addisonlynch / iexfinance

Python SDK for IEX Cloud
https://addisonlynch.github.io/iexfinance
Apache License 2.0
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Feature Request Poll #243

Open Olshansk opened 3 years ago

Olshansk commented 3 years ago

I wanted to get the community’s opinion on your most requested features!

The poll is mainly focused on get_historical_data message count optimizations since there have been a lot of requests and comments related to it in the past, but please do leave a comment if you think there’s something else.

A. Explicit date range in the past

Due to limitations in iexcloud’s API, there is no easy way to retrieve historical data for a specific range at some point in the past. This will currently use up a large chunk of quota, but we could build a feature that would optimize message count usage.

Example use case: Retrieve historical prices for a 5 day range 10 years ago while only using up the message count for 5 days. Reference: https://iexcloud.io/docs/api/#historical-prices

B. Periodically append to cached historical data

If you need to periodically do some analysis (or train a model) on the last X years on data, you may want to cache it and periodically append to it. Requesting many years of data every week is wasteful, but we could build a feature that caches the data and appends to it.

Example use case: Get the last 10 years of data every week, but only use up quota for 7 days after the very first call. Reference (caching data is okay): https://intercom.help/iexcloud/en/articles/2960973-can-i-cache-data

C. Message count visibility and configuration

This can include, but is not limited to:

Example use case: Stop making any requests if my message count exceeded 200,000. Reference: The IEX cloud dashboard has really nice graphs for this, but there is no way to access the data programmatically.

D. Other.

Let us know if you have any other burning requests! (Comment below)