Intrinio API client
Project description
Unofficial Intrinio API client for Python. It gives easy access to financial data.
Setup
Install this package by using the pip tool:
pip install intrinio
Before retrieving data using the package the API username and password has to be configured, either by setting the username and password attributes of the intrinio package:
import intrinio
intrinio.username = 'USERNAME_FROM_INTRINIO'
intrinio.password = 'PASSWORD_FROM_INTRINIO'
Or by setting the system environment variables:
INTRINIO_USERNAME
INTRINIO_PASSWORD
Quick start
Get prices starting at 2016-01-01 for Apple:
import intrinio
intrinio.prices('AAPL', start_date='2016-01-01')
Get company information about Google:
import intrinio
intrinio.companies('GOOG')
Get company information about Google using the low level get function:
import intrinio
intrinio.get('companies', identifier='GOOG')
Get cik, lei, name and ticker of companies with “Bank” in their company name:
import intrinio
intrinio.companies(query='Bank')
Usage
There are a high- and low level functions used to access the Intrinio API.
The high level functions are mostly simple wrappers of the get function that retrieves all data with optional parameters to filter the data. They might also do some data conversion like for example the prices endpoint where the date column is used as the index for the Pandas DataFrame.
Low level functions
For more information about available endpoints and their parameters, see Intrinio API documentation at: http://docs.intrinio.com/
get(endpoint, **parameters):
Get complete dataset from an endpoint using optional query parameters.
Args:
endpoint: Intrinio endpoint, for example: companies parameters: Optional query parameters
Returns: Dataset as a Pandas DataFrame
get_page(endpoint, page_number=1, page_size=None, **parameters):
Get a dataset page from an endpoint using optional query parameters.
Args:
endpoint: Intrinio endpoint, for example: companies page_number: Optional page number where 1 is first page (default 1) page_size: Optional page size (default max page size for the endpoint) parameters: Optional query parameters
Returns: Dataset page as a Pandas DataFrame with an additional total_pages attribute
High level functions
companies(identifier=None, query=None):
Get companies with optional filtering using parameters.
Args:
identifier: Identifier for the legal entity or a security associated with the company: TICKER SYMBOL | FIGI | OTHER IDENTIFIER query: Search of company name or ticker symbol
Returns: Dataset as a Pandas DataFrame
securities(identifier=None, query=None, exch_symbol=None):
Get securities with optional filtering using parameters.
Args:
identifier: Identifier for the legal entity or a security associated with the company: TICKER SYMBOL | FIGI | OTHER IDENTIFIER query: Search of security name or ticker symbol exch_symbol: Exchange symbol
Returns: Dataset as a Pandas DataFrame
indices(identifier=None, query=None, type=None):
Get indices with optional filtering using parameters.
Args:
identifier: Intrinio symbol associated with the index query: Search of index name or symbol type: Type of indices: stock_market | economic | sic
Returns: Dataset as a Pandas DataFrame
prices(identifier, start_date=None, end_date=None, frequency=’daily’, sort_order=’desc’):
Get historical stock market prices or indices.
Args:
identifier: Stock market symbol or index start_date: Start date of prices (default no filter) end_date: Last date (default today) frequency: Frequency of prices: daily (default) | weekly | monthly | quarterly | yearly sort_order: Order of prices: asc | desc (default)
Returns: Dataset as a Pandas DataFrame
news(identifier):
Get news for a company.
Args:
identifier: stock market ticker symbol associated with the company's common stock. If the company is foreign, use the stock exchange code, followed by a colon, then the ticker.
Returns: Dataset as a Pandas DataFrame
Tests
Run the tests using pytest in the root directory of the project:
py.test
Or run the runtests script to also generate a coverage report (saved to tmp/).
bin/runtests
Version history
0.1: Initial version
License
MIT License
Project details
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