Python interface to IEX Cloud
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Install from pip
pip install pyEX
of from source
python setup.py install
pyEX[async]
:asyncio
integration for streaming APIspyEX[studies]
: Technical indicators and other calculations
pyEX
supports the IEX Cloud api through 2 interfaces. The first is a simple function call, passing in the api version and token as arguments
In [1]: import pyEX as p
In [2]: p.chart?
Signature: p.chart(symbol, timeframe='1m', date=None, token='', version='', filter='')
Docstring:
Historical price/volume data, daily and intraday
https://iexcloud.io/docs/api/#historical-prices
Data Schedule
1d: -9:30-4pm ET Mon-Fri on regular market trading days
-9:30-1pm ET on early close trading days
All others:
-Prior trading day available after 4am ET Tue-Sat
Args:
symbol (str); Ticker to request
timeframe (str); Timeframe to request e.g. 1m
date (datetime): date, if requesting intraday
token (str); Access token
version (str); API version
filter (str); filters: https://iexcloud.io/docs/api/#filter-results
Returns:
dict: result
For most calls, there is a convenience method that returns a dataframe as well:
In [5]: [_ for _ in dir(p) if _.endswith('DF')]
Out[5]:
['advancedStatsDF',
'auctionDF',
'balanceSheetDF',
'batchDF',
'bookDF',
'bulkBatchDF',
'bulkMinuteBarsDF',
'calendarDF',
...
Since the token rarely changes, we have a Client
object for convenience:
In [6]: p.Client?
Init signature: p.Client(api_token=None, version='v1', api_limit=5)
Docstring:
IEX Cloud Client
Client has access to all methods provided as standalone, but in an authenticated way
Args:
api_token (str): api token (can pickup from IEX_TOKEN environment variable)
version (str): api version to use (defaults to v1)
set version to 'sandbox' to run against the IEX sandbox
api_limit (int): cache calls in this interval
File: ~/Programs/projects/iex/pyEX/pyEX/client.py
Type: type
Subclasses:
The client will automatically pick up the API key from the environment variable IEX_TOKEN
, or it can be passed as an argument. To use the IEX Cloud test environment, simple set version='sandbox'
.
In [8]: c = p.Client(version='sandbox')
In [9]: c.chartDF('AAPL').head()
Out[9]:
open close high low volume uOpen uClose uHigh uLow uVolume change changePercent label changeOverTime
date
2019-11-27 271.31 274.04 277.09 268.75 16994433 267.69 271.99 271.82 266.32 16811747 0.00 0.0000 Nov 27 0.000000
2019-11-29 271.30 272.19 280.00 279.20 12135259 270.90 275.02 270.00 267.10 11927464 -0.60 -0.2255 Nov 29 -0.002232
2019-12-02 279.96 265.23 276.41 267.93 23831255 279.97 266.80 281.32 269.29 24607845 -3.20 -1.1646 Dec 2 -0.013820
2019-12-03 261.54 271.05 259.96 262.09 30331487 259.87 271.34 269.02 260.71 30518449 -4.93 -1.8450 Dec 3 -0.032745
2019-12-04 272.81 273.56 271.26 267.06 17109161 267.30 262.82 274.99 270.83 17230517 2.39 0.8955 Dec 4 -0.023411
- pyEX will transparently cache requests according to the refresh interval as defined on the IEX Cloud website (and in the docstrings), to avoid wasting credits. It can also cache to disk, or integrate with your own custom caching scheme.
- pyEX fully implements the streaming APIs
- pyEX-studies: pyEX integration with TA-Lib and other libraries, for technical analysis and other metrics on top of the IEX data
- pyEX-caching: persistent, queryable caching for pyEX function calls. Minimize your spend and maximize your performance
- pyEX-zipline: Zipline integration for IEX data
pyEX
implements methods for interacting with the Rules Engine.
rule = {
'conditions': [['changePercent','>',500],
['latestPrice','>',100000]],
'outputs': [{'frequency': 60,
'method': 'email',
'to': 'your_email@domain'
}]
}
c.createRule(rule, 'MyTestRule', 'AAPL', 'all') # returns {"id": <ruleID>, "weight": 2}
c.rules() # list all rules
c.ruleInfo("<ruleID>")
c.ruleOutput("<ruleID>")
c.pauseRule("<ruleID>")
c.resumeRule("<ruleID>")
c.deleteRule("<ruleID>")
We also provide helper classes in python for constructing rules such that they abide by the rules schema (dictated in the schema()
helper function)
pyEX
provides wrappers around both static and SSE streaming data. For most static data endpoints, we provide both JSON and DataFrame return functions. For market data endpoints, we provide async wrappers as well using aiohttp
(to install the dependencies, pip install pyEX[async]
).
DataFrame functions will have the suffix DF
, and async functions will have the suffix Async
.
SSE streaming data can either be used with callbacks:
newsSSE('AAPL', on_data=my_function_todo_on_data)
or via async generators (after installing pyEX[async]
):
async for data in newsSSE('AAPL'):
Please see the readthedocs for a full API spec
Currently, the following methods are implemented:
- markets
- marketsDF
- book
- bookDF
- chart
- chartDF
- delayedQuote
- delayedQuoteDF
- intraday
- intradayDF
- largestTrades
- largestTradesDF
- ohlc
- ohlcDF
- marketOhlc
- marketOhlcDF
- yesterday (previous day price)
- yesterdayDF (previous day price)
- marketYesterday
- marketYesterdayDF
- price
- priceDF
- quote
- quoteDF
- volumeByVenue
- volumeByVenueDF
- company
- companyDF
- insiderRoster
- insiderRosterDF
- insiderSummary
- insiderSummaryDF
- insiderTransactions
- insiderTransactionsDF
- logo
- logoPNG
- logoNotebook
- peers
- peersDF
- balanceSheet
- balanceSheetDF
- cashFlow
- cashFlowDF
- dividendsBasic
- dividendsBasicDF
- earnings
- earningsDF
- financials
- financialsDF
- incomeStatement
- incomeStatementDF
- tenQ
- tenK
- stockSplits
- stockSplitsDF
- advancedStats
- advancedStatsDF
- analystRecommendations
- analystRecommendationsDF
- estimates
- estimatesDF
- fundOwnership
- fundOwnershipDF
- institutionalOwnership
- institutionalOwnershipDF
- keyStats
- keyStatsDF
- priceTarget
- priceTargetDF
- technicals
- technicalsDF
- bonusIssue
- bonusIssueDF
- distribution
- distributionDF
- dividends
- dividendsDF
- returnOfCapital
- returnOfCapitalDF
- rightsIssue
- rightsIssueDF
- rightToPurchase
- rightToPurchaseDF
- securityReclassification
- securityReclassificationDF
- securitySwap
- securitySwapDF
- spinoff
- spinoffDF
- splits
- splitsDF
- collections
- collectionsDF
- earningsToday
- earningsTodayDF
- ipoToday
- ipoTodayDF
- ipoUpcoming
- ipoUpcomingDF
- list
- listDF
- marketVolume
- marketVolumeDF
- sectorPerformance
- sectorPerformanceDF
- upcomingEvents
- upcomingEventsDF
- upcomingEarnings
- upcomingEarningsDF
- upcomingDividends
- upcomingDividendsDF
- upcomingSplits
- upcomingSplitsDF
- upcomingIPOs
- upcomingIPOsDF
- batch
- batchDF
- bulkBatch
- bulkBatchDF
- bulkMinuteBars
- bulkMinuteBarsDF
- spread
- spreadDF
- shortInterest
- shortInterestDF
- marketShortInterest
- marketShortInterestDF
- relevant
- relevantDF
- cdnj
- cdj
- cpi
- creditcard
- fedfunds
- gdp
- institutionalMoney
- initialClaims
- indpro
- us30
- us15
- us5
- housing
- payroll
- vehicles
- retailMoney
- unemployment
- recessionProb
- cryptoSymbols
- cryptoSymbolsDF
- cryptoSymbolsList
- fxSymbols
- fxSymbolsDF
- fxSymbolsList
- iexSymbols
- iexSymbolsDF
- iexSymbolsList
- internationalSymbols
- internationalSymbolsDF
- internationalSymbolsList
- internationalExchanges
- internationalExchangesDF
- figi
- figiDF
- mutualFundSymbols
- mutualFundSymbolsDF
- mutualFundSymbolsList
- optionsSymbols
- optionsSymbolsDF
- optionsSymbolsList
- otcSymbols
- otcSymbolsDF
- otcSymbolsList
- sectors
- sectorsDF
- search
- searchDF
- symbols
- symbolsDF
- symbolsList
- tags
- tagsDF
- exchanges
- exchangesDF
- holidays
- holidaysDF
- isinLookup
- isinLookupDF
- corporateActions
- corporateActionsDF
- refDividends
- refDividendsDF
- nextDayExtDate
- nextDayExtDateDF
- directory
- directoryDF
- calendar
- calendarDF
- deep
- deepAsync
- deepDF
- auction
- auctionAsync
- auctionDF
- bookDeep
- bookDeepAsync
- bookDeepDF
- opHaltStatus
- opHaltStatusAsync
- opHaltStatusDF
- officialPrice
- officialPriceAsync
- officialPriceDF
- securityEvent
- securityEventAsync
- securityEventDF
- ssrStatus
- ssrStatusAsync
- ssrStatusDF
- systemEvent
- systemEventAsync
- systemEventDF
- trades
- tradesAsync
- tradesDF
- tradeBreak
- tradeBreakAsync
- tradeBreakDF
- tradingStatus
- tradingStatusAsync
- tradingStatusDF
- last
- lastAsync
- lastDF
- threshold
- thresholdDF
- tops
- topsAsync
- topsDF
- daily
- dailyDF
- summary
- summaryDF
- systemStats
- systemStatsDF
- recent
- recentDF
- records
- recordsDF
- crypto
- cryptoDF
- sentiment
- sentimentDF
- topsSSE
- topsSSEAsync
- lastSSE
- lastSSEASync
- deepSSE
- deepSSEAsync
- tradesSSE
- tradesSSEAsync
- auctionSSE
- auctionSSEAsync
- bookSSE
- bookSSEAsync
- opHaltStatusSSE
- opHaltStatusSSEAsync
- officialPriceSSE
- officialPriceSSEAsync
- securityEventSSE
- securityEventSSEAsync
- ssrStatusSSE
- ssrStatusSSEAsync
- systemEventSSE
- systemEventSSEAsync
- tradeBreaksSSE
- tradeBreaksSSEAsync
- tradingStatusSSE
- tradingStatusSSEAsync
- stocksUSNoUTPSSE
- stocksUSNoUTPSSEsync
- stocksUSSSE
- stocksUSSSEsync
- stocksUS1SecondSSE
- stocksUS1SecondSSEsync
- stocksUS5SecondSSE
- stocksUS5SecondSSEsync
- stocksUS1MinuteSSE
- stocksUS1MinuteSSEAsync
- sentimentSSE
- sentimentSSEAsync
- fxSSE
- fxSSEAsync
- forex1SecondSSE
- forex1SecondSSEAsync
- forex5SecondSSE
- forex5SecondSSEAsync
- forex1MinuteSSE
- forex1MinuteSSEAsync
- cryptoBookSSE
- cryptoBookSSEAsync
- cryptoEventsSSE
- cryptoEventsSSEAsync
- cryptoQuotesSSE
- cryptoQuotesSSEAsync
- analystDays
- analystDaysDF
- boardOfDirectorsMeeting
- boardOfDirectorsMeetingDF
- businessUpdates
- businessUpdatesDF
- buybacks
- buybacksDF
- capitalMarketsDay
- capitalMarketsDayDF
- companyTravel
- companyTravelDF
- filingDueDates
- filingDueDatesDF
- fiscalQuarterEnd
- fiscalQuarterEndDF
- forum
- forumDF
- generalConference
- generalConferenceDF
- fdaAdvisoryCommitteeMeetings
- fdaAdvisoryCommitteeMeetingsDF
- holidaysWSH
- holidaysWSHDF
- indexChanges
- indexChangesDF
- iposWSH
- iposWSHDF
- legalActions
- legalActionsDF
- mergersAndAcquisitions
- mergersAndAcquisitionsDF
- productEventsDF
- productEvents
- researchAndDevelopmentDays
- researchAndDevelopmentDaysDF
- sameStoreSales
- sameStoreSalesDF
- secondaryOfferings
- secondaryOfferingsDF
- seminars
- seminarsDF
- shareholderMeetings
- shareholderMeetingsDF
- summitMeetings
- summitMeetingsDF
- tradeShows
- tradeShowsDF
- witchingHours
- witchingHoursDF
- workshops
- workshopsDF
- cam1
- cam1DF
- esgCFPBComplaints
- esgCFPBComplaintsDF
- esgCPSCRecalls
- esgCPSCRecallsDF
- esgDOLVisaApplications
- esgDOLVisaApplicationsDF
- esgEPAEnforcements
- esgEPAEnforcementsDF
- esgEPAMilestones
- esgEPAMilestonesDF
- esgFECIndividualCampaingContributions
- esgFECIndividualCampaingContributionsDF
- esgOSHAInspections
- esgOSHAInspectionsDF
- esgSenateLobbying
- esgSenateLobbyingDF
- esgUSASpending
- esgUSASpendingDF
- esgUSPTOPatentApplications
- esgUSPTOPatentApplicationsDF
- esgUSPTOPatentGrants
- esgUSPTOPatentGrantsDF
- tacticalModel1
- tacticalModel1DF
- brain30DaySentiment
- brain30DaySentimentDF
- brain7DaySentiment
- brain7DaySentimentDF
- brain21DayMLReturnRanking
- brain21DayMLReturnRankingDF
- brain10DayMLReturnRanking
- brain10DayMLReturnRankingDF
- brain5DayMLReturnRanking
- brain5DayMLReturnRankingDF
- brain3DayMLReturnRanking
- brain3DayMLReturnRankingDF
- brain2DayMLReturnRanking
- brain2DayMLReturnRankingDF
- brainLanguageMetricsOnCompanyFilingsAll
- brainLanguageMetricsOnCompanyFilingsAllDF
- brainLanguageMetricsOnCompanyFilings
- brainLanguageMetricsOnCompanyFilingsDF
- brainLanguageMetricsOnCompanyFilingsDifferenceAll
- brainLanguageMetricsOnCompanyFilingsDifferenceAllDF
- brainLanguageMetricsOnCompanyFilingsDifference
- brainLanguageMetricsOnCompanyFilingsDifferenceDF
- accountingQualityAndRiskMatrix
- accountingQualityAndRiskMatrixDF
- directorAndOfficerChanges
- directorAndOfficerChangesDF
Available via pyEX[studies]
.
- peerCorrelation
These are built on TA-lib. Note that these are different from the technicals available via IEX Cloud's technicals
endpoint.
- ht_dcperiod: Hilbert Transform - Dominant Cycle Period
- ht_dcphase: Hilbert Transform - Dominant Cycle Phase
- ht_phasor: Hilbert Transform - Phasor Components
- ht_sine: Hilbert Transform - SineWave
- ht_trendmode: Hilbert Transform - Trend vs Cycle Mode
- acos: Vector Trigonometric ACos
- asin: Vector Trigonometric ASin
- atan: Vector Trigonometric ATan
- ceil: Vector Ceil
- cos: Vector Trigonometric Cos
- cosh: Vector Trigonometric Cosh
- exp: Vector Arithmetic Exp
- floor: Vector floor
- ln: Vector Log natural
- log10: Vector Log10
- sin: Vector Trigonometric Sin
- sinh: Vector Trigonometric Sinh
- sqrt: Vector Square Root
- tan: Vector Trigonometric Tan
- tanh: Vector Trigonometric Tanh
- add: Vector Arithmetic Add
- div: Vector Arithmetic Div
- max: Highest value over a specified period
- maxindex: Index of highest value over a specified period
- min: Lowest value over a specified period
- minindex: Index of lowest value over a specified period
- minmax: Lowest and highest values over a specified period
- minmaxindex: Index of lowest and highest values over a specified period
- mult: Vector Arithmetic Mult
- sub: Vector Arithmetic Subtraction
- sum: Summation
- adx: Average Directional Movement Index
- adxr: Average Directional Movement Index Rating
- apo: Absolute Price Oscillator
- aroon: Aroon
- aroonosc: Aroon Oscillator
- bop: Balance Of Power
- cci: Commodity Channel Index
- cmo: Chande Momentum Oscillator
- dx: Directional Movement Index
- macd: Moving Average Convergence/Divergence
- macdext: MACD with controllable MA type
- mfi: Money Flow Index
- minus_di: Minus Directional Indicator
- minus_dm: Minus Directional Movement
- mom: Momentum
- plus_di: Plus Directional Indicator
- plus_dm: Plus Directional Movement
- ppo: Percentage Price Oscillator
- roc: Rate of change : ((price/prevPrice)-1)*100
- rocp: Rate of change Percentage: (price-prevPrice)/prevPrice
- rocr: Rate of change ratio: (price/prevPrice)
- rocr100: Rate of change ratio 100 scale: (price/prevPrice)*100
- rsi: Relative Strength Index
- stoch: Stochastic
- stochf: Stochastic Fast
- stochrsi: Stochastic Relative Strength Index
- trix: 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
- ultosc: Ultimate Oscillator
- willr: Williams' %R
- bollinger: Bollinger Bands
- dema: Double Exponential Moving Average
- ema: Exponential Moving Aberage
- ht_trendline: Hilbert Transform - Instantaneous Trendline
- kama: Kaufman Adaptive Moving Average
- mama: MESA Adaptive Moving Average
- mavp: Moving average with variable period
- midpoint: Midpoint over period
- midpice: Midpoint price over period
- sar: Parabolic SAR
- sarext: Parabolic SAR - Extended
- sma: Moving Average
- t3: Triple Exponential Moving Average (T3)
- tema: Triple Exponential Moving Average
- trima: Triangular Moving Average
- wma: Weighted Moving Average
- cdl2crows: Two Crows
- cdl3blackcrows: Three Black Crows
- cdl3inside: Three Inside Up/Down
- cdl3linestrike: Three-Line Strike
- cdl3outside: Three Outside Up/Down
- cdl3starsinsouth: Three Stars In The South
- cdl3whitesoldiers: Three Advancing White Soldiers
- cdlabandonedbaby: Abandoned Baby
- cdladvanceblock: Advance Block
- cdlbelthold: Belt-hold
- cdlbreakaway: Breakaway
- cdlclosingmarubozu: Closing Marubozu
- cdlconcealbabyswall: Concealing Baby Swallow
- cdlcounterattack: Counterattack
- cdldarkcloudcover: Dark Cloud Cover
- cdldoji: Doji
- cdldojistar: Doji Star
- cdldragonflydoji: Dragonfly Doji
- cdlengulfing: Engulfing Pattern
- cdleveningdojistar: Evening Doji Star
- cdleveningstar: Evening Star
- cdlgapsidesidewhite: Up/Down-gap side-by-side white lines
- cdlgravestonedoji: Gravestone Doji
- cdlhammer: Hammer
- cdlhangingman: Hanging Man
- cdlharami: Harami Pattern
- cdlharamicross: Harami Cross Pattern
- cdlhighwave: High-Wave Candle
- cdlhikkake: Hikkake Pattern
- cdlhikkakemod: Modified Hikkake Pattern
- cdlhomingpigeon: Homing Pigeon
- cdlidentical3crows: Identical Three Crows
- cdlinneck: In-Neck Pattern
- cdlinvertedhammer: Inverted Hammer
- cdlkicking: Kicking
- cdlkickingbylength: Kicking - bull/bear determined by the longer marubozu
- cdlladderbottom: Ladder Bottom
- cdllongleggeddoji: Long Legged Doji
- cdllongline: Long Line Candle
- cdlmarubozu: Marubozu
- cdlmatchinglow: Matching Low
- cdlmathold: Mat Hold
- cdlmorningdojistar: Morning Doji Star
- cdlmorningstar: Morning Star
- cdlonneck: On-Neck Pattern
- cdlpiercing: Piercing Pattern
- cdlrickshawman: Rickshaw Man
- cdlrisefall3methods: Rising/Falling Three Methods
- cdlseparatinglines: Separating Lines
- cdlshootingstar: Shooting Star
- cdlshortline: Short Line Candle
- cdlspinningtop: Spinning Top
- cdlstalledpattern: Stalled Pattern
- cdlsticksandwich: Stick Sandwich
- cdltakuri: Takuri (Dragonfly Doji with very long lower shadow)
- cdltasukigap: Tasuki Gap
- cdlthrusting: Thrusting Pattern
- cdltristar: Tristar Pattern
- cdlunique3river: Unique 3 River
- cdlupsidegap2crows: Upside Gap Two Crows
- cdlxsidegap3methods: Upside/Downside Gap Three Methods
- avgprice: Average Price
- medprice: Median Price
- typprice: Typical Price
- wclprice: Weighted Close Price
- beta: Beta
- correl: Pearson's Correlation Coefficient (r)
- linearreg: Linear Regression
- linearreg_angle: Linear Regression Angle
- linearreg_intercept: Linear Regression Intercept
- linearreg_slope: Linear Regression Slope
- stddev: Standard Deviation
- tsf: Time Series Forecast
- var: Variance
- atr: Average True Range
- natr: Normalized Average True Range
- trange: True Range
- ad: Chaikin A/D Line
- adosc: Chaikin A/D Oscillator
- obv: On Balance Volume
See CONTRIBUTING.md for guidelines.
This software is licensed under the Apache 2.0 license. See the LICENSE and AUTHORS files for details.