tsetmc 4.0.0

a library to retrieve data from tsetmc.com website

An async Python library to fetch data from https://tsetmc.com/ built on top of Polars.

Installation

Requires Python 3.13 or later.

pip install tsetmc

Overview

Let’s start with a simple script:

import asyncio

from tsetmc.instruments import Instrument


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


asyncio.run(main())

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

Note: You need an asyncio capable REPL, like python -m asyncio or IPython, to run the following code samples, otherwise you’ll have to run them inside an async function like the sample code above.

>>> from tsetmc.instruments import Instrument
>>> inst = await Instrument.from_l18('فملی')
>>> await inst.info()
{'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:

>>> await inst.closing_price_info()
{'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 Polars LazyFrame, resolved using .collect())

>>> lf = await inst.daily_closing_price(n=2)
>>> lf.collect()
shape: (2, 17)
┌─────────────┬──────────┬──────────┬───┬──────────┬────────────┬──────────────┐
│ priceChange ┆ priceMin ┆ priceMax ┆ … ┆ zTotTran ┆ qTotTran5J ┆ qTotCap      │
│ ---         ┆ ---      ┆ ---      ┆   ┆ ---      ┆ ---        ┆ ---          │
│ f64         ┆ f64      ┆ f64      ┆   ┆ f64      ┆ f64        ┆ f64          │
╞═════════════╪══════════╪══════════╪═══╪══════════╪════════════╪══════════════╡
│ 30.0        ┆ 7490.0   ┆ 7600.0   ┆ … ┆ 4555.0   ┆ 7.5649965e ┆ 5.689944e+11 │
│ 10.0        ┆ 7500.0   ┆ 7590.0   ┆ … ┆ 4614.0   ┆ 8.3570336e ┆ 6.276337e+11 │
└─────────────┴──────────┴──────────┴───┴──────────┴────────────┴──────────────┘

Getting adjusted daily prices:

>>> lf = await inst.price_history(adjusted=True)
>>> lf.collect()
shape: (3192, 7)
┌────────────┬───────┬───────┬───────┬───────┬───────────┬───────┐
│ date       ┆ pmax  ┆ pmin  ┆ pf    ┆ pl    ┆ tvol      ┆ pc    │
│ ---        ┆ ---   ┆ ---   ┆ ---   ┆ ---   ┆ ---       ┆ ---   │
│ datetime   ┆ i64   ┆ i64   ┆ i64   ┆ i64   ┆ i64       ┆ i64   │
╞════════════╪═══════╪═══════╪═══════╪═══════╪═══════════╪═══════╡
│ 2007-02-04 ┆ 45    ┆ 41    ┆ 45    ┆ 42    ┆ 172898994 ┆ 42    │
│ 2007-02-05 ┆ 43    ┆ 43    ┆ 43    ┆ 43    ┆ 10826496  ┆ 43    │
│ …          ┆ …     ┆ …     ┆ …     ┆ …     ┆ …         ┆ …     │
│ 2021-07-17 ┆ 12960 ┆ 12550 ┆ 12800 ┆ 12640 ┆ 68542961  ┆ 12750 │
│ 2021-07-18 ┆ 12880 ┆ 12530 ┆ 12600 ┆ 12630 ┆ 88106162  ┆ 12650 │
└────────────┴───────┴───────┴───────┴───────┴───────────┴───────┘

Getting intraday data for a specific date:

>>> lf = await inst.on_date(20210704).states()
>>> lf.collect()
shape: (1, 10)
┌─────┬───────┬───────┬─────────┬─────────┬───────────┬──────────────────┬──────────────┐
│ idn ┆ dEven ┆ hEven ┆ insCode ┆ cEtaval ┆ realHeven ┆ underSupervision ┆ cEtavalTitle │
│ --- ┆ ---   ┆ ---   ┆ ---     ┆ ---     ┆ ---       ┆ ---              ┆ ---          │
│ i64 ┆ i64   ┆ i64   ┆ str     ┆ str     ┆ i64       ┆ i64              ┆ str          │
╞═════╪═══════╪═══════╪═════════╪═════════╪═══════════╪══════════════════╪══════════════╡
│ 0   ┆ 0     ┆ 1     ┆ 0       ┆ A       ┆ 94838     ┆ 0                ┆ None         │
└─────┴───────┴───────┴─────────┴─────────┴───────────┴──────────────────┴──────────────┘

Searching for an instrument:

>>> await Instrument.from_search('چادرملو')
Instrument(18027801615184692, 'کچاد')

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

The market_watch module contains several functions 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

Use market_watch.MarketWatch for watching the market. Here is how:

from asyncio import gather, run

import polars as pl

from tsetmc.market_watch import MarketWatch


async def listen_to_update_events(market_watch):
    while True:
        await market_watch.update_event.wait()
        # market_watch elements are exposed as a Polars LazyFrame
        lf = market_watch.lf
        print(
            lf.filter(pl.col('ins_code') == '35425587644337450')
            .select('pl')
            .collect()
            .item()
        )


async def main():
    market_watch = MarketWatch()
    await gather(
        market_watch.start(),
        listen_to_update_events(market_watch),
    )


run(main())

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

To keep the offline dataset up-to-date, run the tsetmc.dataset.update() function periodically (e.g., daily). This dataset acts as a cache for basic information about common instruments.

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