marketdata-py 0.0.1

A Python client for the marketdata.app API

MarketData API Client

This Python module provides a client for interacting with the marketdata.app API. It offers both synchronous and asynchronous methods to fetch various financial data, including stock candles, options chains, and options quotes.

Features

• Synchronous and asynchronous API clients
• Caching mechanism for efficient data retrieval
• Parallel processing for bulk data requests
• Support for various API endpoints:
  • Stock candles
  • Options chains
  • Options quotes
  • Index candles and quotes
  • Market status
  • Earnings data
  • Stock news

Configuration

Create a file named marketdata_api.key in the credentials directory and add your MarketData API key to it.

Usage

Basic Usage

from marketdata.manager import MarketDataManager
from datetime import date

mdm = MarketDataManager()

# Fetch stock candles
candles = mdm.get_stock_candles(["AAPL", "GOOGL"], "1D", from_date=date(2023, 1, 1), to_date=date(2023, 6, 1))

# Print the results
for symbol, df in candles.items():
    print(f"Candles for {symbol}:")
    print(df.head())
    print("\n")

Fetching Options Data

from marketdata.client_params import OptionsChainParams, OptionsQuoteParams

# Fetch options chains
chain_params = [
    OptionsChainParams(underlying="AAPL"),
    OptionsChainParams(underlying="GOOGL")
]
chains = mdm.get_options_chains(chain_params)

# Fetch options quotes
quote_params = [
    OptionsQuoteParams(option_symbol="AAPL230616C00150000"),
    OptionsQuoteParams(option_symbol="GOOGL230616P02000000")
]
quotes = mdm.get_options_quotes(quote_params)

Using BasicParams and FromToParams

The BasicParams and FromToParams classes are used to provide common parameters for API requests:

from marketdata.client_params import BasicParams, FromToParams
from datetime import date

# Basic parameters
basic_params = BasicParams(
    lookup_date=date(2023, 6, 1),
    dateformat="timestamp",
    limit=1000
)

# Date range parameters
from_to_params = FromToParams(
    from_date=date(2023, 1, 1),
    to_date=date(2023, 6, 1)
)

# Use these params in API calls
candles = mdm.get_stock_candles(
    ["AAPL"],
    "1D",
    basic_params=basic_params,
    from_to_params=from_to_params
)

BasicParams includes common options like date format and result limits, while FromToParams specifies date ranges for historical data queries.

Caching

The module implements caching to reduce API calls and improve performance. Cached data is stored in the ./data/cache directory.