This is a python SDK for accessing data with the MarketData APIs (available at https://www.marketdata.app). To use the SDK, you will need to register and generate authentication token with the MarketData.
Use the package manager pip to install
pip install market-data-apiImport the necessary packages
from market_data_api.MarketDataAPI import MarketDataAPI, Stock, Index
import pandas as pd
from datetime import datetimeOnce you set up authentication token, you can use the token for accessing the data
auth_token = <<YOUR AUTHENTICAION TOKEN>>
api_object = MarketDataAPI(auth_token=auth_token)Suppose you'd like to know the market status on a particular date:
ason_date = datetime(year=2023, month=8, day=25).date()
market_status = api_object.get_market_status(ason_date=ason_date)
print(market_status)Output:
date status
0 2023-08-25 openYou can get the market status for a range of dates
from_date = datetime(year=2023, month=8, day=1)
to_date = datetime(year=2023, month=8, day=31)
market_status = api_object.get_market_status(from_date=from_date, to_date=to_date)
print(market_status)Output:
date status
date status
0 2023-08-01 open
1 2023-08-02 open
2 2023-08-03 open
3 2023-08-04 open
4 2023-08-05 closed
.. ... ...
26 2023-08-27 closed
27 2023-08-28 open
28 2023-08-29 open
29 2023-08-30 open
30 2023-08-31 openSay you'd want to get the candles for an DJI index:
dji_index = Index(symbol='DJI', auth_token=auth_token)
dji_candle_data = dji_index.get_candles(resolution='D', from_date=from_date, to_date=to_date)
print(dji_candle_data)Output:
symbol date close high low open volume
0 DJI 2023-08-01 35630.68 35679.13 35526.61 35585.99 NaN
1 DJI 2023-08-02 35282.52 35551.92 35226.26 35551.92 NaN
2 DJI 2023-08-03 35215.89 35348.20 35122.32 35194.56 NaN
3 DJI 2023-08-04 35065.62 35506.88 35033.76 35230.13 NaN
4 DJI 2023-08-07 35473.13 35497.38 35125.60 35125.60 NaN
.. ... ... ... ... ... ... ...
18 DJI 2023-08-25 34346.90 34441.91 34029.22 34217.06 NaN
19 DJI 2023-08-28 34559.98 34652.91 34441.64 34441.64 NaN
20 DJI 2023-08-29 34852.67 34864.42 34531.12 34531.12 NaN
21 DJI 2023-08-30 34890.24 35025.57 34811.74 34847.80 NaN
22 DJI 2023-08-31 34721.91 35070.21 34719.77 34909.09 NaNOr, Apple stock...
aapl_stock = Stock(symbol='AAPL', auth_token=auth_token)
candle_data = aapl_stock.get_candles(resolution='D', from_date=from_date, to_date=to_date)
print(candle_data)Output:
symbol date close high low open volume
0 AAPL 2023-08-01 195.605 196.7300 195.2800 196.235 35281426
1 AAPL 2023-08-02 192.580 195.1800 191.8507 195.040 50389327
2 AAPL 2023-08-03 191.170 192.3700 190.6900 191.570 62243282
3 AAPL 2023-08-04 181.990 187.3800 181.9200 185.520 115956841
4 AAPL 2023-08-07 178.850 183.1300 177.3500 182.130 97576069
.. ... ... ... ... ... ... ...
18 AAPL 2023-08-25 178.610 179.1500 175.8200 177.380 51449594
19 AAPL 2023-08-28 180.190 180.5900 178.5450 180.090 43820697
20 AAPL 2023-08-29 184.120 184.9000 179.5000 179.695 53003948
21 AAPL 2023-08-30 187.650 187.8500 184.7400 184.940 60813888
22 AAPL 2023-08-31 187.870 189.1200 187.4800 187.840 60794467You can also get the quote for Apple
aapl_quote = aapl_stock.get_quote()
print(aapl_quote)Output:
updated symbol bid bid_size mid ask ask_size last volume
0 2023-11-02 08:08:10 -04:00 AAPL 175.69 1 175.72 175.75 3 175.75 0Or DJI
dji_quote = dji_index.get_quote()
print(dji_quote)Output:
updated symbol last
0 2023-11-01 17:02:47 -04:00 DJI 33274.58You want the option chain for the current month for Apple
option_chain = aapl_stock.get_option_chain()
print(option_chain)Output:
updated option_symbol underlying expiry_date option_type strike_price \
0 2023-11-01 16:00:00 -04:00 AAPL231117C00050000 AAPL 2023-11-17 16:00:00 -05:00 call 50.0
1 2023-11-01 16:00:00 -04:00 AAPL231117C00055000 AAPL 2023-11-17 16:00:00 -05:00 call 55.0
2 2023-11-01 16:00:00 -04:00 AAPL231117C00060000 AAPL 2023-11-17 16:00:00 -05:00 call 60.0
3 2023-11-01 16:00:00 -04:00 AAPL231117C00065000 AAPL 2023-11-17 16:00:00 -05:00 call 65.0
4 2023-11-01 16:00:00 -04:00 AAPL231117C00070000 AAPL 2023-11-17 16:00:00 -05:00 call 70.0
.. ... ... ... ... ... ...
197 2023-11-01 16:00:00 -04:00 AAPL231117P00275000 AAPL 2023-11-17 16:00:00 -05:00 put 275.0
198 2023-11-01 16:00:00 -04:00 AAPL231117P00280000 AAPL 2023-11-17 16:00:00 -05:00 put 280.0
199 2023-11-01 16:00:00 -04:00 AAPL231117P00285000 AAPL 2023-11-17 16:00:00 -05:00 put 285.0
200 2023-11-01 16:00:00 -04:00 AAPL231117P00290000 AAPL 2023-11-17 16:00:00 -05:00 put 290.0
201 2023-11-01 16:00:00 -04:00 AAPL231117P00300000 AAPL 2023-11-17 16:00:00 -05:00 put 300.0
first_traded_date dte bid bid_size mid ask ask_size last_price open_interest volume \
0 2023-03-14 09:30:00 -04:00 15 123.75 0 124.00 124.25 0 116.44 118 0
1 2023-03-14 09:30:00 -04:00 15 118.80 0 119.05 119.30 0 117.55 82 0
2 2023-03-14 09:30:00 -04:00 15 113.80 0 114.05 114.30 0 106.10 32 0
3 2023-03-14 09:30:00 -04:00 15 108.80 0 109.05 109.30 0 107.05 67 0
4 2023-03-14 09:30:00 -04:00 15 103.80 0 104.05 104.30 0 102.10 69 0
.. ... ... ... ... ... ... ... ... ... ...
197 2023-03-14 09:30:00 -04:00 15 100.90 0 101.08 101.25 0 NaN 0 0
198 2023-03-14 09:30:00 -04:00 15 105.80 0 106.05 106.30 0 NaN 0 0
199 2023-03-14 09:30:00 -04:00 15 110.90 0 111.08 111.25 0 NaN 0 0
200 2023-03-14 09:30:00 -04:00 15 115.80 0 116.00 116.20 0 115.63 0 0
201 2023-03-14 09:30:00 -04:00 15 125.80 0 126.05 126.30 0 126.70 0 0
in_the_money intrinsic_value extrnisic_value underlying_price iv delta gamma theta vega rho
0 True 123.97 None 173.97 2.858 1.0 -0.0 0.0 0.0 0.0
1 True 118.97 None 173.97 2.581 1.0 -0.0 0.0 0.0 0.0
2 True 113.97 None 173.97 2.497 1.0 -0.0 0.0 0.0 0.0
3 True 108.97 None 173.97 2.315 1.0 -0.0 0.0 0.0 0.0
4 True 103.97 None 173.97 2.148 1.0 -0.0 0.0 0.0 0.0
.. ... ... ... ... ... ... ... ... ... ...
197 True 101.03 None 173.97 1.055 -1.0 0.0 -0.0 0.0 0.0
198 True 106.03 None 173.97 1.166 -1.0 0.0 -0.0 0.0 0.0
199 True 111.03 None 173.97 1.202 -1.0 0.0 -0.0 0.0 0.0
200 True 116.03 None 173.97 1.122 -1.0 0.0 -0.0 0.0 0.0
201 True 126.03 None 173.97 1.257 -1.0 0.0 0.0 0.0 0.0