iexfinance 0.3.4

Python module to get stock data from IEX API 1.0

Python module to retrieve stock data from the Investors Exchange (IEX) Developer API platform. iexfinance provides real-time financial data from the various IEX endpoints, as well as historical time-series data.

This data includes stock quotes, fundamentals, actions, and information. In addition, support for IEX market data and statistics is provided.

• Stocks

• Reference Data

• IEX Market Data

• IEX Stats

Documentation

Stable documentation is hosted on github.io.

Development documentation is also available for the latest changes in master.

Install

From PyPI with pip (latest stable release):

$ pip3 install iexfinance

From development repository (dev version):

$ git clone https://github.com/addisonlynch/iexfinance.git
$ cd iexfinance
$ python3 setup.py install

Usage Examples

Using iexfinance to access data from IEX is quite easy. The most commonly-used endpoints are the Stocks endpoints, which allow access to various information regarding equities, including quotes, historical prices, dividends, and much more.

All top-level functions (such as Stock and get_historical_data), allow for Request Parameters, which include retry_count, pause, and session. These parameters are entirely optional. The first two deal with how unsuccessful requests are handled, and the third allows for the passing of a cached requests-cache session (see caching).

Stock Endpoints

from iexfinance import Stock
tsla = Stock('TSLA')
tsla.get_open()
tsla.get_price()

It’s also possible to obtain historical data from the get_historical_data top-level function. This will return a daily time-series of the ticker requested over the desired date range (start and end passed as datetime.datetime objects).

Pandas DataFrame and JSON (dict) output formatting are selected with the output_format parameter.

Historical Data

from iexfinance import get_historical_data
from datetime import datetime

start = datetime(2017, 2, 9)
end = datetime(2017, 5, 24)

df = get_historical_data("AAPL", start=start, end=end, output_format='pandas')
df.head()

The resulting DataFrame will indexed by date, with a column for each OHLC datapoint:

It’s really simple to plot this data, using matplotlib:

import matplotlib.pyplot as plt

df.plot()
plt.show()

IEX Reference Data

Support for the IEX Reference Data endpoints is available through the top level functions get_available_symbols, get_corporate_actions, get_dividends, get_next_day_ex_date, and get_listed_symbol_dir. As with all endpoints, request parameters such as retry_count and output format selection (through output_format) can be passed to the call.

from iexfinance import get_available_symbols

get_available_symbols(output_format='pandas')[:2]

IEX Market Data

The IEX Market Data endpoints are supported through various top-level functions, including get_market_tops and get_market_deep.

from iexfinance import get_market_tops

get_market_tops()

IEX Stats

The IEX Stats endpoints are supported through various top-level functions, including get_stats_intraday and get_stats_recent. These endpoints provide IEX’s trading statistics for a given ticker.

from iexfinance import get_stats_intraday

get_stats_intraday()

Contact

Email: [e-mail]

Twitter: alynchfc

License

Copyright © 2018 Addison Lynch

See LICENSE for details