pystooq 1.0.3

Package for fetching of data from Stooq.com

PyStooq

This package provides simple interface for downloading time daily series from Stooq website.

Please note that author of this package is not affiliated with Stooq in any way.

Usage

In order to download Stooq time series of prices for tickers PKO and TPE for the period from 1st April 2020 to 31st October 2022 use the snippet below:

from pystooq import StooqDataFetcher
from datetime import date

fetcher = StooqDataFetcher()
data_df = fetcher.get_data(
    tickers=["PKO", "TPE"],
    start=date(2020, 4, 1),
    end=date(2022, 10, 31)
)

Format of the output:

ticker          PKO                                             TPE                               
variable       open     high      low    close        volume   open   high    low  close    volume
date                                                                                              
2020-04-01  20.8531  20.9742  20.4063  20.6669  3.176696e+06  1.100  1.113  1.082  1.091   4377953
2020-04-02  20.7600  20.8904  19.7546  20.3225  4.157717e+06  1.095  1.138  1.086  1.130   8213427
2020-04-03  20.2480  20.3411  19.6895  20.3411  4.003517e+06  1.140  1.165  1.114  1.160   8037788
2020-04-06  20.8997  21.2255  20.6111  21.1138  3.749039e+06  1.180  1.210  1.175  1.188   9852203
2020-04-07  21.5327  22.7709  21.4582  21.7934  7.634852e+06  1.210  1.248  1.168  1.168  13587105

The returned data is a pandas.DataFrame with the following indexes:

1. date index on rows (data sorted in ascending order)
2. two-level pd.MultiIndex on columns:
   1. first level is the ticker
   2. second level is the variable (open, high, low, close, volume)

All the available variables are downloaded for each ticker.