iexfinance 0.3.5

Python module to get stock data from IEX API 1.0

Python wrapper around the Investors Exchange (IEX) Developer API.

An easy-to-use interface to obtain:

• Real-time quotes

• Historical data

• Fundamentals,

• Actions (dividends, splits), Sector Performance

• Trading analyses (gainers, losers, etc.)

• IEX Market Data & Stats

iexfinance provides real-time financial data from the various IEX endpoints, including:

• Stocks (IEX Docs)

• Reference Data (IEX Docs)

• IEX Market Data (IEX Docs)

• IEX Stats (IEX Docs)

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

Common Usage Examples

The iex-examples repository provides a number of detailed examples of iexfinance usage. Basic examples are also provided below.

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.

Real-time Quotes

To obtain real-time quotes for one or more symbols, use the get_price method of the Stock object:

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

or for multiple symbols, use a list or list-like object (Tuple, Pandas Series, etc.):

batch = Stock(["TSLA", "AAPL"])
batch.get_price()

Historical Data

It’s possible to obtain historical data the get_historical_data and get_historical_intraday.

Daily

To obtain daily historical price data for one or more symbols, use the get_historical_data 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):

from datetime import datetime
from iexfinance.stocks import get_historical_data

start = datetime(2017, 1, 1)
end = datetime(2018, 1, 1)

df = get_historical_data("TSLA", start, end)

For Pandas DataFrame output formatting, pass output_format:

df = get_historical_data("TSLA", start, end, output_format='pandas')

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

import matplotlib.pyplot as plt

df.plot()
plt.show()

Minutely (Intraday)

To obtain historical intraday data, use get_historical_intraday as follows. Pass an optional date to specify a date within three months prior to the current day (default is current date):

from datetime import datetime
from iexfinance.stocks import get_historical_intraday

date = datetime(2018, 11, 27)

get_historical_intraday("AAPL", date)

or for a Pandas Dataframe indexed by each minute:

get_historical_intraday("AAPL", output_format='pandas')

Endpoints

Stock Endpoints

The Stock function creates a StockReader instance which has a method to retrieve each of the Stocks endpoints (get_quote, get_book, get_volume_by_venue, etc.):

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

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

tsla = Stock("TSLA", output_format='pandas')
tsla.get_quote()

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()

Debugging & Caching

All functions (including 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).

Contact

Email: [e-mail]

Twitter: alynchfc

License

Copyright © 2018 Addison Lynch

See LICENSE for details