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Tiingo is a financial data platform making high quality financial tools available to all. Tiingo has a REST and Real-Time Data API, which this library helps you access. The API includes support for these endpoints:
If you'd like to try this library before installing, click below to open a folder of online runnable examples.
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First, install the library from PyPi:
.. code-block:: shell
pip install tiingo
If you prefer to receive your results in pandas DataFrame
or Series
format, and you do not already have pandas installed, install it as an optional dependency:
.. code-block:: shell
pip install tiingo[pandas]
Next, initialize your client. It is recommended to use an environment variable to initialize your client for convenience.
.. code-block:: python
from tiingo import TiingoClient
client = TiingoClient()
Alternately, you may use a dictionary to customize/authorize your client.
.. code-block:: python
config = {}
config['session'] = True
config['api_key'] = "MY_SECRET_API_KEY"
client = TiingoClient(config)
Now you can use TiingoClient
to make your API calls. (Other parameters are available for each endpoint beyond what is used in the below examples, inspect the docstring
for each function for details.).
.. code-block:: python
ticker_metadata = client.get_ticker_metadata("GOOGL")
ticker_price = client.get_ticker_price("GOOGL", frequency="weekly")
historical_prices = client.get_ticker_price("GOOGL", fmt='json', startDate='2017-08-01', endDate='2017-08-31', frequency='daily')
tickers = client.list_stock_tickers()
articles = client.get_news(tickers=['GOOGL', 'AAPL'], tags=['Laptops'], sources=['washingtonpost.com'], startDate='2017-01-01', endDate='2017-08-31')
definitions = client.get_fundamentals_definitions('GOOGL')
fundamentals_daily = client.get_fundamentals_daily('GOOGL', startDate='2020-01-01', endDate='2020-12-31')
fundamentals_stmnts = client.get_fundamentals_statements('GOOGL', startDate='2020-01-01', endDate='2020-12-31', asReported=True)
To receive results in pandas
format, use the get_dataframe()
method:
.. code-block:: python
ticker_history = client.get_dataframe("GOOGL")
ticker_history = client.get_dataframe("GOOGL", metric_name='adjClose')
ticker_history = client.get_dataframe(['GOOGL', 'AAPL'], frequency='weekly', metric_name='volume', startDate='2017-01-01', endDate='2018-05-31')
You can specify any of the end of day frequencies (daily, weekly, monthly, and annually) or any intraday frequency for both the get_ticker_price
and get_dataframe
methods. Weekly frequencies resample to the end of day on Friday, monthly frequencies resample to the last day of the month, and annually frequencies resample to the end of
day on 12-31 of each year. The intraday frequencies are specified using an integer followed by "Min" or "Hour", for example "30Min" or "1Hour".
.. code-block:: python
client.get_crypto_metadata(['BTCUSD'], fmt='json')
get_crypto_top_of_book()
method.crypto_price = client.get_crypto_top_of_book(['BTCUSD'])``
client.get_crypto_price_history(tickers = ['BTCUSD'], startDate='2020-12-2', endDate='2020-12-3', resampleFreq='1Hour')
.. code-block:: python
from tiingo import TiingoWebsocketClient
def cb_fn(msg):
# Example response
# msg = {
# "service":"iex" # An identifier telling you this is IEX data.
# The value returned by this will correspond to the endpoint argument.
#
# # Will always return "A" meaning new price quotes. There are also H type Heartbeat msgs used to keep the connection alive
# "messageType":"A" # A value telling you what kind of data packet this is from our IEX feed.
#
# # see https://api.tiingo.com/documentation/websockets/iex > Response for more info
# "data":[] # an array containing trade information and a timestamp
#
# }
print(msg)
subscribe = {
'eventName':'subscribe',
'authorization':'API_KEY_GOES_HERE',
#see https://api.tiingo.com/documentation/websockets/iex > Request for more info
'eventData': {
'thresholdLevel':5
}
}
# any logic should be implemented in the callback function (cb_fn)
TiingoWebsocketClient(subscribe,endpoint="iex",on_msg_cb=cb_fn)
tiingo-python
Documentation: https://tiingo-python.readthedocs.io.fmt="object"
as a keyword to have your responses come back as NamedTuples
, which should have a lower memory impact than regular Python dictionaries.Feel free to file a PR that implements any of the above items.
.. _Riingo: https://github.com/business-science/riingo
This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage
project template.
.. Cookiecutter: https://github.com/audreyr/cookiecutter
.. audreyr/cookiecutter-pypackage
: https://github.com/audreyr/cookiecutter-pypackage