finrashortdata 0.0.1

Process FINRA Short Daily Data feeds

FINRAShortData

Process FINRA Short Daily Data feeds

Prerequisite

• FINRA Developer Credentials are required. If you do not yet have an account, create one here.

• Once you have access, you will need to create an API key. Daily Short Data feeds are free. click here to create API credential and follow the instructions.

Install

To install the package type:

pip install finrashortdata

Quick start

Authenticate

import finrashortdata as sho
token = sho.authorize(id=<your api client id>, secret=<your api secret>)

Basic data loading & processing

import pandas as pd
df : pd.DataFrame = sho.process(token)

Licensing

GNU GPL v.3

Questions & Comments

Use the Issues section

Contributing

If you'd like to contribute to the project, drop me a line at mailto:[e-mail]