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

Project description

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.

Project details


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openbb_tmx-1.2.4.tar.gz (37.3 kB view hashes)

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Built Distribution

openbb_tmx-1.2.4-py3-none-any.whl (60.1 kB view hashes)

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