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Finazon gRPC client library for Python

Project description

Finazon Python gRPC Client

This is the official Python library for Finazon, offering access to:

  • Lists of datasets, publishers, markets, and tickers.
  • Market data: ticker snapshots, time series, trades, and technical indicators.
  • Data from specific datasets such as Benzinga, Binance, Crypto, Forex, SEC, and SIP.

🔑 API key is essential. If you haven't got one yet, sign up here.

Requirements

Ensure you have Python 3.9 or later.

Installation

Use the package manager pip to install Finazon Python gRPC Client library:

pip install finazon-grpc-python

Installation with Pandas support:

pip install finazon-grpc-python[pandas]

Or use poetry package manager to add Finazon Python gRPC Client library to your project:

poetry add finazon-grpc-python

🔗 View the package on PyPI.

Updating to last version

Using pip:

pip install -U finazon-grpc-python

Using poetry:

poetry add finazon-grpc-python@latest

Quick start

1. Create project virtual environment (venv)

mkdir hello-finazon && cd hello-finazon
python3 -m venv .venv

Activate venv (Linux/MacOS)

source .venv/bin/activate

Activate venv (Windows cmd.exe)

<full_path_to_project>\.venv\Scripts\activate.bat

More information about Python virtual environments can be found here

2. Install package

pip install finazon-grpc-python

3. Create time_series.py script

from finazon_grpc_python.time_series_service import TimeSeriesService, GetTimeSeriesRequest
from finazon_grpc_python.common.errors import FinazonGrpcRequestError


service = TimeSeriesService('your_api_key')

try:
    request = GetTimeSeriesRequest(ticker='AAPL', dataset='sip_non_pro', interval='1h', page_size=10)
    response = service.get_time_series(request)
    print('Last OHLCV data\n')
    for item in response.result:
        print(f'{item.timestamp} - {item.open}, {item.high}, {item.low}, {item.close}, {item.volume}')
except FinazonGrpcRequestError as e:
    print(f'Received error, code: {e.code}, message: {e.message}')

4. Input your API key

Replace 'your_api_key' with your actual key.

5. Run script

python3 time_series.py

📝 Expected output:

Last OHLCV data

1709323200 - 179.9312, 179.97, 179.415, 179.695, 7701993.0
1709319600 - 179.315, 180.22, 179.31, 180.005, 6668926.0
1709316000 - 178.515, 179.39, 178.33, 179.32, 6103415.0
1709312400 - 177.83, 179.07, 177.38, 178.524, 7184233.0
1709308800 - 178.1857, 178.47, 177.72, 177.935, 7477704.0
1709305200 - 179.7, 179.71, 177.67, 178.295, 13846621.0
1709301600 - 180.2, 180.53, 179.06, 179.245, 6952951.0
1709236800 - 180.225, 181.11, 179.57, 180.93, 12124375.0
1709233200 - 180.115, 180.49, 179.86, 180.2, 5406568.0
1709229600 - 180.15, 180.8, 179.68, 180.085, 5891427.0

More examples

Get time-series data for AAPL and convert it to Pandas dataframe

Don't forget to install the package with Pandas support

pip install finazon-grpc-python[pandas]
from finazon_grpc_python.time_series_service import TimeSeriesService, GetTimeSeriesRequest
from finazon_grpc_python.common.errors import FinazonGrpcRequestError
from finazon_grpc_python.common.utils import convert_response_to_pandas


service = TimeSeriesService('your_api_key')

try:
    request = GetTimeSeriesRequest(ticker='AAPL', dataset='us_stocks_essential', interval='1h', page_size=50)
    response = service.get_time_series(request)
    df = convert_response_to_pandas(response)
    print(df.describe())
except FinazonGrpcRequestError as e:
    print(f'Received error, code: {e.code}, message: {e.message}')

Get Moving average with period 100 (MA 100) for AAPL

from finazon_grpc_python.time_series_service import TimeSeriesService, GetTimeSeriesMaRequest, GetTimeSeriesRequest
from finazon_grpc_python.common.errors import FinazonGrpcRequestError


service = TimeSeriesService('your_api_key')

try:
    request = GetTimeSeriesMaRequest(
        time_series=GetTimeSeriesRequest(ticker='AAPL', interval='1h', dataset='sip_non_pro', page_size=10),
        time_period=100,
    )
    response = service.get_time_series_ma(request)
    print(response.result)
except FinazonGrpcRequestError as e:
    print(f'Received error, code: {e.code}, message: {e.message}')

👀 Check the full example and other examples here

RPC support

The following table outlines the supported rpc calls:

Service rpc Description
ApiUsageService get_api_usage Get a list of products with quota limit/usage
BenzingaService get_dividents_calendar Returns the dividends calendar from Benzinga
BenzingaService get_earnings_calendar Returns the earnings calendar from Benzinga
BenzingaService get_news Returns the news articles from Benzinga
BenzingaService get_ipo Returns IPO data from Benzinga
BinanceService get_time_series Get time series data without technical indicators
CryptoService get_time_series Get time series data for any given ticker
DatasetsService get_datasets Get a list of all datasets available at Finazon
ExchangeService get_markets_crypto Returns a list of supported crypto markets
ExchangeService get_markets_stocks Returns a list of supported stock markets
ForexService get_time_series Get time series data for any given ticker
PublisherService get_publishers Get a list of all publishers available at Finazon
SecService get_filings Real-time and historical access to all forms, filings, and exhibits directly from the SEC's EDGAR system
SipService get_trades Returns detailed information on trades executed through the Securities Information Processor (SIP)
SipService get_market_center Returns a list of market centers
SnapshotService get_snapshot This endpoint returns a combination of different data points, such as daily performance, last quote, last trade, minute data, and previous day performance
TickersService find_tickers_stocks This API call returns an array of stocks tickers available at Finazon Data API. This list is updated daily
TickersService find_tickers_crypto This API call returns an array of crypto tickers available at Finazon Data API. This list is updated daily
TickersService find_tickers_forex This API call returns an array of forex tickers available at Finazon Data API. This list is updated daily
TickersService find_ticker_us This API call returns an array of US tickers available at Finazon Data API. This list is updated daily
TimeSeriesService get_time_series Get time series data without technical indicators
TimeSeriesService get_time_series_atr Get time series data for ATR technical indicator
TimeSeriesService get_time_series_b_bands Get time series data for BBands technical indicator
TimeSeriesService get_time_series_ichimoku Get time series data for Ichimoku technical indicator
TimeSeriesService get_time_series_ma Get time series data for Ma technical indicator
TimeSeriesService get_time_series_macd Get time series data for Macd technical indicator
TimeSeriesService get_time_series_obv Get time series data for Obv technical indicator
TimeSeriesService get_time_series_rsi Get time series data for Rsi technical indicator
TimeSeriesService get_time_series_sar Get time series data for Sar technical indicator
TimeSeriesService get_time_series_stoch Get time series data for Stoch technical indicator
TradeService get_trades Returns general information on executed trades

Here's how you can import service and request objects:

from finazon_grpc_python.service_name_service import ServiceNameService, RpcNameRequest

# ...

service = ServiceNameService('your_api_key')
response = service.rpc_name(RpcNameRequest())

Documentation

Delve deeper with our official documentation.

Examples

Explore practical scenarios in the examples directory.

Support

Stay updated

Contributing

  1. Fork and clone: $ git clone https://github.com/finazon-io/finazon-grpc-python.git.
  2. Branch out: $ cd finazon-grpc-python && git checkout -b my-feature.
  3. Commit changes and test.
  4. Push your branch and open a pull request with a comprehensive description.

For more guidance on contributing, see the GitHub Docs on GitHub.

License

This project is licensed under the MIT License. See the LICENSE.txt file in this repository for more details.

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