MarketQuery

A unified interface for market data APIs, providing a simple way to download historical market data from multiple providers.

Features

• Support for multiple data providers:
  • Yahoo Finance (default)
  • Stooq
  • Tiingo
  • Alpha Vantage
  • Polygon.io
• Built-in caching system
• Consistent data format across providers
• Easy-to-use interface
• Support for multiple tickers
• Progress bars for long downloads

Installation

pip install marketquery

Quick Start

import marketquery as mq

# Download data for a single ticker
data = mq.download('AAPL', start='2024-01-01', end='2024-01-31')

# Download data for multiple tickers
data = mq.download(['AAPL', 'GOOGL', 'MSFT'], start='2024-01-01', end='2024-01-31')

# Use a different provider
data = mq.download('AAPL', provider='tiingo', api_key='your_api_key')

Environment Variables

MarketQuery supports configuration through environment variables. To use them:

1. Create a .env file in your project directory:

# Set default provider
MARKETQUERY_DEFAULT_PROVIDER=tiingo

# API keys for different providers
TIINGO_API_KEY=your_tiingo_api_key
ALPHA_VANTAGE_API_KEY=your_alpha_vantage_api_key
ALPHA_VANTAGE_PREMIUM_API_KEY=your_alpha_vantage_premium_api_key

2. Load the environment variables in your code:

from dotenv import load_dotenv
load_dotenv()  # Load environment variables from .env file

import marketquery as mq
data = mq.download('AAPL')  # Will use settings from .env file

Available environment variables:

• MARKETQUERY_DEFAULT_PROVIDER: Set default provider (e.g., 'yahoo', 'tiingo', 'alpha_vantage')
• TIINGO_API_KEY: API key for Tiingo
• ALPHA_VANTAGE_API_KEY: API key for Alpha Vantage
• ALPHA_VANTAGE_PREMIUM_API_KEY: Premium API key for Alpha Vantage

Documentation

For detailed documentation, run:

import marketquery as mq
mq.help()

Cache Management

MarketQuery includes a built-in caching system to improve performance and reduce API calls. The cache is stored in your system's cache directory:

• macOS: ~/Library/Caches/marketquery
• Linux: ~/.cache/marketquery
• Windows: %LOCALAPPDATA%\marketquery\Cache

You can control caching behavior with the following parameters:

• load=True/False: Enable/disable loading from cache
• save=True/False: Enable/disable saving to cache
• cache_dir: Specify a custom cache directory

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is licensed under the MIT License - see the LICENSE file for details.