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iexfinance

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Python SDK for IEX Cloud. Architecture mirrors that of the IEX Cloud API (and its documentation).

An easy-to-use toolkit to obtain data for Stocks, ETFs, Mutual Funds, Forex/Currencies, Options, Commodities, Bonds, and Cryptocurrencies:

  • Real-time and delayed quotes
  • Historical data (daily and minutely)
  • Financial statements (Balance Sheet, Income Statement, Cash Flow)
  • End of Day Options Prices
  • Institutional and Fund ownership
  • Analyst estimates, Price targets
  • Corporate actions (Dividends, Splits)
  • Sector performance
  • Market analysis (gainers, losers, volume, etc.)
  • IEX market data & statistics (IEX supported/listed symbols, volume, etc)
  • Social Sentiment and CEO Compensation

Example

https://addisonlynch.github.io/public/img/iexexample.gif

Documentation

Stable documentation is hosted on github.io.

Development documentation is also available for the latest changes in master.

Install

From PyPI with pip (latest stable release):

$ pip3 install iexfinance

From development repository (dev version):

$ git clone https://github.com/addisonlynch/iexfinance.git
$ cd iexfinance
$ python3 setup.py install

Authentication

An IEX Cloud account is required to acecss the IEX Cloud API. Various plans are availalbe, free, paid, and pay-as-you-go.

Your IEX Cloud (secret) authentication token can be passed to any function or at the instantiation of a Stock object. The easiest way to store a token is in the IEX_TOKEN environment variable.

Passing as an Argument

The authentication token can also be passed to any function call:

from iexfinance.refdata import get_symbols

get_symbols(output_format='pandas', token="<YOUR AUTH TOKEN>")

or at the instantiation of a Stock object:

from iexfinance.stocks import Stock

a = Stock("AAPL", token="<YOUR AUTH TOKEN>")
a.get_quote()

How This Package is Structured

iexfinance is designed to mirror the structure of the IEX Cloud API. The following IEX Cloud endpoint groups are mapped to their respective iexfinance modules:

The most commonly-used endpoints are the Stocks endpoints, which allow access to various information regarding equities, including quotes, historical prices, dividends, and much more.

The Stock object provides access to most endpoints, and can be instantiated with a symbol or list of symbols:

from iexfinance.stocks import Stock

aapl = Stock("AAPL")
aapl.get_balance_sheet()

The rest of the package is designed as a 1:1 mirror. For example, using the Alternative Data endpoint group, obtain the Social Sentiment endpoint with iexfinance.altdata.get_social_sentiment:

from iexfinance.altdata import get_social_sentiment

get_social_sentiment("AAPL")

Configuration

Selecting an API Version

iexfinance now defaults to IEX Cloud for all calls. The use of v1 as IEX_API_VERSION now calls IEX Cloud version 1 (v1).

The desired IEX API version can be specified using the IEX_API_VERSION environment variable. The following versions are currently supported:

  • v1 - default (now same as iexcloud-v1)
  • iexcloud-beta
  • iexcloud-v1
  • iexcloud-sandbox - for use with the sandbox environment (test token must be used)

Output Formatting

By default, iexfinance returns data formatted exactly as received from the IEX Endpoint. pandas DataFrame output formatting is available for most endpoints.

pandas DataFrame output formatting can be selected by setting the IEX_OUTPUT_FORMAT environment variable to pandas or by passing output_format as an argument to any function call (or at the instantiation of a Stock object).

Common Usage Examples

The iex-examples repository provides a number of detailed examples of iexfinance usage. Basic examples are also provided below.

Real-time Quotes

To obtain real-time quotes for one or more symbols, use the get_price method of the Stock object:

from iexfinance.stocks import Stock
tsla = Stock('TSLA')
tsla.get_price()

or for multiple symbols, use a list or list-like object (Tuple, Pandas Series, etc.):

batch = Stock(["TSLA", "AAPL"])
batch.get_price()

Historical Data

It's possible to obtain historical data using get_historical_data and get_historical_intraday.

Daily

To obtain daily historical price data for one or more symbols, use the get_historical_data function. This will return a daily time-series of the ticker requested over the desired date range (start and end passed as datetime.datetime objects):

from datetime import datetime
from iexfinance.stocks import get_historical_data

start = datetime(2017, 1, 1)
end = datetime(2018, 1, 1)

df = get_historical_data("TSLA", start, end)

To obtain daily closing prices only (reduces message count), set close_only=True:

df = get_historical_data("TSLA", "20190617", close_only=True)

For Pandas DataFrame output formatting, pass output_format:

df = get_historical_data("TSLA", start, end, output_format='pandas')

It's really simple to plot this data, using matplotlib:

import matplotlib.pyplot as plt

df.plot()
plt.show()

Minutely (Intraday)

To obtain historical intraday data, use get_historical_intraday as follows. Pass an optional date to specify a date within three months prior to the current day (default is current date):

from datetime import datetime
from iexfinance.stocks import get_historical_intraday

date = datetime(2018, 11, 27)

get_historical_intraday("AAPL", date)

or for a Pandas Dataframe indexed by each minute:

get_historical_intraday("AAPL", output_format='pandas')

Fundamentals

Financial Statements

Balance Sheet

from iexfinance.stocks import Stock

aapl = Stock("AAPL")
aapl.get_balance_sheet()

Income Statement

aapl.get_income_statement()

Cash Flow

aapl.get_cash_flow()

Modeling/Valuation Tools

Analyst Estimates

from iexfinance.stocks import Stock

aapl = Stock("AAPL")

aapl.get_estimates()

Price Target

aapl.get_price_target()

Social Sentiment

from iexfinance.altdata import get_social_sentiment
get_social_sentiment("AAPL")

CEO Compensation

from iexfinance.altdata import get_ceo_compensation
get_ceo_compensation("AAPL")

Fund and Institutional Ownership

from iexfinance.stocks import Stock
aapl = Stock("AAPL")

# Fund ownership
aapl.get_fund_ownership()

# Institutional ownership
aapl.get_institutional_ownership()

Reference Data

List of Symbols IEX supports for API calls

from iexfinance.refdata import get_symbols

get_symbols()

List of Symbols IEX supports for trading

from iexfinance.refdata import get_iex_symbols

get_iex_symbols()

Account Usage

Message Count

from iexfinance.account import get_usage

get_usage(quota_type='messages')

API Status

IEX Cloud API Status

from iexfinance.account import get_api_status

get_api_status()

Contact

Email: ahlshop@gmail.com

Twitter: alynchfc

License

Copyright © 2020 Addison Lynch

See LICENSE for details