle_period='1m', mode='relative', raw_data=True)

Example - Get Interday History Candles

import btgsolutions_dataservices as btg
hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, start_date='2023-10-01', end_date='2023-10-13', rmv_after_market=True, timezone='UTC', raw_data=False)

Example - Get Intraday History Candles

import btgsolutions_dataservices as btg
hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False)

Example - Plot History Candles

import btgsolutions_dataservices as btg
hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False).plot(x='candle_time', y='close_price', kind='scatter')

Example - Quotes

import btgsolutions_dataservices as btg
quotes = btg.Quotes(api_key='YOUR_API_KEY')
quotes.get_quote(market_type = 'stocks', tickers = ['PETR4', 'VALE3'])

Example BulkData - Available Tickers

import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
bulk_data.get_available_tickers(date='2023-07-03', data_type='trades', prefix='PETR')

Example BulkData - Get Data

import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
bulk_data.get_data(ticker='PETR4', date='2023-07-03', data_type='trades')
# bulk_data.get_data(ticker='PETR4', date='2024-01-22', data_type='book-events')

Example BulkData - Get Compressed Data

import btgsolutions_dataservices as btg
bulk_data = btg.BulkData(api_key='YOUR_API_KEY')
bulk_data.get_compressed_data(channel='001', date='2024-01-03', data_type='instruments')
# bulk_data.get_compressed_data(channel='053', date='2023-01-03', data_type='incremental')
# bulk_data.get_compressed_data(channel='051', date='2023-01-03', data_type='snapshot')

Example - Intraday Tick Data

import btgsolutions_dataservices as btg
intra_tickdata = btg.IntradayTickData(api_key='YOUR_API_KEY')
intra_tickdata.get_trades(ticker='PETR4')

Example - HighFrequencyNews

import btgsolutions_dataservices as btg
hfn = btg.HighFrequencyNews(api_key='YOUR_API_KEY')
hfn.latest_news()

Documentation

The official documentation is hosted at https://python-client-docs.dataservices.btgpactualsolutions.com/