Unofficial TMX data provider extension for the OpenBB Platform - Public Canadian markets data for Python and Fast API.
Project description
openbb-tmx: A Community Data Provider Extension
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.
Project details
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