pyIPO

A production-grade Python library for fetching and parsing IPO data from the Nasdaq calendar API. Designed for serverless contexts (AWS Lambda) and programmatic pipelines — strictly typed, stateless, and zero-dependency beyond curl_cffi.

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Table of Contents

• pyIPO
  • Table of Contents
  • Features
  • Installation
  • Quick Start
  • Public API
    • NasdaqClient
      • get_ipos(lookback_months=3)
      • get_calendar(month)
    • IPODeal
    • DealState
    • NasdaqAPIError
  • Data Model
  • Error Handling
  • Development
    • Project Structure
  • Architecture

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Features

• Strict types — all deals returned as frozen IPODeal dataclass instances; no raw dicts leak through the public surface
• 4 deal lifecycle states — FILING, UPCOMING, PRICED, WITHDRAWN
• Chrome TLS impersonation — uses curl_cffi to bypass Akamai/Cloudflare WAF filtering applied to standard HTTP clients
• Serverless-safe — 10-second request timeout ceiling, stateless client, no global connections
• Rolling window queries — fetch across N months in one call, with automatic deduplication
• Resilient parsing — null-flag normalisation ("N/A", "TBD", "" → None), price-range splitting, shorthand share counts ("1.5M" → 1_500_000)

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Installation

pip install -e .

Requires Python ≥ 3.10. The only runtime dependency is curl_cffi ≥ 0.6.

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Quick Start

from pyipo import NasdaqClient, DealState

client = NasdaqClient()

# All deals across a rolling 3-month window (default)
deals = client.get_ipos()

# Filter by state
upcoming = [d for d in deals if d.deal_state == DealState.UPCOMING]
priced   = [d for d in deals if d.deal_state == DealState.PRICED]

for deal in upcoming:
    print(f"{deal.company_name} ({deal.symbol}) — {deal.price_low}–{deal.price_high} — {deal.expected_date}")

Single-month query:

deals = client.get_calendar("2024-06")

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Public API

NasdaqClient

class NasdaqClient:
    def get_ipos(self, lookback_months: int = 3) -> list[IPODeal]: ...
    def get_calendar(self, month: str) -> list[IPODeal]: ...

get_ipos(lookback_months=3)

Queries the rolling window of lookback_months calendar months (current month + N−1 prior months). Months are fetched sequentially with a 1-second polite throttle between requests. Deals with the same (company_name, deal_state) appearing in multiple months are deduplicated — only the first occurrence is kept.

Parameter	Type	Default	Description
lookback_months	int	3	Number of months to look back from today

Returns: list[IPODeal]
Raises: NasdaqAPIError on network or HTTP errors

get_calendar(month)

Fetches all IPO deals for a single specific month.

Parameter	Type	Description
month	str	Month in 'YYYY-MM' format, e.g. "2024-06"

Returns: list[IPODeal]
Raises: NasdaqAPIError on network or HTTP errors

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IPODeal

Immutable (frozen=True) dataclass representing a single IPO deal.

from pyipo import IPODeal

Field	Type	States	Description
company_name	str	all	Legal company name
deal_state	DealState	all	Lifecycle stage
symbol	Optional[str]	all	Proposed ticker symbol
market	Optional[str]	UPCOMING, PRICED	Exchange (NASDAQ, NYSE, …)
offer_amount	Optional[float]	all	Total dollar value of shares offered
shares_outstanding	Optional[int]	UPCOMING, PRICED	Number of shares offered
price_low	Optional[float]	UPCOMING	Lower bound of proposed price range
price_high	Optional[float]	UPCOMING	Upper bound of proposed price range
actual_price	Optional[float]	PRICED	Final offer price
expected_date	Optional[date]	UPCOMING	Expected pricing date
filing_date	Optional[date]	FILING, PRICED	Date of S-1 filing or pricing
withdrawn_date	Optional[date]	WITHDRAWN	Date the deal was pulled

None values mean the data was absent or a null-flag ("N/A", "TBD", etc.) in the source.

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DealState

from pyipo import DealState

DealState.FILING    # "filing"   — S-1 filed, no firm date yet
DealState.UPCOMING  # "upcoming" — On the calendar, roadshow active
DealState.PRICED    # "priced"   — Final price set, ready to trade
DealState.WITHDRAWN # "withdrawn"— Deal pulled / cancelled

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NasdaqAPIError

from pyipo import NasdaqAPIError

try:
    deals = client.get_ipos()
except NasdaqAPIError as e:
    print(e)               # human-readable message
    print(e.status_code)   # int HTTP status, or None for connection errors

Raised on:

• HTTP responses with status ≠ 200
• Connection timeouts (hard ceiling: 10 seconds)
• Any network-layer failure (DNS, TLS, reset)

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Data Model

All four deal states are sourced from a single Nasdaq endpoint:

GET https://api.nasdaq.com/api/ipo/calendar?date=YYYY-MM

The response contains four top-level buckets which map directly to DealState:

Bucket	Response key	DealState
Early filings	data.filed.rows	FILING
Active roadshows	data.upcoming.upcomingTable.rows	UPCOMING
Priced deals	data.priced.rows	PRICED
Cancelled deals	data.withdrawn.rows	WITHDRAWN

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Error Handling

from pyipo import NasdaqClient, NasdaqAPIError

client = NasdaqClient()

try:
    deals = client.get_calendar("2024-06")
except NasdaqAPIError as e:
    if e.status_code == 429:
        # Rate-limited — back off and retry
        ...
    elif e.status_code is None:
        # Connection failure (timeout, DNS, TLS)
        ...
    else:
        # Unexpected HTTP error
        raise

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Development

# Clone and install with dev dependencies
pip install -e ".[dev]"

# Run tests (no network calls)
pytest tests/ -v -p no:typeguard

# Run a single test file
pytest tests/test_parsers.py -v -p no:typeguard

Note: The -p no:typeguard flag works around a broken typeguard pytest plugin that may be present in some environments. It has no effect if typeguard is not installed.

Project Structure

pyIPO/
├── src/
│   └── pyipo/
│       ├── __init__.py     # Public exports
│       ├── enums.py        # DealState enum
│       ├── models.py       # IPODeal dataclass
│       ├── client.py       # HTTP transport (curl_cffi)
│       ├── parsers.py      # JSON → IPODeal conversion
│       └── exceptions.py   # NasdaqAPIError
├── tests/
│   ├── conftest.py         # Frozen JSON fixtures
│   ├── test_parsers.py     # Parser unit tests (36 tests)
│   └── test_client.py      # Client integration tests (15 tests)
├── pyproject.toml
└── ipo.py                  # Original standalone script (kept for reference)

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Architecture

NasdaqClient
    │
    ├── get_ipos(lookback_months)       ← rolling window, dedup
    └── get_calendar(month)             ← single month
            │
            └── _fetch_month(month)     ← curl_cffi GET, raises NasdaqAPIError
                    │
                    └── _parse_all(data)
                            ├── parse_filings(rows)   → list[IPODeal(FILING)]
                            ├── parse_upcoming(rows)  → list[IPODeal(UPCOMING)]
                            ├── parse_priced(rows)    → list[IPODeal(PRICED)]
                            └── parse_withdrawn(rows) → list[IPODeal(WITHDRAWN)]

Parsing helpers in parsers.py handle all edge cases internally — callers always receive clean, typed values or None; raw strings never escape the parser layer.