enext-exchange-py

Provides access to real-time and historical financial data from various exchanges.

Features

• Detailed Quotes: Get real-time price, change percentages, and last traded time.
• Intraday Quotes: Fetch intraday price and volume data.
• Historical Quotes: Access historical price and volume data.
• Factsheets: Retrieve instrument information such as ISIN, code, instrument type, and trading details.

Installation

Install the package using pip:

pip install enext-exchange-py

Quick Start

The library uses asyncio for its operations. Below is a simple example of how to use the ExchangeClient.

import asyncio
from enext_exchange_py import ExchangeClient

async def main():
    async with ExchangeClient() as client:
        # 1. Get a detailed quote for a ISIN
        symbol = "LU0290358497-ETFP"
        quote = await client.get_detailed_quote(symbol)
        print(f"Name: {quote.name}")

        # 2. Get intraday quotes
        print("\nIntraday Quotes")
        async for q in client.get_intraday_quotes(symbol):
            print(f"{q.time}: {q.price} (Vol: {q.volume})")
            break  # remove to list them all

        # 3. Get a factsheet
        factsheet = await client.get_factsheet(symbol)
        print(f"\nISIN: {factsheet.isin}")
        print(f"Trading Currency: {factsheet.trading_currency}")

if __name__ == "__main__":
    asyncio.run(main())

Usage

API Methods

• await get_detailed_quote(symbol: str) -> DetailedQuote: Returns a DetailedQuote object containing the latest market data.
• get_intraday_quotes(symbol: str) -> AsyncGenerator[Quote, None]: An async generator yielding Quote objects for the current trading day.
• get_historical_quotes(symbol: str) -> AsyncGenerator[Quote, None]: An async generator yielding historical Quote objects.
• await get_factsheet(symbol: str) -> Factsheet: Returns a Factsheet object with instrument metadata.

Development

To set up the development environment, you can use uv:

# Install dependencies
uv sync --all-extras --group dev

# Run tests
uv run pytest

License

This project is licensed under the MIT License.

All data retrieved through this project remains the exclusive property of the respective data providers. Use of this software does not grant any ownership rights or licenses to the underlying data; users are responsible for complying with the providers' specific Terms of Service.