finrashortdata 0.0.13

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

from finrashortdata import auth
token = auth(client_id=<your api client id>, secret=<your api secret>)

Example 1: Basic data loading & processing

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

Example 2: load latest data

from finrashortdata import get_chunk_and_size, process

chunk, max_data = get_chunk_and_size(token)
df : pd.DataFrame = process(token=token, offset=max_data-10*chunk)

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]