FinanceJSON

FinanceJSON is a JSON based finance file format. JSON is able to describe complex data structures, has a human readable syntax and is available in all common programming languages. It is therefore an appropriate choice to store financial data in this format. Another advantage is that this format allows easy storage, data extraction and conversion to different file formats.

The package currently provides converters to the following file formats:

• CSV (multiple files)
• EXCEL (XLSX)
• H5

which are available from the command line. It also provides a kind of tree CLI command to quickly review the internal structure of the JSON file.

Specification

This repository contains the Specification of FinanceJSON in form of a JSON Schema.

Example

A FinanceJSON file for a stock:

{
  "yh_symbol": [
    {
      "symbol": "XYZ"
    }
  ],
  "ms_symbol": [
    {
      "symbol": "US_XYZ"
    }
  ],
  "yh_currency": [
    {
      "index_symbol" : "XYZ",
      "currency": "USD"
    }
  ],
  "ms_currency": [
    {
      "index_symbol": "XYZ",
      "currency": "USD"
    }
  ],
  "yh_esgScores": [
    {
      "index_symbol": "XYZ",
      "ratingYear": 2019,
      "ratingMonth": 9,
      "totalEsg": 12.4
    }
  ],
  "yh_earnings_earningsChart_quarterly": [
    {
      "index_symbol": "XYZ",
      "date": "4Q2018"
    }
  ],
  "yh_earnings_financialsChart_yearly": [
    {
      "index_symbol": "XYZ",
      "date": 2019
    }
  ],
  "yh_indexTrend_estimates": [
    {
      "index_symbol": "XYZ",
      "date" : "2019-01-01",
      "growth": 1,
      "period": "+1q"
    },
    {
      "index_symbol": "XYZ",
      "date" : "2019-01-01",
      "growth": 1,
      "period": "-1q"
    },
    {
      "index_symbol": "XYZ",
      "date" : "2019-01-01",
      "growth": 1,
      "period": "1q"
    },
    {
      "index_symbol": "XYZ",
      "date" : "2019-01-01",
      "growth": 1,
      "period": "+1y"
    }
  ],
  "yh_assetProfile": [
    {
      "index_symbol": "XYZ",
      "date": "2019-01-01",
      "address1": "foo",
      "auditRisk": 1,
      "boardRisk": 2,
      "city": "bar",
      "country": "a"
    }
  ],
  "yh_assetProfile_companyOfficers": [
    {
      "index_symbol": "XYZ",
      "name": "boe",
      "title": "CEO"
    }
  ],
  "yh_ohlcv_1d": [
    {
      "index_symbol": "XYZ",
      "date": "2019-01-01",
      "open": 1,
      "high": 2,
      "low": 3,
      "close": 4,
      "volume": 5
    }
  ]
}

FinanceJSON CLI

This repository also contains a Python based commandline tool which is able validate and extract data from financeJSON files. It also emulate the linux tree command, printing out a tree structure of the JSON data.

Validate a financeJSON file:

financejson validate /path/to/financejsonfile

Print tree structure of financeJSON file:

financejson treejson /path/to/financejsonfile

Convert a financeJSON file into an HDF5 file:

financejson convert json h5 /path/to/financejsonfile
financejson convert json hdf /path/to/financejsonfile
financejson convert json hdf5 /path/to/financejsonfile

Convert a financeJSON file into an Excel readable file (each key is written to a separate sheet):

financejson convert json xlsx /path/to/financejsonfile

License

GNU General Public License v3.0