A Datafeed System for Financial Data.

Datafeed is an fast, extensible quotes data storage build on Python/HDF5. IMIGU (http://imigu.com) has been using Datafeed on production more than a year.

Datafeed is licensed under the Apache Licence, Version 2.0 (http://www.apache.org/licenses/LICENSE-2.0.html).

Components

• Quotes store server.
• Client to interactive with quote server(get/put).
• Datafeeds providers client, including Yahoo, Google, etc.

Python version support

Officially 2.7. Python 3 may works but not tested.

Dependencies

• NumPy: 1.5.0 or higher
• h5py: 2.0 or higher
• tornado: 2.0 or higher

Install dependent packages with pip:

pip install -r pip.txt

Optional packages

• pandas: dividend/split and more
• python-dateutil: <2.0, RSS parsing
• pycurl: url fetch
• pywin32: only needed if you want to run TongShi client

INSTALLATION

git clone git://github.com/yinhm/datafeed.git

Run

cd datafeed
cp config_example.py config.py
python server.py

Client

from datafeed.client import Client
c = Client()
c.get_report("SH000001")

TODO

• Documentation

License

Apache Public License (APL) 2.0

Thanks

• Big thanks to my company ( http://jeebo.cn ) allow me to open source Datafeed.