The Investors Exchange (IEX)

class pandas_datareader.iex.daily.IEXDailyReader(symbols=None, start=None, end=None, retry_count=3, pause=0.35, session=None, chunksize=25)

Returns DataFrame/Panel of historical stock prices from symbols, over date range, start to end. To avoid being penalized by Google Finance 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, (defaults to '1/1/2010')) – Starting date, timestamp. Parses many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’)
  • end (string, (defaults to today)) – Ending date, timestamp. Same format as starting date.
  • retry_count (int, default 3) – Number of times to retry query request.
  • pause (int, default 0) – 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
close()

Close network session

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=0.001, 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

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=0.001, 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

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=0.001, session=None)

Daily statistics from IEX for a day or month

close()

Close network session

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=0.001, session=None)

Monthly statistics from IEX

close()

Close network session

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=0.001, session=None)

Total matched volume information from IEX

close()

Close network session

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=0.001, 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

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=0.001, 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

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=0.001, 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

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=0.001, 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

params

Parameters to use in API calls

read()

Read data

service

Service endpoint

url

API URL