INSTRUCTION
stringlengths
1
8.43k
RESPONSE
stringlengths
75
104k
Batch several data requests into one invocation
def batchDF(symbols, fields=None, range_='1m', last=10, token='', version=''): '''Batch several data requests into one invocation https://iexcloud.io/docs/api/#batch-requests Args: symbols (list); List of tickers to request fields (list); List of fields to request range_ (string);...
Optimized batch to fetch as much as possible at once
def bulkBatch(symbols, fields=None, range_='1m', last=10, token='', version=''): '''Optimized batch to fetch as much as possible at once https://iexcloud.io/docs/api/#batch-requests Args: symbols (list); List of tickers to request fields (list); List of fields to request range_ (s...
Optimized batch to fetch as much as possible at once
def bulkBatchDF(symbols, fields=None, range_='1m', last=10, token='', version=''): '''Optimized batch to fetch as much as possible at once https://iexcloud.io/docs/api/#batch-requests Args: symbols (list); List of tickers to request fields (list); List of fields to request range_ ...
internal
def _bookToDF(b): '''internal''' quote = b.get('quote', []) asks = b.get('asks', []) bids = b.get('bids', []) trades = b.get('trades', []) df1 = pd.io.json.json_normalize(quote) df1['type'] = 'quote' df2 = pd.io.json.json_normalize(asks) df2['symbol'] = quote['symbol'] df2['typ...
Book data
def bookDF(symbol, token='', version=''): '''Book data https://iextrading.com/developer/docs/#book realtime during Investors Exchange market hours Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: DataFrame...
Pulls cash flow data. Available quarterly ( 4 quarters ) or annually ( 4 years ).
def cashFlow(symbol, token='', version=''): '''Pulls cash flow data. Available quarterly (4 quarters) or annually (4 years). https://iexcloud.io/docs/api/#cash-flow Updates at 8am, 9am UTC daily Args: symbol (string); Ticker to request token (string); Access token version (str...
Pulls cash flow data. Available quarterly ( 4 quarters ) or annually ( 4 years ).
def cashFlowDF(symbol, token='', version=''): '''Pulls cash flow data. Available quarterly (4 quarters) or annually (4 years). https://iexcloud.io/docs/api/#cash-flow Updates at 8am, 9am UTC daily Args: symbol (string); Ticker to request token (string); Access token version (s...
Historical price/ volume data daily and intraday
def chart(symbol, timeframe='1m', date=None, token='', version=''): '''Historical price/volume data, daily and intraday https://iexcloud.io/docs/api/#historical-prices Data Schedule 1d: -9:30-4pm ET Mon-Fri on regular market trading days -9:30-1pm ET on early close trading days All others: ...
internal
def _chartToDF(c): '''internal''' df = pd.DataFrame(c) _toDatetime(df) _reindex(df, 'date') return df
Historical price/ volume data daily and intraday
def chartDF(symbol, timeframe='1m', date=None, token='', version=''): '''Historical price/volume data, daily and intraday https://iexcloud.io/docs/api/#historical-prices Data Schedule 1d: -9:30-4pm ET Mon-Fri on regular market trading days -9:30-1pm ET on early close trading days All others...
fetch many dates worth of minute - bars for a given symbol
def bulkMinuteBars(symbol, dates, token='', version=''): '''fetch many dates worth of minute-bars for a given symbol''' _raiseIfNotStr(symbol) dates = [_strOrDate(date) for date in dates] list_orig = dates.__class__ args = [] for date in dates: args.append((symbol, '1d', date, token, ve...
fetch many dates worth of minute - bars for a given symbol
def bulkMinuteBarsDF(symbol, dates, token='', version=''): '''fetch many dates worth of minute-bars for a given symbol''' data = bulkMinuteBars(symbol, dates, token, version) df = pd.DataFrame(data) if df.empty: return df _toDatetime(df) df.set_index(['date', 'minute'], inplace=True) ...
Returns an array of quote objects for a given collection type. Currently supported collection types are sector tag and list
def collections(tag, collectionName, token='', version=''): '''Returns an array of quote objects for a given collection type. Currently supported collection types are sector, tag, and list https://iexcloud.io/docs/api/#collections Args: tag (string); Sector, Tag, or List collectionName (...
Returns an array of quote objects for a given collection type. Currently supported collection types are sector tag and list
def collectionsDF(tag, query, token='', version=''): '''Returns an array of quote objects for a given collection type. Currently supported collection types are sector, tag, and list https://iexcloud.io/docs/api/#collections Args: tag (string); Sector, Tag, or List collectionName (string)...
Company reference data
def company(symbol, token='', version=''): '''Company reference data https://iexcloud.io/docs/api/#company Updates at 4am and 5am UTC every day Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: dict: result...
internal
def _companyToDF(c, token='', version=''): '''internal''' df = pd.io.json.json_normalize(c) _toDatetime(df) _reindex(df, 'symbol') return df
Company reference data
def companyDF(symbol, token='', version=''): '''Company reference data https://iexcloud.io/docs/api/#company Updates at 4am and 5am UTC every day Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: DataFrame:...
This returns the 15 minute delayed market quote.
def delayedQuote(symbol, token='', version=''): '''This returns the 15 minute delayed market quote. https://iexcloud.io/docs/api/#delayed-quote 15min delayed 4:30am - 8pm ET M-F when market is open Args: symbol (string); Ticker to request token (string); Access token versio...
This returns the 15 minute delayed market quote.
def delayedQuoteDF(symbol, token='', version=''): '''This returns the 15 minute delayed market quote. https://iexcloud.io/docs/api/#delayed-quote 15min delayed 4:30am - 8pm ET M-F when market is open Args: symbol (string); Ticker to request token (string); Access token vers...
Dividend history
def dividends(symbol, timeframe='ytd', token='', version=''): '''Dividend history https://iexcloud.io/docs/api/#dividends Updated at 9am UTC every day Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: dict:...
internal
def _dividendsToDF(d): '''internal''' df = pd.DataFrame(d) _toDatetime(df) _reindex(df, 'exDate') return df
Dividend history
def dividendsDF(symbol, timeframe='ytd', token='', version=''): '''Dividend history https://iexcloud.io/docs/api/#dividends Updated at 9am UTC every day Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: Dat...
Earnings data for a given company including the actual EPS consensus and fiscal period. Earnings are available quarterly ( last 4 quarters ) and annually ( last 4 years ).
def earnings(symbol, token='', version=''): '''Earnings data for a given company including the actual EPS, consensus, and fiscal period. Earnings are available quarterly (last 4 quarters) and annually (last 4 years). https://iexcloud.io/docs/api/#earnings Updates at 9am, 11am, 12pm UTC every day Args:...
internal
def _earningsToDF(e): '''internal''' if e: df = pd.io.json.json_normalize(e, 'earnings', 'symbol') _toDatetime(df) _reindex(df, 'EPSReportDate') else: df = pd.DataFrame() return df
Earnings data for a given company including the actual EPS consensus and fiscal period. Earnings are available quarterly ( last 4 quarters ) and annually ( last 4 years ).
def earningsDF(symbol, token='', version=''): '''Earnings data for a given company including the actual EPS, consensus, and fiscal period. Earnings are available quarterly (last 4 quarters) and annually (last 4 years). https://iexcloud.io/docs/api/#earnings Updates at 9am, 11am, 12pm UTC every day Arg...
Returns earnings that will be reported today as two arrays: before the open bto and after market close amc. Each array contains an object with all keys from earnings a quote object and a headline key.
def earningsTodayDF(token='', version=''): '''Returns earnings that will be reported today as two arrays: before the open bto and after market close amc. Each array contains an object with all keys from earnings, a quote object, and a headline key. https://iexcloud.io/docs/api/#earnings-today Updates a...
This returns an array of effective spread eligible volume and price improvement of a stock by market. Unlike volume - by - venue this will only return a venue if effective spread is not ‘N/ A’. Values are sorted in descending order by effectiveSpread. Lower effectiveSpread and higher priceImprovement values are general...
def spread(symbol, token='', version=''): '''This returns an array of effective spread, eligible volume, and price improvement of a stock, by market. Unlike volume-by-venue, this will only return a venue if effective spread is not ‘N/A’. Values are sorted in descending order by effectiveSpread. Lower effect...
This returns an array of effective spread eligible volume and price improvement of a stock by market. Unlike volume - by - venue this will only return a venue if effective spread is not ‘N/ A’. Values are sorted in descending order by effectiveSpread. Lower effectiveSpread and higher priceImprovement values are general...
def spreadDF(symbol, token='', version=''): '''This returns an array of effective spread, eligible volume, and price improvement of a stock, by market. Unlike volume-by-venue, this will only return a venue if effective spread is not ‘N/A’. Values are sorted in descending order by effectiveSpread. Lower effe...
Provides the latest consensus estimate for the next fiscal period
def estimates(symbol, token='', version=''): '''Provides the latest consensus estimate for the next fiscal period https://iexcloud.io/docs/api/#estimates Updates at 9am, 11am, 12pm UTC every day Args: symbol (string); Ticker to request token (string); Access token version (stri...
Provides the latest consensus estimate for the next fiscal period
def estimatesDF(symbol, token='', version=''): '''Provides the latest consensus estimate for the next fiscal period https://iexcloud.io/docs/api/#estimates Updates at 9am, 11am, 12pm UTC every day Args: symbol (string); Ticker to request token (string); Access token version (st...
Pulls income statement balance sheet and cash flow data from the four most recent reported quarters.
def financials(symbol, token='', version=''): '''Pulls income statement, balance sheet, and cash flow data from the four most recent reported quarters. https://iexcloud.io/docs/api/#financials Updates at 8am, 9am UTC daily Args: symbol (string); Ticker to request token (string); Access...
internal
def _financialsToDF(f): '''internal''' if f: df = pd.io.json.json_normalize(f, 'financials', 'symbol') _toDatetime(df) _reindex(df, 'reportDate') else: df = pd.DataFrame() return df
Pulls income statement balance sheet and cash flow data from the four most recent reported quarters.
def financialsDF(symbol, token='', version=''): '''Pulls income statement, balance sheet, and cash flow data from the four most recent reported quarters. https://iexcloud.io/docs/api/#financials Updates at 8am, 9am UTC daily Args: symbol (string); Ticker to request token (string); Acce...
Pulls income statement data. Available quarterly ( 4 quarters ) or annually ( 4 years ).
def incomeStatement(symbol, token='', version=''): '''Pulls income statement data. Available quarterly (4 quarters) or annually (4 years). https://iexcloud.io/docs/api/#income-statement Updates at 8am, 9am UTC daily Args: symbol (string); Ticker to request token (string); Access token ...
Pulls income statement data. Available quarterly ( 4 quarters ) or annually ( 4 years ).
def incomeStatementDF(symbol, token='', version=''): '''Pulls income statement data. Available quarterly (4 quarters) or annually (4 years). https://iexcloud.io/docs/api/#income-statement Updates at 8am, 9am UTC daily Args: symbol (string); Ticker to request token (string); Access toke...
This returns a list of upcoming or today IPOs scheduled for the current and next month. The response is split into two structures: rawData and viewData. rawData represents all available data for an IPO. viewData represents data structured for display to a user.
def ipoTodayDF(token='', version=''): '''This returns a list of upcoming or today IPOs scheduled for the current and next month. The response is split into two structures: rawData and viewData. rawData represents all available data for an IPO. viewData represents data structured for display to a user. http...
This returns a list of upcoming or today IPOs scheduled for the current and next month. The response is split into two structures: rawData and viewData. rawData represents all available data for an IPO. viewData represents data structured for display to a user.
def ipoUpcomingDF(token='', version=''): '''This returns a list of upcoming or today IPOs scheduled for the current and next month. The response is split into two structures: rawData and viewData. rawData represents all available data for an IPO. viewData represents data structured for display to a user. h...
Key Stats about company
def keyStats(symbol, token='', version=''): '''Key Stats about company https://iexcloud.io/docs/api/#key-stats 8am, 9am ET Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: dict: result ''' _raiseIf...
internal
def _statsToDF(s): '''internal''' if s: df = pd.io.json.json_normalize(s) _toDatetime(df) _reindex(df, 'symbol') else: df = pd.DataFrame() return df
Key Stats about company
def keyStatsDF(symbol, token='', version=''): '''Key Stats about company https://iexcloud.io/docs/api/#key-stats 8am, 9am ET Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: DataFrame: result ''' s...
This returns 15 minute delayed last sale eligible trades.
def largestTrades(symbol, token='', version=''): '''This returns 15 minute delayed, last sale eligible trades. https://iexcloud.io/docs/api/#largest-trades 9:30-4pm ET M-F during regular market hours Args: symbol (string); Ticker to request token (string); Access token version ...
This returns 15 minute delayed last sale eligible trades.
def largestTradesDF(symbol, token='', version=''): '''This returns 15 minute delayed, last sale eligible trades. https://iexcloud.io/docs/api/#largest-trades 9:30-4pm ET M-F during regular market hours Args: symbol (string); Ticker to request token (string); Access token versio...
Returns an array of quotes for the top 10 symbols in a specified list.
def list(option='mostactive', token='', version=''): '''Returns an array of quotes for the top 10 symbols in a specified list. https://iexcloud.io/docs/api/#list Updated intraday Args: option (string); Option to query token (string); Access token version (string); API version ...
Returns an array of quotes for the top 10 symbols in a specified list.
def listDF(option='mostactive', token='', version=''): '''Returns an array of quotes for the top 10 symbols in a specified list. https://iexcloud.io/docs/api/#list Updated intraday Args: option (string); Option to query token (string); Access token version (string); API versio...
This is a helper function but the google APIs url is standardized.
def logo(symbol, token='', version=''): '''This is a helper function, but the google APIs url is standardized. https://iexcloud.io/docs/api/#logo 8am UTC daily Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: ...
This is a helper function but the google APIs url is standardized.
def logoPNG(symbol, token='', version=''): '''This is a helper function, but the google APIs url is standardized. https://iexcloud.io/docs/api/#logo 8am UTC daily Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: ...
This is a helper function but the google APIs url is standardized.
def logoNotebook(symbol, token='', version=''): '''This is a helper function, but the google APIs url is standardized. https://iexcloud.io/docs/api/#logo 8am UTC daily Args: symbol (string); Ticker to request token (string); Access token version (string); API version Retur...
News about company
def news(symbol, count=10, token='', version=''): '''News about company https://iexcloud.io/docs/api/#news Continuous Args: symbol (string); Ticker to request count (int): limit number of results token (string); Access token version (string); API version Returns: ...
internal
def _newsToDF(n): '''internal''' df = pd.DataFrame(n) _toDatetime(df) _reindex(df, 'datetime') return df
News about company
def newsDF(symbol, count=10, token='', version=''): '''News about company https://iexcloud.io/docs/api/#news Continuous Args: symbol (string); Ticker to request count (int): limit number of results token (string); Access token version (string); API version Returns:...
News about market
def marketNewsDF(count=10, token='', version=''): '''News about market https://iexcloud.io/docs/api/#news Continuous Args: count (int): limit number of results token (string); Access token version (string); API version Returns: DataFrame: result ''' df = pd...
Returns the official open and close for a give symbol.
def ohlc(symbol, token='', version=''): '''Returns the official open and close for a give symbol. https://iexcloud.io/docs/api/#news 9:30am-5pm ET Mon-Fri Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: d...
Returns the official open and close for a give symbol.
def ohlcDF(symbol, token='', version=''): '''Returns the official open and close for a give symbol. https://iexcloud.io/docs/api/#news 9:30am-5pm ET Mon-Fri Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: ...
Returns the official open and close for whole market.
def marketOhlcDF(token='', version=''): '''Returns the official open and close for whole market. https://iexcloud.io/docs/api/#news 9:30am-5pm ET Mon-Fri Args: token (string); Access token version (string); API version Returns: DataFrame: result ''' x = marketOhlc(...
Peers of ticker
def peers(symbol, token='', version=''): '''Peers of ticker https://iexcloud.io/docs/api/#peers 8am UTC daily Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: dict: result ''' _raiseIfNotStr(symbol...
internal
def _peersToDF(p): '''internal''' df = pd.DataFrame(p, columns=['symbol']) _toDatetime(df) _reindex(df, 'symbol') df['peer'] = df.index return df
Peers of ticker
def peersDF(symbol, token='', version=''): '''Peers of ticker https://iexcloud.io/docs/api/#peers 8am UTC daily Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: DataFrame: result ''' p = peers(symb...
This returns previous day adjusted price data for one or more stocks
def yesterday(symbol, token='', version=''): '''This returns previous day adjusted price data for one or more stocks https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat Args: symbol (string); Ticker to request token (string); Access token version (s...
This returns previous day adjusted price data for one or more stocks
def yesterdayDF(symbol, token='', version=''): '''This returns previous day adjusted price data for one or more stocks https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat Args: symbol (string); Ticker to request token (string); Access token version ...
This returns previous day adjusted price data for whole market
def marketYesterdayDF(token='', version=''): '''This returns previous day adjusted price data for whole market https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat Args: symbol (string); Ticker to request token (string); Access token version (string)...
Price of ticker
def price(symbol, token='', version=''): '''Price of ticker https://iexcloud.io/docs/api/#price 4:30am-8pm ET Mon-Fri Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: dict: result ''' _raiseIfNotSt...
Price of ticker
def priceDF(symbol, token='', version=''): '''Price of ticker https://iexcloud.io/docs/api/#price 4:30am-8pm ET Mon-Fri Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: DataFrame: result ''' df = p...
Provides the latest avg high and low analyst price target for a symbol.
def priceTarget(symbol, token='', version=''): '''Provides the latest avg, high, and low analyst price target for a symbol. https://iexcloud.io/docs/api/#price-target Updates at 10am, 11am, 12pm UTC every day Args: symbol (string); Ticker to request token (string); Access token ...
Provides the latest avg high and low analyst price target for a symbol.
def priceTargetDF(symbol, token='', version=''): '''Provides the latest avg, high, and low analyst price target for a symbol. https://iexcloud.io/docs/api/#price-target Updates at 10am, 11am, 12pm UTC every day Args: symbol (string); Ticker to request token (string); Access token ...
Get quote for ticker
def quote(symbol, token='', version=''): '''Get quote for ticker https://iexcloud.io/docs/api/#quote 4:30am-8pm ET Mon-Fri Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: dict: result ''' _raiseI...
Get quote for ticker
def quoteDF(symbol, token='', version=''): '''Get quote for ticker https://iexcloud.io/docs/api/#quote 4:30am-8pm ET Mon-Fri Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: DataFrame: result ''' ...
Same as peers
def relevant(symbol, token='', version=''): '''Same as peers https://iexcloud.io/docs/api/#relevant Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: dict: result ''' _raiseIfNotStr(symbol) return _g...
Same as peers
def relevantDF(symbol, token='', version=''): '''Same as peers https://iexcloud.io/docs/api/#relevant Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: DataFrame: result ''' df = pd.DataFrame(relevant(sy...
This returns an array of each sector and performance for the current trading day. Performance is based on each sector ETF.
def sectorPerformanceDF(token='', version=''): '''This returns an array of each sector and performance for the current trading day. Performance is based on each sector ETF. https://iexcloud.io/docs/api/#sector-performance 8am-5pm ET Mon-Fri Args: token (string); Access token version (s...
internal
def _splitsToDF(s): '''internal''' df = pd.DataFrame(s) _toDatetime(df) _reindex(df, 'exDate') return df
Stock split history
def splitsDF(symbol, timeframe='ytd', token='', version=''): '''Stock split history https://iexcloud.io/docs/api/#splits Updated at 9am UTC every day Args: symbol (string); Ticker to request token (string); Access token version (string); API version Returns: DataFr...
This returns 15 minute delayed and 30 day average consolidated volume percentage of a stock by market. This call will always return 13 values and will be sorted in ascending order by current day trading volume percentage.
def volumeByVenue(symbol, token='', version=''): '''This returns 15 minute delayed and 30 day average consolidated volume percentage of a stock, by market. This call will always return 13 values, and will be sorted in ascending order by current day trading volume percentage. https://iexcloud.io/docs/api/#v...
This returns 15 minute delayed and 30 day average consolidated volume percentage of a stock by market. This call will always return 13 values and will be sorted in ascending order by current day trading volume percentage.
def volumeByVenueDF(symbol, token='', version=''): '''This returns 15 minute delayed and 30 day average consolidated volume percentage of a stock, by market. This call will always return 13 values, and will be sorted in ascending order by current day trading volume percentage. https://iexcloud.io/docs/api/...
The following are IEX - listed securities that have an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency totaling 10 000 shares or more and equal to at least 0. 5% of the issuer’s total shares outstanding ( i. e. “threshold securities” ). The report data will be pub...
def threshold(date=None, token='', version=''): '''The following are IEX-listed securities that have an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency, totaling 10,000 shares or more and equal to at least 0.5% of the issuer’s total shares outstanding (i.e., “...
The following are IEX - listed securities that have an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency totaling 10 000 shares or more and equal to at least 0. 5% of the issuer’s total shares outstanding ( i. e. “threshold securities” ). The report data will be pub...
def thresholdDF(date=None, token='', version=''): '''The following are IEX-listed securities that have an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency, totaling 10,000 shares or more and equal to at least 0.5% of the issuer’s total shares outstanding (i.e.,...
The consolidated market short interest positions in all IEX - listed securities are included in the IEX Short Interest Report.
def shortInterest(symbol, date=None, token='', version=''): '''The consolidated market short interest positions in all IEX-listed securities are included in the IEX Short Interest Report. The report data will be published daily at 4:00pm ET. https://iexcloud.io/docs/api/#listed-short-interest-list-in-dev ...
The consolidated market short interest positions in all IEX - listed securities are included in the IEX Short Interest Report.
def shortInterestDF(symbol, date=None, token='', version=''): '''The consolidated market short interest positions in all IEX-listed securities are included in the IEX Short Interest Report. The report data will be published daily at 4:00pm ET. https://iexcloud.io/docs/api/#listed-short-interest-list-in-de...
The consolidated market short interest positions in all IEX - listed securities are included in the IEX Short Interest Report.
def marketShortInterest(date=None, token='', version=''): '''The consolidated market short interest positions in all IEX-listed securities are included in the IEX Short Interest Report. The report data will be published daily at 4:00pm ET. https://iexcloud.io/docs/api/#listed-short-interest-list-in-dev ...
The consolidated market short interest positions in all IEX - listed securities are included in the IEX Short Interest Report.
def marketShortInterestDF(date=None, token='', version=''): '''The consolidated market short interest positions in all IEX-listed securities are included in the IEX Short Interest Report. The report data will be published daily at 4:00pm ET. https://iexcloud.io/docs/api/#listed-short-interest-list-in-dev ...
TOPS provides IEX’s aggregated best quoted bid and offer position in near real time for all securities on IEX’s displayed limit order book. TOPS is ideal for developers needing both quote and trade data.
def topsSSE(symbols=None, on_data=None, token='', version=''): '''TOPS provides IEX’s aggregated best quoted bid and offer position in near real time for all securities on IEX’s displayed limit order book. TOPS is ideal for developers needing both quote and trade data. https://iexcloud.io/docs/api/#tops ...
Last provides trade data for executions on IEX. It is a near real time intraday API that provides IEX last sale price size and time. Last is ideal for developers that need a lightweight stock quote.
def lastSSE(symbols=None, on_data=None, token='', version=''): '''Last provides trade data for executions on IEX. It is a near real time, intraday API that provides IEX last sale price, size and time. Last is ideal for developers that need a lightweight stock quote. https://iexcloud.io/docs/api/#last ...
DEEP is used to receive real - time depth of book quotations direct from IEX. The depth of book quotations received via DEEP provide an aggregated size of resting displayed orders at a price and side and do not indicate the size or number of individual orders at any price level. Non - displayed orders and non - display...
def deepSSE(symbols=None, channels=None, on_data=None, token='', version=''): '''DEEP is used to receive real-time depth of book quotations direct from IEX. The depth of book quotations received via DEEP provide an aggregated size of resting displayed orders at a price and side, and do not indicate the size...
Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. DEEP sends a Trade report message for every individual fill.
def tradesSSE(symbols=None, on_data=None, token='', version=''): '''Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. DEEP sends a Trade report message for every individual fill. https://iexcloud.io/docs/api/#deep-trades Args: symbols (string); Tic...
DEEP broadcasts an Auction Information Message every one second between the Lock - in Time and the auction match for Opening and Closing Auctions and during the Display Only Period for IPO Halt and Volatility Auctions. Only IEX listed securities are eligible for IEX Auctions.
def auctionSSE(symbols=None, on_data=None, token='', version=''): '''DEEP broadcasts an Auction Information Message every one second between the Lock-in Time and the auction match for Opening and Closing Auctions, and during the Display Only Period for IPO, Halt, and Volatility Auctions. Only IEX listed securit...
Book shows IEX’s bids and asks for given symbols.
def bookSSE(symbols=None, on_data=None, token='', version=''): '''Book shows IEX’s bids and asks for given symbols. https://iexcloud.io/docs/api/#deep-book Args: symbols (string); Tickers to request on_data (function): Callback on data token (string); Access token version (...
The Exchange may suspend trading of one or more securities on IEX for operational reasons and indicates such operational halt using the Operational halt status message.
def opHaltStatusSSE(symbols=None, on_data=None, token='', version=''): '''The Exchange may suspend trading of one or more securities on IEX for operational reasons and indicates such operational halt using the Operational halt status message. IEX disseminates a full pre-market spin of Operational halt status m...
The Official Price message is used to disseminate the IEX Official Opening and Closing Prices.
def officialPriceSSE(symbols=None, on_data=None, token='', version=''): '''The Official Price message is used to disseminate the IEX Official Opening and Closing Prices. These messages will be provided only for IEX Listed Securities. https://iexcloud.io/docs/api/#deep-official-price Args: sym...
The Security event message is used to indicate events that apply to a security. A Security event message will be sent whenever such event occurs
def securityEventSSE(symbols=None, on_data=None, token='', version=''): '''The Security event message is used to indicate events that apply to a security. A Security event message will be sent whenever such event occurs https://iexcloud.io/docs/api/#deep-security-event Args: symbols (string); Tick...
In association with Rule 201 of Regulation SHO the Short Sale Price Test Message is used to indicate when a short sale price test restriction is in effect for a security.
def ssrStatusSSE(symbols=None, on_data=None, token='', version=''): '''In association with Rule 201 of Regulation SHO, the Short Sale Price Test Message is used to indicate when a short sale price test restriction is in effect for a security. IEX disseminates a full pre-market spin of Short sale price test sta...
The System event message is used to indicate events that apply to the market or the data feed.
def systemEventSSE(symbols=None, on_data=None, token='', version=''): '''The System event message is used to indicate events that apply to the market or the data feed. There will be a single message disseminated per channel for each System Event type within a given trading session. https://iexcloud.io/doc...
Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. DEEP sends a Trade report message for every individual fill.
def tradeBreaksSSE(symbols=None, on_data=None, token='', version=''): '''Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. DEEP sends a Trade report message for every individual fill. https://iexcloud.io/docs/api/#deep-trades Args: symbols (string)...
The Trading status message is used to indicate the current trading status of a security. For IEX - listed securities IEX acts as the primary market and has the authority to institute a trading halt or trading pause in a security due to news dissemination or regulatory reasons. For non - IEX - listed securities IEX abid...
def tradingStatusSSE(symbols=None, on_data=None, token='', version=''): '''The Trading status message is used to indicate the current trading status of a security. For IEX-listed securities, IEX acts as the primary market and has the authority to institute a trading halt or trading pause in a security due to news ...
This will return an array of quotes for all Cryptocurrencies supported by the IEX API. Each element is a standard quote object with four additional keys.
def cryptoDF(token='', version=''): '''This will return an array of quotes for all Cryptocurrencies supported by the IEX API. Each element is a standard quote object with four additional keys. https://iexcloud.io/docs/api/#crypto Args: token (string); Access token version (string); API ver...
This endpoint provides social sentiment data from StockTwits. Data can be viewed as a daily value or by minute for a given date.
def sentiment(symbol, type='daily', date=None, token='', version=''): '''This endpoint provides social sentiment data from StockTwits. Data can be viewed as a daily value, or by minute for a given date. https://iexcloud.io/docs/api/#social-sentiment Continuous Args: symbol (string); Ticker to ...
This endpoint provides social sentiment data from StockTwits. Data can be viewed as a daily value or by minute for a given date.
def sentimentDF(symbol, type='daily', date=None, token='', version=''): '''This endpoint provides social sentiment data from StockTwits. Data can be viewed as a daily value, or by minute for a given date. https://iexcloud.io/docs/api/#social-sentiment Continuous Args: symbol (string); Ticker t...
https:// iexcloud. io/ docs/ api/ #stats - intraday
def statsDF(token='', version=''): '''https://iexcloud.io/docs/api/#stats-intraday Args: token (string); Access token version (string); API version Returns: DataFrame: result ''' df = pd.DataFrame(stats(token, version)) _toDatetime(df) return df
https:// iexcloud. io/ docs/ api/ #stats - recent
def recentDF(token='', version=''): '''https://iexcloud.io/docs/api/#stats-recent Args: token (string); Access token version (string); API version Returns: DataFrame: result ''' df = pd.DataFrame(recent(token, version)) _toDatetime(df) _reindex(df, 'date') retur...
https:// iexcloud. io/ docs/ api/ #stats - records
def recordsDF(token='', version=''): '''https://iexcloud.io/docs/api/#stats-records Args: token (string); Access token version (string); API version Returns: DataFrame: result ''' df = pd.DataFrame(records(token, version)) _toDatetime(df) return df
https:// iexcloud. io/ docs/ api/ #stats - historical - summary
def summary(date=None, token='', version=''): '''https://iexcloud.io/docs/api/#stats-historical-summary Args: token (string); Access token version (string); API version Returns: dict: result ''' if date: if isinstance(date, str): return _getJson('stats/h...
https:// iexcloud. io/ docs/ api/ #stats - historical - summary
def summaryDF(date=None, token='', version=''): '''https://iexcloud.io/docs/api/#stats-historical-summary Args: token (string); Access token version (string); API version Returns: DataFrame: result ''' df = pd.DataFrame(summary(date, token, version)) _toDatetime(df) ...