search

OpenBB-finance / OpenBB

Investment Research for Everyone, Everywhere.
https://openbb.co
Other
34.24k stars 3.14k forks source link

volatility data #2253

Open jmmartinnu2 opened 2 years ago

jmmartinnu2 commented 2 years ago

What's the problem of not having this feature? To collect specific volatility data, what better than to go to the page of and as a web scraping, carry out those tables at the end of OpenBB and have a very professional data on volatility http://www.tradingvolatility.net/p/datasourceurldocs.html

Describe the solution you would like A description of what you think would be the best solution for this. From user inputs, to an output.

Describe alternatives you've considered If there are other alternatives (worth considering) to your solution, list them here.

Additional information Add any other information or screenshots about the feature request here.

raviolispy commented 2 years ago

@DidierRLopes Definitely worth including index/futures/both somewhere (which of course includes VIX). Neither indices or futures are currently in the terminal anywhere else right? Data on both seems to be readily available in yfinance (below).

Thoughts on adding an index menu and a futures menu under main menu after "etf"? Probably just have price data for now (e.g. quotes, charts). Pending green light can I work on this?


>>> yf.Ticker("^VIX").history()
                 Open       High        Low      Close  Volume  Dividends  Stock Splits
Date
2022-07-06  27.840000  28.070000  26.430000  26.730000       0          0             0
2022-07-07  26.730000  26.790001  25.660000  26.080000       0          0             0
2022-07-08  26.410000  26.610001  24.430000  24.639999       0          0             0
2022-07-11  26.420000  26.740000  25.790001  26.170000       0          0             0
2022-07-12  27.139999  27.750000  25.820000  27.290001       0          0             0
2022-07-13  27.350000  29.059999  26.230000  26.820000       0          0             0
2022-07-14  27.469999  28.450001  26.200001  26.400000       0          0             0
2022-07-15  26.719999  26.719999  24.129999  24.230000       0          0             0
2022-07-18  24.830000  25.910000  24.379999  25.299999       0          0             0
2022-07-19  25.120001  25.410000  24.230000  24.500000       0          0             0
2022-07-20  24.230000  24.730000  23.400000  23.879999       0          0             0
2022-07-21  24.070000  24.670000  22.920000  23.110001       0          0             0
2022-07-22  23.299999  23.809999  22.410000  23.030001       0          0             0
2022-07-25  24.330000  24.570000  23.190001  23.360001       0          0             0
2022-07-26  23.950001  25.309999  23.820000  24.690001       0          0             0
2022-07-27  24.270000  24.410000  23.020000  23.240000       0          0             0
2022-07-28  23.330000  23.540001  22.219999  22.330000       0          0             0
2022-07-29  22.129999  22.160000  21.209999  21.330000       0          0             0
2022-08-01  22.410000  23.270000  22.260000  22.840000       0          0             0
2022-08-02  24.080000  24.680000  22.670000  23.930000       0          0             0
2022-08-03  23.860001  23.920000  21.680000  21.950001       0          0             0
2022-08-04  22.059999  22.660000  21.440001  21.440001       0          0             0
2022-08-05  21.500000  22.580000  20.760000  21.150000       0          0             0
>>> yf.Ticker("ES=F").history()
               Open     High      Low    Close   Volume  Dividends  Stock Splits
Date
2022-07-07  3853.75  3914.25  3832.50  3905.00  1314443          0             0
2022-07-08  3897.00  3922.00  3868.00  3901.25  1485497          0             0
2022-07-11  3900.00  3900.75  3850.00  3856.75  1486103          0             0
2022-07-12  3862.00  3876.50  3804.75  3823.75  1640864          0             0
2022-07-13  3825.00  3873.00  3752.00  3804.50  2157968          0             0
2022-07-14  3795.75  3806.25  3723.75  3793.25  1916260          0             0
2022-07-15  3797.75  3868.25  3780.25  3865.00  1523753          0             0
2022-07-18  3878.50  3909.50  3820.25  3833.75  1439590          0             0
2022-07-19  3838.50  3948.00  3834.00  3937.50  1611604          0             0
2022-07-20  3947.00  3977.25  3922.25  3962.50  1734355          0             0
2022-07-21  3954.00  4004.75  3930.25  4001.25  1821097          0             0
2022-07-22  3988.00  4016.25  3941.50  3965.00  1736592          0             0
2022-07-25  3967.75  3988.75  3946.00  3970.00  1493471          0             0
2022-07-26  3959.00  3964.50  3913.25  3923.25  1589161          0             0
2022-07-27  3939.25  4042.75  3938.75  4024.50  1740431          0             0
2022-07-28  4022.00  4111.00  3994.50  4073.50  2014467          0             0
2022-07-29  4105.00  4144.00  4081.00  4133.50  1919598          0             0
2022-08-01  4137.50  4147.25  4097.00  4120.50  1776936          0             0
2022-08-02  4119.75  4143.00  4080.50  4093.75  1892241          0             0
2022-08-03  4097.00  4170.00  4084.50  4156.25  1696602          0             0
2022-08-04  4150.25  4173.25  4136.00  4152.25  1245063          0             0
2022-08-05  4152.00  4166.25  4103.75  4146.75  1245063          0             0
2022-08-07  4149.75  4150.75  4130.75  4137.25    18975          0             0```
jmaslek commented 2 years ago

@DidierRLopes Definitely worth including index/futures/both somewhere (which of course includes VIX). Neither indices or futures are currently in the terminal anywhere else right? Data on both seems to be readily available in yfinance (below).

We currently have index stuff (including VIX) and a small selection of futures stuff in the economy menu

https://openbb-finance.github.io/OpenBBTerminal/terminal/economy/index/

raviolispy commented 2 years ago

Seems like there's just the Price, Chg, % Chg table for futures. Can I make futures into a menu and add historical data for plotting from yf?

>>> import yfinance as yf
>>> yf.Ticker("CL=F").history()
                  Open        High         Low       Close  Volume  Dividends  Stock Splits
Date
2022-07-08  102.220001  105.239998  101.510002  104.790001  327461          0             0
2022-07-11  104.790001  105.050003  100.889999  104.089996  348566          0             0
2022-07-12  103.459999  103.489998   95.349998   95.839996  398552          0             0
2022-07-13   95.889999   97.959999   93.669998   96.300003  347193          0             0
2022-07-14   96.570000   97.000000   90.559998   95.779999  387528          0             0
2022-07-15   96.389999   99.029999   94.570000   97.589996  240766          0             0
2022-07-18   97.269997  102.800003   95.849998  102.599998   84669          0             0
jmmartinnu2 commented 2 years ago

volat Simple API to implement. This is very interesting about the comment

http://stocks.tradingvolatility.net/apiDocuments

DidierRLopes commented 2 years ago

Seems like there's just the Price, Chg, % Chg table for futures. Can I make futures into a menu and add historical data for plotting from yf?

>>> import yfinance as yf
>>> yf.Ticker("CL=F").history()
                  Open        High         Low       Close  Volume  Dividends  Stock Splits
Date
2022-07-08  102.220001  105.239998  101.510002  104.790001  327461          0             0
2022-07-11  104.790001  105.050003  100.889999  104.089996  348566          0             0
2022-07-12  103.459999  103.489998   95.349998   95.839996  398552          0             0
2022-07-13   95.889999   97.959999   93.669998   96.300003  347193          0             0
2022-07-14   96.570000   97.000000   90.559998   95.779999  387528          0             0
2022-07-15   96.389999   99.029999   94.570000   97.589996  240766          0             0
2022-07-18   97.269997  102.800003   95.849998  102.599998   84669          0             0

Wow I missed this comment. You definitely can start a new futures menu! You are very welcome to do so 😄