Vietnam Stock Market Data
Project description
Vietnam Stock Market data extraction from TCBS & SSI with Python
vnstock is a Python package to retrieve the Vietnam stock market data from TCBS and SSI.
vnstock allows the user to download historical, intraday stock data and market insights from TCBS.
vnstock is relying on public/private APIs to provide stock data. It is FREE and has NO LIMITATIONS.
🛠 Installation
To get this package working, you will need to install it via pip (with a Python 3.7 version or higher) on the terminal by typing:
$ pip install vnstock
Additionally, if you want to use the latest investpy version instead of the stable one, you can install it from source with the following command:
$ pip install git+https://github.com/thinh-vu/vnstock.git@main
The master branch ensures the user that the most updated version will always be working and fully operative so as not to wait until the the stable release comes out (which eventually may take some time depending on the number of issues to solve).
💻 Usage
You can understand some basic functionality of the vnstock package by following this guide.
📰 All listing companies
listing_companies()
Output:
ticker group_code company_name company_short_name
0 HSV UpcomIndex Công ty Cổ phần Gang Thép Hà Nội Gang Thép Hà Nội
1 SCV UpcomIndex Công ty Cổ phần Muối Việt Nam Visalco.,JSC
2 LYF UpcomIndex Công ty Cổ phần Lương Thực Lương Yên Công ty Lương Thực Lương Yên
3 CST UpcomIndex Công ty Cổ phần Than Cao Sơn - TKV Than Cao Sơn - TKV
4 BVL UpcomIndex Công ty Cổ phần BV Land BV Land
📈 Historical Data Retrieval
vnstock allows the user to download stock historical data from TCBS. In the example presented below, the historical data from the past years of a stock is retrieved.
from vnstock import *
df = stock_historical_data(symbol='GMD',
start_date="2021-01-01",
end_date='2022-02-25'))
print(df.head())
You can also try the short form of every function in this library, for example:
df = stock_historical_data("GMD", "2021-01-01", "2022-02-25")
print(df.head())
The result should look like this:
open high low close volume tradingDate
0 32182.0 33157.0 31987.0 32279.0 4226500 2021-01-04
1 32279.0 33596.0 31938.0 32962.0 4851900 2021-01-05
2 33352.0 33352.0 32279.0 32572.0 3641300 2021-01-06
3 32864.0 33644.0 31694.0 33157.0 5753700 2021-01-07
4 33547.0 33937.0 32669.0 33059.0 4587500 2021-01-08
🔥 Intraday Trading Data
vnstock allows the user to download intraday real-time/historical data. In the example presented below, you can see the intraday historical data from the last weekday of the current week.
from vnstock import *
df = stock_intraday_data(symbol='GMD',
page_num=0,
page_size=5000))
print(df.head())
p volume cp rcp a ba sa hl pcp time
0 50700.0 169700 0.0 0.0 0.0 0.0 True 0.0 14:45:08
1 50800.0 1000 0.0 0.0 BU 0.0 0.0 False 0.0 14:30:05
2 50800.0 500 0.0 0.0 BU 0.0 0.0 False 0.0 14:30:05
3 50800.0 20000 0.0 0.0 BU 0.0 0.0 True 0.0 14:29:54
4 50700.0 300 0.0 0.0 SD 0.0 0.0 False 0.0 14:29:53
💰Financial Ratio
1. Report from SSI
financial_ratio_compare (symbol_ls=['TCB', 'CTG', 'BID'], industry_comparison='true', frequency= 'Yearly', start_year=2020)
- symbol_ls: a list of ticker that needs to be compared
- industry_comparison:
true
orfalse
- frequency:
Yearly
orQuarterly
Output:
Chỉ số 2017 2018 2019 2020 2021
0 P/E NaN NaN NaN NaN NaN
1 BID 1.931659e+01 1.579755e+01 2.156374e+01 2.392118e+01 2.109997e+01
2 TCB 1.589460e+01 1.099041e+01 7.712361e+00 1.110489e+01 9.790559e+00
3 CTG 1.578063e+01 1.476715e+01 1.015345e+01 1.031625e+01 1.135594e+01
4 BID 1.931659e+01 1.579755e+01 2.156374e+01 2.392118e+01 2.109997e+01
.. ... ... ... ... ... ...
171 Toàn ngành 2.272894e+10 2.932384e+10 3.172492e+10 3.927128e+10 5.101939e+10
172 NaN NaN NaN NaN NaN NaN
173 NaN NaN NaN NaN NaN NaN
174 Dữ liệu được cung cấp bởi FiinTrade NaN NaN NaN NaN NaN
175 https://fiintrade.vn/ NaN NaN NaN NaN NaN
2. Report from TCBS
from vnstock import *
financial_ratio("TCB")
Output:
ticker quarter year priceToEarning priceToBook valueBeforeEbitda dividend ... badDebtOnAsset liquidityOnLiability payableOnEquity cancelDebt ebitdaOnStockChange bookValuePerShareChange creditGrowth
0 TCB 4 2021 9.9 1.9 None None ... 0.004 0.382 5.1 0.004 None 0.053 0.252
1 TCB 3 2021 10.0 2.0 None None ... 0.003 0.405 5.1 0.004 None 0.053 0.392
2 TCB 2 2021 11.4 2.2 None None ... 0.002 0.370 5.0 0.008 None 0.061 0.353
3 TCB 1 2021 9.9 1.8 None None ... 0.002 0.354 4.9 0.012 None 0.060 0.277
4 TCB 4 2020 9.0 1.5 None None ... 0.003 0.372 4.9 0.013 None 0.057 0.202
Stock comparison
🏭 Industry Analysis
from vnstock import *
industry_analysis("VNM")
Output: preview
>>> industry_analysis("VNM")
ticker marcap price numberOfDays priceToEarning peg priceToBook valueBeforeEbitda dividend ... debtOnEbitda income5year sale5year income1quarter sale1quarter nextIncome nextSale rsi rs
0 VNM 164897 78900 1 15.7 -3.1 5.0 12.6 0.037 ... 0.6 0.024 0.054 -0.249 -0.023 None None 34.9 18.0
0 MSN 186524 158000 -1 21.8 0.0 5.7 22.5 0.008 ... 5.5 0.251 0.154 4.610 0.009 NaN NaN 54.5 58.0
1 MCH 80250 112100 1 14.7 0.7 4.9 12.0 0.000 ... 1.2 0.152 0.150 0.381 0.372 NaN NaN 48.6 36.0
2 MML 26061 79700 -1 19.6 0.0 4.7 24.9 0.000 ... 4.2 -0.029 -0.050 6.771 -0.243 0.904 0.22 58.8 60.0
🔬 Stocks List Analysis
from vnstock import *
stocks_ls_analysis("TCB, BID, CEO, GMD")
Output: preview
ticker marcap price numberOfDays priceToEarning peg priceToBook valueBeforeEbitda dividend ... debtOnEbitda income5year sale5year income1quarter sale1quarter nextIncome nextSale rsi rs
0 GMD 15220 50500 -3 25.2 0.4 2.4 16.2 0.0 ... 1.8 0.092 -0.030 0.500 0.425 NaN NaN 60.3 50.0
1 CEO 17062 66300 1 183.2 -0.8 5.7 81.8 0.0 ... 7.8 -0.099 -0.086 NaN 3.002 -1.469 -0.2 51.9 82.0
2 BID 225357 44550 -3 21.3 0.4 2.6 NaN 0.0 ... NaN 0.115 0.154 0.083 0.000 NaN NaN 49.1 34.0
3 TCB 178003 50700 1 9.9 0.2 1.9 NaN 0.0 ... NaN 0.418 0.255 0.059 0.157 NaN NaN 45.2 28.0
💵 Income Statement, Balance Sheet & Cashflow report
1. Report from SSI
financial_report (symbol='SSI', report_type='BalanceSheet', frequency='Quarterly)
- report_type: You can choose 1 of 3 reports:
BalanceSheet
,IncomeStatement
, orCashFlow
- frequency:
Yearly
orQuarterly
Output:
CHỈ TIÊU 2012 2013 ... 2019 2020 2021
0 TỔNG CỘNG TÀI SẢN 7.980876e+12 7.705074e+12 ... 2.704412e+13 3.576953e+13 5.079306e+13
1 TÀI SẢN NGẮN HẠN 4.837002e+12 4.467396e+12 ... 2.229087e+13 2.904003e+13 4.653960e+13
3 Tiền và tương đương tiền 1.947090e+12 1.838619e+12 ... 1.040783e+12 3.632519e+11 1.114235e+12
4 Tiền 8.068605e+11 1.437619e+12 ... 2.606318e+11 2.319712e+11 4.741978e+11
5 Các khoản tương đương tiền 1.140230e+12 4.010000e+11 ... 7.801508e+11 1.312807e+11 6.400373e+11
.. ... ... ... ... ... ... ...
149 Lợi nhuận chưa phân phối 1.127003e+12 1.118080e+12 ... 2.941467e+12 2.676816e+12 2.927813e+12
153 Vốn Ngân sách nhà nước và quỹ khác 0.000000e+00 0.000000e+00 ... 0.000000e+00 0.000000e+00 0.000000e+00
154 Quỹ khen thưởng , phúc lợi (trước 2010) 0.000000e+00 0.000000e+00 ... 0.000000e+00 0.000000e+00 0.000000e+00
157 LỢI ÍCH CỦA CỔ ĐÔNG THIỂU SỐ (trước 2015) 8.369917e+10 8.299030e+10 ... 0.000000e+00 0.000000e+00 0.000000e+00
158 TỔNG CỘNG NGUỒN VỐN 7.980876e+12 7.705074e+12 ... 2.704412e+13 3.576953e+13 5.079306e+13
2. Report from TCBS
📄 Income Statement
from vnstock import *
financial_flow(symbol="TCB", report_type='incomestatement', report_range='quarterly')
Output:
ticker revenue yearRevenueGrowth quarterRevenueGrowth costOfGoodSold grossProfit ... investProfit serviceProfit otherProfit provisionExpense operationIncome ebitda
index ...
2021-Q4 TCB 7245 0.328 0.074 None None ... 279 2103 532 -627 6767 None
2021-Q3 TCB 6742 0.310 0.023 None None ... 384 1497 156 -589 6151 None
2021-Q2 TCB 6588 0.674 0.076 None None ... 717 1457 444 -598 6615 None
2021-Q1 TCB 6124 0.454 0.122 None None ... 812 1325 671 -851 6369 None
🧾Balance Sheet
from vnstock import *
financial_flow(symbol="TCB", report_type='balancesheet', report_range='quarterly')
Output:
ticker shortAsset cash shortInvest shortReceivable inventory longAsset fixedAsset ... payableInterest receivableInterest deposit otherDebt fund unDistributedIncome minorShareHolderProfit payable
index ...
2021-Q4 TCB None 3579 None None None None 7224 ... 3098 5808 314753 33680 9156 47469 845 475756
2021-Q3 TCB None 3303 None None None None 7106 ... 3074 6224 316376 34003 6784 45261 753 453251
2021-Q2 TCB None 3554 None None None None 6739 ... 2643 5736 289335 27678 6790 40924 659 420403
2021-Q1 TCB None 4273 None None None None 4726 ... 2897 5664 287446 26035 6790 36213 563 3837
💶Cashflow Report
from vnstock import *
financial_flow(symbol="TCB", report_type='cashflow', report_range='quarterly')
Output:
ticker investCost fromInvest fromFinancial fromSale freeCashFlow
index
2021-Q4 TCB -280 -276 0 -9328 0
2021-Q3 TCB -180 -179 60 17974 0
2021-Q2 TCB -337 -282 0 11205 0
2021-Q1 TCB -143 -143 0 -6954 0
🧧 Dividend Historical Data
from vnstock import *
divident_history("VNM")
Output:
exerciseDate cashYear cashDividendPercentage issueMethod
0 10/01/22 2021 0.14 cash
1 07/09/21 2021 0.15 cash
2 07/06/21 2020 0.11 cash
3 05/01/21 2020 0.10 cash
⭐General Rating
from vnstock import *
general_rating("VNM")
Output:
stockRating valuation financialHealth businessModel businessOperation rsRating taScore ... ticker highestPrice lowestPrice priceChange3m priceChange1y beta alpha
0 2.4 1.5 4.8 3.0 3.2 1.0 1.0 ... VNM 102722.2 78600.0 -0.092 -0.232 0.49 -0.0014
🌱 Business Model Rating
from vnstock import *
biz_model_rating("VNM")
Output:
ticker businessModel businessEfficiency assetQuality cashFlowQuality bom businessAdministration productService businessAdvantage companyPosition industry operationRisk
0 VNM 3.0 3 3 3 3 3 3 3 3 3 3
🎮 Business Operation Rating
from vnstock import *
biz_operation_rating("VNM")
Output:
industryEn loanGrowth depositGrowth netInterestIncomeGrowth netInterestMargin ... last5yearsFCFFGrowth lastYearGrossProfitMargin lastYearOperatingProfitMargin lastYearNetProfitMargin TOIGrowth
0 Food Products None None None None ... 2 5 3 4 None
📑 Financial Health Rating
from vnstock import *
financial_health_rating("VNM")
Output:
industryEn loanDeposit badLoanGrossLoan badLoanAsset provisionBadLoan ticker financialHealth netDebtEquity currentRatio quickRatio interestCoverage netDebtEBITDA
0 Food Products None None None None VNM 4.8 4 5 5 5 5
💲 Valuation Rating
from vnstock import *
valuation_rating("VNM")
Output:
industryEn ticker valuation pe pb ps evebitda dividendRate
0 Food Products VNM 1.5 2 1 1 1 3
💳 Industry Financial Health
from vnstock import *
industry_financial_health("VNM")
Output:
industryEn loanDeposit badLoanGrossLoan badLoanAsset provisionBadLoan ticker financialHealth netDebtEquity currentRatio quickRatio interestCoverage netDebtEBITDA
0 None None None None None VNM 3.4 4 4 3 3 3
🌏 Market Watch
Top Breakout > Top Gainers > Top Losers > Top Value > Top Volume
Top New High > Top Foreign Trading > Top New Low
Input one of these following names to get your report: Breakout, Gainers, Losers, Value, Volume, ForeignTrading, NewLow, NewHigh
market_top_mover('ForeignTrading')
Output:
foreignBuyVolume foreignBuyValue ... financial technical
0 3826600.0 1.703888e+11 ... {'organCode': 'DXG', 'rtd7': 14713.265320738, ... {'organCode': 'DXG', 'sma20Past4': 34887.5, 's...
1 3270200.0 1.088892e+11 ... {'organCode': 'STB', 'rtd7': 18173.6958318461,... {'organCode': 'STB', 'sma20Past4': 34332.5, 's...
2 1456800.0 4.199166e+10 ... {'organCode': 'FUEVFVND', 'rtd7': None, 'rtd11... {'organCode': 'FUEVFVND', 'sma20Past4': 27993....
3 1033300.0 1.281170e+10 ... {'organCode': 'FLC', 'rtd7': 12898.0038031343,... {'organCode': 'FLC', 'sma20Past4': 12062.5, 's...
4 998600.0 5.324337e+10 ... {'organCode': 'NLG', 'rtd7': 23318.1252311207,... {'organCode': 'NLG', 'sma20Past4': 52385.0, 's...
🙋♂️ Contact Information
You can contact me at one of my social network profiles:
- 💼 LinkedIn: https://linkedin.com/in/thinh-vu
- :octocat: GitHub: https://github.com/thinh-vu
⚠ Disclaimer
This Python package has been made for research purposes to fit the needs that tcbs.com does not cover, so this package works like an Application Programming Interface (API) of tcbs.com developed in an altruistic way.
Conclude that vnstock is not affiliated in any way to tcbs.com or ssi.com.vn or any dependant company.
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