tsetmc 0.52.0

a library to retrieve data from tsetmc.com website

An async Python library to fetch data from http://tsetmc.com.

Note: The API is provisional and may change rapidly without deprecation.

Installation

Requires latest stable Python version.

pip install tsetmc

Overview

First things first. tsetmc relies on aiohttp . If you are not familiar with aiohttp, all you need to know is that any async network operation needs to be run inside an async session context. You may create the session using tsetmc.Session class. Here is a complete working script:

 import asyncio

 import tsetmc
 from tsetmc.instruments import Instrument

 async def main():
     async with tsetmc.Session():
         inst = await Instrument.from_l18('فملی')
         info = await inst.info()
     print(info)

asyncio.run(main())

Alternatively, you may directly use an aiohttp.ClientSession object: (useful if you want to use an already existing session and share it with other parts of your code)

import aiohttp

async def main():
    async with aiohttp.ClientSession() as tsetmc.SESSION:
        ...

Ideally, the session object should only be instantiated once.

The Instrument class provides many methods for getting information about an instrument. The following code blocks try to demonstrate its capabilities.

You need an asyncio capable REPL, like python -m asyncio or IPython, to run these code samples.

>>> from tsetmc import Session
>>> from tsetmc.instruments import Instrument
>>> inst = await Instrument.from_l18('فملی')
>>> async with Session():
...     i = await inst.info()
>>> i
{'eps': {'epsValue': None,
  'estimatedEPS': '721',
  'sectorPE': 12.02,
  'psr': 1472.8279},
 'sector': {'dEven': 0, 'cSecVal': '27 ', 'lSecVal': 'فلزات اساسی'},
 'staticThreshold': {'insCode': None,
  'dEven': 0,
  'hEven': 0,
  'psGelStaMax': 8270.0,
  'psGelStaMin': 7190.0},
 'minWeek': 7630.0,
 'maxWeek': 7970.0,
 'minYear': 4630.0,
 'maxYear': 10670.0,
 'qTotTran5JAvg': 179233329.0,
 'kAjCapValCpsIdx': '43',
 'dEven': 0,
 'topInst': 1,
 'faraDesc': '',
 'contractSize': 0,
 'nav': 0.0,
 'underSupervision': 0,
 'cValMne': None,
 'lVal18': 'S*I. N. C. Ind.',
 'cSocCSAC': None,
 'lSoc30': None,
 'yMarNSC': None,
 'yVal': '300',
 'insCode': '35425587644337450',
 'lVal30': 'ملی\u200c صنایع\u200c مس\u200c ایران\u200c',
 'lVal18AFC': 'فملی',
 'flow': 1,
 'cIsin': 'IRO1MSMI0000',
 'zTitad': 600000000000.0,
 'baseVol': 15584416,
 'instrumentID': 'IRO1MSMI0001',
 'cgrValCot': 'N1',
 'cComVal': '1',
 'lastDate': 0,
 'sourceID': 0,
 'flowTitle': 'بازار بورس',
 'cgrValCotTitle': 'بازار اول (تابلوی اصلی) بورس'}

Getting the latest price information:

>>> async with Session():
...     i = await inst.closing_price_info()
>>> i
{'instrumentState': {'idn': 0,
  'dEven': 0,
  'hEven': 0,
  'insCode': None,
  'cEtaval': 'A ',
  'realHeven': 0,
  'underSupervision': 0,
  'cEtavalTitle': 'مجاز'},
 'instrument': None,
 'lastHEven': 170725,
 'finalLastDate': 20230524,
 'nvt': 0.0,
 'mop': 0,
 'thirtyDayClosingHistory': None,
 'priceChange': 0.0,
 'priceMin': 7630.0,
 'priceMax': 7900.0,
 'priceYesterday': 7730.0,
 'priceFirst': 7750.0,
 'last': True,
 'id': 0,
 'insCode': '0',
 'dEven': 20230524,
 'hEven': 170725,
 'pClosing': 7700.0,
 'iClose': False,
 'yClose': False,
 'pDrCotVal': 7670.0,
 'zTotTran': 7206.0,
 'qTotTran5J': 84108817.0,
 'qTotCap': 648015842640.0}

Getting the daily trade history for the last n days: (as a DataFrame)

>>> async with Session():
...     dcp = await inst.daily_closing_price(n=2)
>>> dcp
   priceChange  priceMin  priceMax  ...  zTotTran  qTotTran5J       qTotCap
0         30.0    7490.0    7600.0  ...    4555.0  75649965.0  5.689944e+11
1         10.0    7500.0    7590.0  ...    4614.0  83570336.0  6.276337e+11
[2 rows x 17 columns]

Getting adjusted daily prices:

>>> async with Session():
...     h = await inst.price_history(adjusted=True)
>>> h
             pmax   pmin     pf     pl       tvol     pc
date
2007-02-04     45     41     45     42  172898994     42
2007-02-05     43     43     43     43   10826496     43
2007-02-06     44     44     44     44   26850133     44
2007-02-07     45     45     45     45   31086849     45
2007-02-10     45     45     45     45   40645528     45
           ...    ...    ...    ...        ...    ...
2021-07-12  13340  12840  13110  12860  106208763  13020
2021-07-13  13010  12640  12840  12680   66812306  12770
2021-07-14  12830  12450  12540  12690   70277940  12670
2021-07-17  12960  12550  12800  12640   68542961  12750
2021-07-18  12880  12530  12600  12630   88106162  12650
[3192 rows x 6 columns]

Getting intraday data for a specific date:

>>> async with Session():
...     states = await inst.on_date(20210704).states()
>>> states  # a dataframe
   idn  dEven  hEven insCode cEtaval  realHeven  underSupervision cEtavalTitle
0    0      0      1       0      A       94838                 0         None

Searching for an instrument:

>>> async with Session():
...     r = await Instrument.from_search('چادرملو')
>>> r
Instrument(18027801615184692, 'کچاد')

The instruments.price_adjustments function gets all the price adjustments for a specified flow.

The market_watch module contains several function to fetch market watch data. They include:

• market_watch_init

• market_watch_plus

• closing_price_all

• client_type_all

• key_stats

• ombud_messages

• status_changes

There are many other functions and methods that are not covered here. Explore the codebase to learn more.

If you are interested in other information available on tsetmc.com that this library has no API for, please open an issue for them.

See also

• https://github.com/5j9/fipiran