openbb-tmx 1.4.0

Unofficial TMX data provider extension for the OpenBB Platform - Public Canadian markets data for Python and Fast API.

OpenBB TMX Provider

This extension integrates the TMX data provider into the OpenBB Platform.

Installation

To install the extension:

pip install openbb-tmx

Documentation available here.

Additional information

openbb-tmx is an unofficial, community, data provider extension for the OpenBB Platform.

Install with pip install openbb-tmx, or from the local directory, pip install -e .

Command Coverage

• .derivatives.options.chains
  • Historical EOD chains data available from 2009.
• .equity.calendar.earnings
• .equity.estimates.consensus
• .equity.discovery.gainers
  • Includes a 'category' parameter for the type of 'best performer'.
• .equity.fundamental.dividends
• .equity.fundamental.filings
• .equity.ownership.insider_trading
  • Does not use the Standard Model because the data returned are total shares traded over the previous 3,6,and 12 months.
• .equity.price.quote
• .equity.price.historical
  • Daily, weekly, monthly, and intraday - with valid intervals being any X number of minutes.
  • Weekly and monthly intervals are for the period beginning.
  • Historical intraday data begins April 14, 2022.
  • Split-adjusted, split and dividend adjusted, as well as unadjusted prices are available only for daily intervals. Other intervals are split-adjusted.
• .equity.search
• .equity.profile
• .etf.search
• .etf.info
• .etf.sectors
• .etf.countries
• .etf.holdings
  • Top 10 holdings only.
• .fixedincome.corporate.bond_prices
• .fixedincome.government.treasury_prices
• .index.constituents
  • Full constituents with weights and notional values.
• .index.snapshots
  • Regions of: ["ca", "us"]
• .index.available
  • Includes URLs to methedology and factsheet documents.
• .index.sectors
• .news.company

Symbology

No exchange suffix is required to handle Canadian listings. The extension accepts .TO and .TSX as well as no suffix. Additionally, a composite ticker symbol can be entered. For example, AAPL trades as a Canadian Depositary Receipt, under the symbol AAPL:AQN, on the NEO Exchange. The US listing is also found as AAPL:US. Some US and select European data is available from some functions, like quote and historical.

Indices all begin with ^.

Caching

This extension uses aiohttp-client-cache with a SQL backend to cache symbol directories, ETF, and index data. It can be bypassed with the parameter, use_cache=False. ETF and index data is gathered from a single JSON file which is updated daily by the exchange. The HTTP request is cached for one day.