marketdata-py 0.0.6

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.