edge-sdk 1.1.0

Python SDK for Edge's commodity market data platform

Edge SDK

Python SDK for Edge's commodity market data platform. Access historical daily bars, real-time quotes, intraday OHLC, options data, and symbology.

Installation

pip install edge-sdk

Quick Start

from edge import Edge

edge = Edge(api_key="your-key")
# Or: export EDGE_API_KEY=your-key

# Historical daily bars — bare roots expand to front-month
df = edge.history("ZC", start="1Y")             # ZC → ZC*1, last 1 year
df = edge.history("ZCZ26", start="2025-01-01")  # explicit contract — no expansion

# Multiple symbols
df = edge.history(["ZC", "ZS", "LE"], start="2025-01-01")

# Price matrix (date × symbol), ready for analysis
matrix = edge.prices(["ZC", "ZS", "LE", "CL"], start="1Y")

# Quick last price
edge.last("ZC")                    # → 453.25 (float)
edge.last(["ZC", "ZS", "LE"])     # → Series

# Real-time quotes
df = edge.quote(["ZC", "ZS"])

# Search
df = edge.search("soybeans")

# Returns & correlation
ret  = edge.returns(["ZC", "ZS", "LE", "CL"], start="1Y")
corr = edge.correlation(["ZC", "ZS", "LE", "CL"], start="3Y")

Symbols

The convenience methods (history, quote, prices, last, returns, correlation) auto-expand bare root symbols to front-month continuous:

You pass	Sent to API	Why
"ZC"	ZC*1	Bare root → front-month expansion
"ZC*1"	ZC*1	Already qualified — no change
"ZC*2"	ZC*2	Second month — no change
"ZCZ26"	ZCZ26	Specific contract — no change
"ZCZ26|500C"	ZCZ26|500C	Option symbol — no change

To skip expansion entirely, use the service layer directly:

# These pass symbols through raw — no expansion, no exchange inference
df = edge.futures.historical_bars("ZC", exchange="CBOT", start_date="2025-01-01")
df = edge.futures.latest_quotes("ZC*1", exchange="CME")

Exchange is auto-inferred from the commodity registry in convenience methods (ZC→CBOT, CL→NYMEX, etc.). You can always override it: edge.history("ZC", start="1Y", exchange="CBOT").

Relative Dates

Convenience methods accept shorthand strings for start and end:

Shorthand	Meaning
"1Y"	1 year ago
"6M"	6 months ago
"3M"	3 months ago
"1M"	1 month ago
"2W"	2 weeks ago
"30D"	30 days ago
"YTD"	January 1st of this year
"MTD"	1st of this month
"QTD"	1st of this quarter

ISO date strings ("2025-01-01"), date, and datetime objects are also accepted.

Authentication

The SDK sends an API key via X-API-Key header to the market-data-service.

Method	Example
Constructor	Edge(api_key="your-key")
Env var	export EDGE_API_KEY=your-key then Edge()

Supported Commodities

Sector	Symbols	Exchange
Grains	ZC (Corn), ZS (Soybeans), ZW (Wheat), ZL (Soy Oil), ZM (Soy Meal)	CBOT
Livestock	LE (Live Cattle), GF (Feeder Cattle), HE (Lean Hogs)	CME
Energy	CL (Crude Oil), NG (Nat Gas), RB (Gasoline), HO (Heating Oil)	NYMEX
Dairy	DL (Class III Milk), DK (Class IV), BJ (Cheese), BD (Butter), DF (NFDM), DG (Whey)	CME

All covered by the default exchange="CME" (backend expands CME → CME/CBOT/NYMEX/COMEX).

API Reference

Convenience Methods (Edge)

edge.history(symbols, start, end, exchange=None, max_records=None)  # daily OHLCV
edge.quote(symbols, exchange=None)                                   # latest prices
edge.prices(symbols, start, end, field="close")                      # pivoted matrix
edge.last(symbols)                                                   # scalar or Series
edge.returns(symbols, start, end)                                    # daily % returns
edge.correlation(symbols, start, end)                                # correlation matrix
edge.search(query, limit=20)                                         # symbol search
edge.health_check()                                                  # service health

Futures Service (edge.futures)

No symbol expansion — passes symbols through raw. Requires explicit exchange.

edge.futures.historical_bars(symbols, exchange, start_date, end_date, max_records)
edge.futures.latest_quotes(symbols, exchange, start, end)
edge.futures.intraday_bars(symbols, exchange, interval, start, end)  # 1m/5m/15m/1h/4h
edge.futures.search_symbols(query, exchange, limit)
edge.futures.search_options(query, exchange, limit)
edge.futures.option_eod(symbol, max_records, order, volume)
edge.futures.options_chain(root, date=None, start_date=None, end_date=None)
edge.futures.events(symbols, exchange, since, lookback_seconds, msg_types, limit)

Symbology Service (edge.symbology)

edge.symbology.resolve(symbol)           # → dict (canonical instrument)
edge.symbology.translate(symbol, to_provider)
edge.symbology.search(query, limit)      # → DataFrame
edge.symbology.validate(symbols)         # → DataFrame

Error Handling

from edge.exceptions import (
    EdgeAPIError,             # base
    AuthenticationError,      # 401
    DataNotFoundError,        # 404
    ValidationError,          # 400/422
    ServiceUnavailableError,  # 503
    ConfigurationError,
)

try:
    df = edge.history("ZC", start="1Y")
except AuthenticationError:
    print("Invalid API key")
except ServiceUnavailableError:
    print("Market data service is down")

Configuration

Env var	Default	Description
EDGE_BASE_URL	Edge hosted service	Override to point at a different instance
EDGE_API_KEY	(empty)	API key for production

edge = Edge(
    base_url="https://market-data.try-edge.com",
    api_key="edge_abc123",
    timeout=120,  # seconds (default 120)
)

Requirements

• Python >= 3.10
• httpx >= 0.25
• pandas >= 2.0