The Investors Exchange (IEX)¶
-
class
pandas_datareader.iex.daily.
IEXDailyReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None, chunksize=25, api_key=None)¶ Returns DataFrame of historical stock prices from symbols, over date range, start to end. To avoid being penalized by IEX servers, pauses between downloading ‘chunks’ of symbols can be specified.
- Parameters
symbols (string, array-like object (list, tuple, Series), or DataFrame) – Single stock symbol (ticker), array-like object of symbols or DataFrame with index containing stock symbols.
start (string, int, date, datetime, Timestamp) – Starting date. Parses many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’). Defaults to 15 years before current date
end (string, int, date, datetime, Timestamp) – Ending date
retry_count (int, default 3) – Number of times to retry query request.
pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.
chunksize (int, default 25) – Number of symbols to download consecutively before intiating pause.
session (Session, default None) – requests.sessions.Session instance to be used
api_key (str) – IEX Cloud Secret Token
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
endpoint
¶ API endpoint
-
params
¶ Parameters to use in API calls
-
read
()¶ Read data
-
url
¶ API URL
-
class
pandas_datareader.iex.market.
MarketReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Near real-time traded volume
Notes
Market data is captured by the IEX system between approximately 7:45 a.m. and 5:15 p.m. ET.
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ Read data
-
service
¶ Service endpoint
-
url
¶ API URL
-
-
class
pandas_datareader.iex.ref.
SymbolsReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Symbols available for trading on IEX
Notes
Returns symbols IEX supports for trading. Updated daily as of 7:45 a.m. ET.
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ Read data
-
service
¶ Service endpoint
-
url
¶ API URL
-
-
class
pandas_datareader.iex.stats.
DailySummaryReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Daily statistics from IEX for a day or month
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ Unfortunately, IEX’s API can only retrieve data one day or one month at a time. Rather than specifying a date range, we will have to run the read function for each date provided.
- Returns
DataFrame
-
service
¶ Service endpoint
-
url
¶ API URL
-
-
class
pandas_datareader.iex.stats.
MonthlySummaryReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Monthly statistics from IEX
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ - Unfortunately, IEX’s API can only retrieve data one day or one month
at a time. Rather than specifying a date range, we will have to run the read function for each date provided.
- Returns
DataFrame
-
service
¶ Service endpoint
-
url
¶ API URL
-
-
class
pandas_datareader.iex.stats.
RecordsReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Total matched volume information from IEX
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ Read data
-
service
¶ Service endpoint
-
url
¶ API URL
-
-
class
pandas_datareader.iex.stats.
RecentReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Recent trading volume from IEX
Notes
Returns 6 fields for each day:
date: refers to the trading day.
volume: refers to executions received from order routed to away trading centers.
routedVolume: refers to single counted shares matched from executions on IEX.
marketShare: refers to IEX’s percentage of total US Equity market volume.
isHalfday: will be true if the trading day is a half day.
litVolume: refers to the number of lit shares traded on IEX (single-counted).
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ Read data
-
service
¶ Service endpoint
-
url
¶ API URL
-
class
pandas_datareader.iex.deep.
Deep
(symbols=None, service=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Retrieve order book data from IEX
Notes
Real-time depth of book quotations direct from IEX. Returns aggregated size of resting displayed orders at a price and side. Does not indicate the size or number of individual orders at any price level. Non-displayed orders and non-displayed portions of reserve orders are not counted.
Also provides last trade price and size information. Routed executions are not reported.
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ Read data
-
service
¶ Service endpoint
-
url
¶ API URL
-
-
class
pandas_datareader.iex.tops.
TopsReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Near-real time aggregated bid and offer positions
Notes
IEX’s aggregated best quoted bid and offer position for all securities on IEX’s displayed limit order book.
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ Read data
-
service
¶ Service endpoint
-
url
¶ API URL
-
-
class
pandas_datareader.iex.tops.
LastReader
(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None)¶ Information of executions on IEX
Notes
Last provides trade data for executions on IEX. Provides last sale price, size and time.
-
close
()¶ Close network session
-
default_start_date
¶ Default start date for reader. Defaults to 5 years before current date
-
params
¶ Parameters to use in API calls
-
read
()¶ Read data
-
service
¶ Service endpoint
-
url
¶ API URL
-