Python SDK for Tiingo Financial Markets API
Project description
Pytiingo
Pytiingo is a Python SDK written for the Tiingo Financial Markets API. Tiingo delivers performant access to data from financial markets such as equities, cyrptocurrencies, and forex. They also support queryable fundamentals and news data spanning 20+ years.
Use Pytiingo to query Tiingo's REST endpoints and receive data in JSON or Pandas format. Pytiingo will support real time streaming of financial data in the coming future. This library requires a free API key, which can be retrieved by making a free account on their website. You can also look at all the available functionality in their API Documentation.
Install
Install the latest package using pip:
pip install pytiingo
To install from the source, clone the directory using:
git clone git@github.com:philipk19238/pytiingo.git
Navigate to the project directory and run:
python setup.py --install
REST Usage
Documentation below interfaces with Tiingo's REST endpoints
Initialize the Client
The REST Client can be initialized as follows:
from pytiingo import RESTClient
client = RESTClient(token='YOUR_API_TOKEN')
If you want your data in a Pandas format, use:
from pytiingo import RESTClient
client = RESTClient(token='YOUR_API_TOKEN', output_format='pandas')
Sample API Calls
EOD Equities
from pytiingo import RESTClient
client = RESTClient(token='YOUR_API_TOKEN')
price = client.eod.get_prices('GOOG')
Cryptocurrencies
from pytiingo import RESTClient
client = RESTClient(token='YOUR_API_TOKEN')
prices = client.crypto.get_prices(tickers='BTCUSD',
startDate='2019-01-02',
resampleFreq='5min')
Forex
from pytiingo import RESTClient
client = RESTClient(token='YOUR_API_TOKEN')
prices = client.forex.get_prices('AUDUSD')
Real Time Equities
from pytiingo import RESTClient
client = RESTClient(token='YOUR_API_TOKEN')
prices = client.iex.get_prices('GOOG')
Fundamentals
from pytiingo import RESTClient
client = RESTClient(token='YOUR_API_TOKEN')
metrics = client.fundamentals.get_daily_metrics('GOOG')
News
from pytiingo import RESTClient
client = RESTClient(token='YOUR_API_TOKEN')
news = client.news.get_news(tickers=['AAPL', 'GOOG'],
tags=['election', 'argentina'])
Contributing
All contributors are welcome! Just make a pull request :)
TODOS:
- Finish WebsocketClient for data streaming
- Add Unit Tests
- Integrate CI Pipeline
- Add Integration Tests
Project details
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