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‎docs/api.rst

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.. toctree::
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:maxdepth: 4
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api/pyEX
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api/pyEX.marketdata.rst
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Client
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------
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.. autoclass:: pyEX.Client
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Alternative
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--------------------------------
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.. automodule:: pyEX.alternative
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:members:
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:noindex:
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Commodities
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--------------------------------
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.. automodule:: pyEX.commodities
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:members:
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:noindex:
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Crypto
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--------------------------------
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.. automodule:: pyEX.crypto
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:members:
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:noindex:
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Economic
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--------------------------------
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.. automodule:: pyEX.economic
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:members:
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:noindex:
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FX
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--------------------------------
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.. automodule:: pyEX.fx
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:members:
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:noindex:
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Markets
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--------------------------------
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.. automodule:: pyEX.markets
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:members:
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:noindex:
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Points
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--------------------------------
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.. automodule:: pyEX.points
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:members:
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:noindex:
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Rates
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--------------------------------
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.. automodule:: pyEX.rates
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:members:
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:noindex:
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Reference Data
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--------------------------------
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.. automodule:: pyEX.refdata
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:members:
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:noindex:
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Stats
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--------------------------------
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.. automodule:: pyEX.stats
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:members:
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:noindex:
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Stocks
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--------------------------------
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.. automodule:: pyEX.stocks
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:members:
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:noindex:
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Streaming
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---------------------
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SSE
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~~~~~~~~~~~~~~~~~~~~~~
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.. automodule:: pyEX.marketdata.sse
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:members:
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:noindex:
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Crypto
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~~~~~~~~~~~~~~~~~~~~~~
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.. automodule:: pyEX.marketdata.cryptocurrency
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:members:
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:noindex:
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FX
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~~~~~~~~~~~~~~~~~~~~~~
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.. automodule:: pyEX.marketdata.fx
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:members:
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:noindex:

‎docs/conf.py

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# |version| and |release|, also used in various other places throughout the
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# built documents.
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#
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_version_py = os.path.join('..', '..', 'pyEX', '_version.py')
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_version_py = os.path.join('..', 'pyEX', '_version.py')
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version_ns = {}
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with open(_version_py, mode='r') as version_file:

‎docs/index.rst

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.. pyEX documentation master file, created by
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sphinx-quickstart on Fri Jan 12 22:07:11 2018.
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You can adapt this file completely to your liking, but it should at least
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contain the root `toctree` directive.
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pyEX
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===================================
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Python interface to IEX Api (https://iextrading.com/developer/docs/)
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|build-status| |issues| |codecov| |bch| |pypiv| |pypil| |docs|
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====
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installation
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api
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.. WARNING:: For API documentation, see the API section on the left
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Python interface to IEX Api (https://iextrading.com/developer/docs/)
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|Build Status| |Coverage| |BCH compliance| |License| |PyPI| |Docs|
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Referral
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--------
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Please subscribe to IEX Cloud using `my referral
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code <https://iexcloud.io/s/6332a3c3>`__.
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Getting Started
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===============
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- `Demo Notebook - IEX
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Cloud <https://github.com/timkpaine/pyEX/blob/master/examples/all.ipynb>`__
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- `Streaming Notebook - IEX
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Cloud <https://github.com/timkpaine/pyEX/blob/master/examples/sse.ipynb>`__
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- `Read The Docs! <https://pyEX.readthedocs.io>`__
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``pyEX`` supports the IEX Cloud api through 2 interfaces. The first is a
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simple function call, passing in the api version and token as arguments
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.. code:: bash
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In [1]: import pyEX as p
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In [2]: p.chart?
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Signature: p.chart(symbol, timeframe='1m', date=None, token='', version='', filter='')
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Docstring:
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Historical price/volume data, daily and intraday
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https://iexcloud.io/docs/api/#historical-prices
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Data Schedule
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1d: -9:30-4pm ET Mon-Fri on regular market trading days
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-9:30-1pm ET on early close trading days
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All others:
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-Prior trading day available after 4am ET Tue-Sat
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Args:
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symbol (string); Ticker to request
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timeframe (string); Timeframe to request e.g. 1m
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date (datetime): date, if requesting intraday
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token (string); Access token
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version (string); API version
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filter (string); filters: https://iexcloud.io/docs/api/#filter-results
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Returns:
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dict: result
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For most calls, there is a convenience method that returns a dataframe
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as well:
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.. code:: bash
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In [5]: [_ for _ in dir(p) if _.endswith('DF')]
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Out[5]:
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['advancedStatsDF',
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'auctionDF',
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'balanceSheetDF',
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'batchDF',
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'bookDF',
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'bulkBatchDF',
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'bulkMinuteBarsDF',
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'calendarDF',
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...
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Since the token rarely changes, we have a ``Client`` object for
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convenience:
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.. code:: bash
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In [6]: p.Client?
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Init signature: p.Client(api_token=None, version='v1', api_limit=5)
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Docstring:
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IEX Cloud Client
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Client has access to all methods provided as standalone, but in an authenticated way
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Args:
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api_token (string): api token (can pickup from IEX_TOKEN environment variable)
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version (string): api version to use (defaults to v1)
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set version to 'sandbox' to run against the IEX sandbox
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api_limit (int): cache calls in this interval
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File: ~/Programs/projects/iex/pyEX/pyEX/client.py
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Type: type
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Subclasses:
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The client will automatically pick up the API key from the environment
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variable ``IEX_TOKEN``, or it can be passed as an argument. To use the
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IEX Cloud test environment, simple set ``version='sandbox'``.
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.. code:: bash
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In [8]: c = p.Client(version='sandbox')
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In [9]: c.chartDF('AAPL').head()
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Out[9]:
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open close high low volume uOpen uClose uHigh uLow uVolume change changePercent label changeOverTime
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date
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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
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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
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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
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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
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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
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Improvements over native API, other libraries, etc
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--------------------------------------------------
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- pyEX will **transparently cache requests** according to the refresh
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interval as defined on the IEX Cloud website (and in the docstrings),
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to avoid wasting credits. It can also cache to disk, or integrate
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with your own custom caching scheme.
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- pyEX fully implements the streaming APIs
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Other enhancements
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------------------
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.. |build-status| image:: https://travis-ci.org/timkpaine/pyEX.svg?branch=master
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:alt: Build Status
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:scale: 100%
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:target: https://travis-ci.org/timkpaine/pyEX
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- `pyEX-studies <https://github.com/timkpaine/pyEX-studies>`__: pyEX
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integration with TA-Lib and other libraries, for technical analysis
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and other metrics on top of the IEX data
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- `pyEX-caching <https://github.com/timkpaine/pyEX-caching>`__:
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persistent, queryable caching for pyEX function calls. Minimize your
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spend and maximize your performance
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- `pyEX-zipline <https://github.com/timkpaine/pyEX-zipline>`__:
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`Zipline <https://github.com/quantopian/zipline>`__ integration for
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IEX data
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.. |issues| image:: https://img.shields.io/github/issues/timkpaine/pyEX.svg
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:alt: Issues
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:scale: 100%
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:target: https://img.shields.io/github/issues/timkpaine/pyEX.svg
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Demo
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----
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.. |codecov| image:: https://codecov.io/gh/timkpaine/pyEX/branch/master/graph/badge.svg
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:alt: Codecov
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:scale: 100%
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:target: https://codecov.io/gh/timkpaine/pyEX
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|image6|
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.. |bch| image:: https://bettercodehub.com/edge/badge/timkpaine/pyEX?branch=master
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:alt: BCH
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:scale: 100%
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:target: https://bettercodehub.com/
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Attribution
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-----------
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.. |pypiv| image:: https://img.shields.io/pypi/v/pyEX.svg
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:alt: Version
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:scale: 100%
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:target: https://pypi.python.org/pypi/pyEX
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- `Powered by IEX Cloud <https://iexcloud.io>`__
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- Data provided for free by `IEX <https://iextrading.com/developer>`__.
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- `IEX terms of service <https://iextrading.com/api-exhibit-a>`__
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.. |pypil| image:: https://img.shields.io/pypi/l/pyEX.svg
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:alt: License
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:scale: 100%
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:target: https://pypi.python.org/pypi/pyEX
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.. |Build Status| image:: https://travis-ci.org/timkpaine/pyEX.svg?branch=master
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:target: https://travis-ci.org/timkpaine/pyEX
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.. |Coverage| image:: https://codecov.io/gh/timkpaine/pyEX/branch/master/graph/badge.svg
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:target: https://codecov.io/gh/timkpaine/pyEX
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.. |BCH compliance| image:: https://bettercodehub.com/edge/badge/timkpaine/pyEX?branch=master
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:target: https://bettercodehub.com/
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.. |License| image:: https://img.shields.io/github/license/timkpaine/pyEX.svg
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:target: https://pypi.python.org/pypi/pyEX/
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.. |PyPI| image:: https://img.shields.io/pypi/v/pyEX.svg
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:target: https://pypi.python.org/pypi/pyEX/
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.. |Docs| image:: https://readthedocs.org/projects/pyex/badge/?version=latest
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:target: https://pyex.readthedocs.io/en/latest/?badge=latest
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.. |image6| image:: https://raw.githubusercontent.com/timkpaine/pyEX/master/docs/img/example1.gif
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.. |docs| image:: https://readthedocs.org/projects/pyex/badge/?version=latest
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:target: https://pyex.readthedocs.io/en/latest/?badge=latest
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:alt: Docs
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:scale: 100%

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