tiingo 0.14.0

REST Client for Tiingo Data Platform API

Tiingo is a financial data platform that makes high quality financial tools available to all. Tiingo has a REST and Real-Time Data API, which this library helps you to access. Presently, the API includes support for the following endpoints:

• Stock Market Ticker Closing Prices + Metadata. Data includes full distribution details and is validated using a proprietary EOD Price Engine.

• Curated news from top financial news sources + blogs. Stories are tagged with topic tags and relevant stock tickers by Tiingo’s algorithms.

Usage

If you’d like to try this library before installing, click below to open a folder of online runnable examples.

First, install the library from PyPi:

pip install tiingo

If you prefer to receive your results in pandas DataFrame or Series format, and you do not already have pandas installed, install it as an optional dependency:

pip install tiingo[pandas]

Next, initialize your client. It is recommended to use an environment variable to initialize your client for convenience.

from tiingo import TiingoClient
# Set TIINGO_API_KEY in your environment variables in your .bash_profile, OR
# pass a dictionary with 'api_key' as a key into the TiingoClient.

client = TiingoClient()

Alternately, you may use a dictionary to customize/authorize your client.

config = {}

# To reuse the same HTTP Session across API calls (and have better performance), include a session key.
config['session'] = True

# If you don't have your API key as an environment variable,
# pass it in via a configuration dictionary.
config['api_key'] = "MY_SECRET_API_KEY"

# Initialize
client = TiingoClient(config)

Now you can use TiingoClient to make your API calls. (Other parameters are available for each endpoint beyond what is used in the below examples, inspect the docstring for each function for details.).

# Get Ticker
ticker_metadata = client.get_ticker_metadata("GOOGL")

# Get latest prices, based on 3+ sources as JSON, sampled weekly
ticker_price = client.get_ticker_price("GOOGL", frequency="weekly")

# Get historical GOOGL prices from August 2017 as JSON, sampled daily
historical_prices = client.get_ticker_price("GOOGL",
                                            fmt='json',
                                            startDate='2017-08-01',
                                            endDate='2017-08-31',
                                            frequency='daily')

# Check what tickers are available, as well as metadata about each ticker
# including supported currency, exchange, and available start/end dates.
tickers = client.list_stock_tickers()

# Get news articles about given tickers or search terms from given domains
articles = client.get_news(tickers=['GOOGL', 'AAPL'],
                            tags=['Laptops'],
                            sources=['washingtonpost.com'],
                            startDate='2017-01-01',
                            endDate='2017-08-31')

# Get definitions for fields available in the fundamentals-api, ticker is
# optional
definitions = get_fundamentals_definitions('GOOGL')

# Get fundamentals which require daily-updated (like marketCap). A start-
# and end-date can be passed. If omited, will get all available data.
fundamentals_daily = CLIENT.get_fundamentals_daily('GOOGL',
                                        startDate='2020-01-01',
                                        endDate='2020-12-31')

# Get fundamentals based on quarterly statements. Accepts time-range like
# daily-fundamentals. asReported can be set to get the data exactly like
# it was reported to SEC. Set to False if you want to get data containing
# corrections
fundamentals_stmnts = CLIENT.get_fundamentals_statements('GOOGL',
                                                         startDate='2020-01-01',
                                                         endDate='2020-12-31',
                                                         asReported=True)

To receive results in pandas format, use the get_dataframe() method:

#Get a pd.DataFrame of the price history of a single symbol (default is daily):
ticker_history = client.get_dataframe("GOOGL")

#The method returns all of the available information on a symbol, such as open, high, low, close,
#adjusted close, etc.  This page in the tiingo api documentation lists the available information on each
#symbol: https://api.tiingo.com/docs/tiingo/daily#priceData.

#Frequencies and start and end dates can be specified similarly to the json method above.

#Get a pd.Series of only one column of the available response data by specifying one of the valid the
#'metric_name' parameters:
ticker_history = client.get_dataframe("GOOGL", metric_name='adjClose')

#Get a pd.DataFrame for a list of symbols for a specified metric_name (default is adjClose if no
#metric_name is specified):
ticker_history = client.get_dataframe(['GOOGL', 'AAPL'],
                                      frequency='weekly',
                                      metric_name='volume',
                                      startDate='2017-01-01',
                                      endDate='2018-05-31')

You can specify any of the end of day frequencies (daily, weekly, monthly, and annually) or any intraday frequency for both the get_ticker_price and get_dataframe methods. Weekly frequencies resample to the end of day on Friday, monthly frequencies resample to the last day of the month, and annually frequencies resample to the end of day on 12-31 of each year. The intraday frequencies are specified using an integer followed by “Min” or “Hour”, for example “30Min” or “1Hour”.

Further Docs

• Official Tiingo Documentation: https://api.tiingo.com

• tiingo-python Documentation: https://tiingo-python.readthedocs.io.

Features

• Easy programmatic access to Tiingo API

• Reuse requests session across API calls for better performance

• On most methods, pass in fmt=”object” as a keyword to have your responses come back as NamedTuples, which should have a lower memory impact than regular Python dictionaries.

Roadmap:

• Client-side validation of tickers

• Data validation of returned responses

• Case insensitivity for ticker names

• More documentation / code examples

Feel free to file a PR that implements any of the above items.

Related Projects:

• Riingo : Client for Tiingo in the R Programming Language

Credits

• Many thanks to Rishi Singh for creating Tiingo.

This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.

History

0.15.0 (2021-XX - Unreleased)

0.14.0 (2021-03-06 - Unreleased)

• Feature: Added 3 new methods for fundamentals-endpoint: definitions, daily and statements

• [/news] Fix bug in get_news() when sources list is empty (#566)

• Development: Run tests in Github Actions instead of Travis.org

• Development: This is the last version of tiingo that will support Python 3.5 and below. (#601)

0.13.0 (2020-12-12)

• Minor: Address Pandas Future Warning for sorting in pd.concat (#392)

• Feature: Add option to request data in csv format in get_dataframe method potentially boosting speed up to 4-5x. (#523)

• Minor: bumped library dependencies, in particular cryptography

• Development: Dropped official support for Python 3.5, replaced with 3.7

• Development: Publish library with Github Actions instead of Travis (#546)

0.12.0 (2019-10-20)

• Feature: Added 3 new methods for crypo endpoints: top of book prices, historical, and metadata endpoints (@n1rna #340)

• Feature: Permit list_tickers to support multiple asset types at once (@n1rna #346)

0.11.0 (2019-09-01)

• [/news] Internally rename sources parameter to “source”, ensure lists are passed as comma separated values #325. Non-breaking external change.

• [/news] Add new URL parameter for “onlyWithTickers” #327

0.10.x (2019-05-11)

• Documentation: Added a “Peer Comparison Analysis” Jupyter Notebook under “/examples” (@i3creations #197)

• Minor: Update error message to clarify multiple tickers only work with single metrics

• Updated development dependencies

0.9.x (2019-01-30)

• Documentation: Added runnable jupyter notebook sample under “/examples”

• Minor: bumped various library dependencies

0.8.0 (2018-07-06)

• Major: Add IEX Endpoint to retrieve data with intraday frequencies (@dcwtx #125)

• Minor: update documentation for contributing/releasing new versions

• Speed up Travis build process with pip cache

0.7.0 (2018-06-14)

• Major: Provide functions for returning data as pandas Dataframes or Series (@dcwtx #112)

• Minor documentation edits

0.6.0 (2018-04-30)

• Fix bug in resample argument name (@dcwtx #82)

• Add tool for removing API Keys from test fixtures (@dcwtx #107)

• Remove official support for Python 3.3

0.5.0 (2018-03-11)

• Updated examples in docs for getting historical prices

• Add interfaces to obtain mutual fund and ETF tickers (@savagesmc #62)

• Raise explicit error when API key is missing (#44)

• Update development dependencies

0.4.0 (2017-10-22)

• Make tests run in 1/10th the time with vcr.py (@condemil #32)

• Add support for returning python objects instead of dictionaries (@BharatKalluri #33)

0.3.0 (2017-09-17)

• Add support for listing all tickers + date ranges

• Add support for interacting with the /news API

• Improve logging of REST client errors

0.2.0 (2017-09-01)

• Improve test coverage of tickers endpoint

• Deprecate the Mutual Funds endpoint

0.1.0 (2017-08-24)

• First release on PyPI.