Basic utility to manage index or portfolio constituent data

Utility library to fetch lists of symbols/constituents as managed by the user. The constituents are to be stored as parquet dataframes in a local or remote location, via the fsdata package. The tickers are extracted from the index column.

Configuration

Create a consdata entry in the fsdata.ini config file. The config is resolved by fsdata, in order: the FSDATA_CONFIG environment variable, then upward search from the current directory (a repo-local config), then the XDG_CONFIG_HOME folder (default ~/.config).

# fsdata.ini

[consdata]
path = s3://my-bucket/consdata

Usage

To list available universes

import consdata

consdata.items()

To get a dataframe of constituents

consdata.load(name)

To get a list of tickers

consdata.get_tickers(name)

Related projects and Resources

• fsdata Simple data catalog library for python
• FinanceDataBase Database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets
• index-constituents Get the current and historical constituents of popular stock indices.