All Projects → schardtbc → Iexcloud_api_wrapper

schardtbc / Iexcloud_api_wrapper

Licence: mit
iexcloud api wrapper written in typescript (asynchronous interface)

Programming Languages

typescript
32286 projects

Projects that are alternatives of or similar to Iexcloud api wrapper

Research
Notebooks based on financial machine learning.
Stars: ✭ 714 (+792.5%)
Mutual labels:  trading, algorithmic-trading
Vectorbt
Ultimate Python library for time series analysis and backtesting at scale
Stars: ✭ 855 (+968.75%)
Mutual labels:  trading, algorithmic-trading
Sgx Full Orderbook Tick Data Trading Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Stars: ✭ 733 (+816.25%)
Mutual labels:  trading, algorithmic-trading
Introneuralnetworks
Introducing neural networks to predict stock prices
Stars: ✭ 486 (+507.5%)
Mutual labels:  trading, algorithmic-trading
Jesse
An advanced crypto trading bot written in Python
Stars: ✭ 1,038 (+1197.5%)
Mutual labels:  trading, algorithmic-trading
Python Poloniex
Poloniex API wrapper for Python 2.7 & 3
Stars: ✭ 557 (+596.25%)
Mutual labels:  api-wrapper, trading
Finta
Common financial technical indicators implemented in Pandas.
Stars: ✭ 901 (+1026.25%)
Mutual labels:  trading, algorithmic-trading
Alpha vantage
A python wrapper for Alpha Vantage API for financial data.
Stars: ✭ 3,553 (+4341.25%)
Mutual labels:  api-wrapper, financial-data
Gtrader
a trading strategy trainer, back-tester and bot
Stars: ✭ 71 (-11.25%)
Mutual labels:  trading, algorithmic-trading
Abu
阿布量化交易系统(股票,期权,期货,比特币,机器学习) 基于python的开源量化交易,量化投资架构
Stars: ✭ 8,589 (+10636.25%)
Mutual labels:  trading, algorithmic-trading
Algotrader
Simple algorithmic stock and option trading for Node.js.
Stars: ✭ 468 (+485%)
Mutual labels:  trading, algorithmic-trading
Algobot
A C++ stock market algorithmic trading bot
Stars: ✭ 78 (-2.5%)
Mutual labels:  algorithmic-trading, financial-data
Quantdom
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
Stars: ✭ 449 (+461.25%)
Mutual labels:  trading, algorithmic-trading
Tda Api
A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.
Stars: ✭ 608 (+660%)
Mutual labels:  trading, financial-data
Optopsy
A nimble options backtesting library for Python
Stars: ✭ 373 (+366.25%)
Mutual labels:  trading, algorithmic-trading
Machinelearningstocks
Using python and scikit-learn to make stock predictions
Stars: ✭ 897 (+1021.25%)
Mutual labels:  trading, algorithmic-trading
Fx 1 Minute Data
HISTDATA - Full Dataset composed of 68 FX trading pairs / Simple API to retrieve 1 Minute data Historical FX Prices (up to June 2019).
Stars: ✭ 278 (+247.5%)
Mutual labels:  trading, financial-data
51bitquant
51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading
Stars: ✭ 284 (+255%)
Mutual labels:  trading, algorithmic-trading
Sibyl
Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
Stars: ✭ 32 (-60%)
Mutual labels:  trading, algorithmic-trading
Backtesting.py
🔎 📈 🐍 💰 Backtest trading strategies in Python.
Stars: ✭ 1,124 (+1305%)
Mutual labels:  trading, algorithmic-trading

iexcloud_api_wrapper

CircleCI tested with jest

A Typescript wrapper for the new iexcloud market data API from IEX Group Inc. All data is returned as Promises for asynchronous data requests.

A complementary R package is also availiable.

Usage

  • See USAGE.md file for complete interface definition and call signitures

Use the npm cli to install as a dependancy into your project

npm install --save git+https://[email protected]/schardtbc/iexcloud_api_wrapper

// OR

npm i iexcloud_api_wrapper

then in your .env file add the following keys

IEXCLOUD_API_VERSION = "stable"
IEXCLOUD_PUBLIC_KEY = "pk_..."
IEXCLOUD_SECRET_KEY = "sk_..."

# use the pk and sk obtained from your iexcloud account
# make sure the .env file is in your .gitignore file
# do not hard code the keys into your application code
# do not upload the keys to github.
# you can easily change the keys if they become compromised

To test that everything installed correctly and the .env file is properly setup you can use the following or similar code

// reminder: this is an async interface ...it's promises all the way down

const  iex = require( 'iexcloud_api_wrapper' )

const quote = async (sym) => {
    const quoteData = await iex.quote(sym);
    // do something with returned quote data
    console.log(quoteData)
};

quote("WDC");

//  Quote {
//   symbol: 'WDC',
//   companyName: 'Western Digital Corporation',
//   calculationPrice: 'tops',
//   open: 47.56,
//   openTime: 1550154600850,
//   close: 47.69,
//   closeTime: 1550091600563,
//   high: 48.75,
//   low: 47.43,
//   latestPrice: 47.89,
//   latestSource: 'IEX real time price',
//   latestTime: '11:53:07 AM',
//   latestUpdate: 1550163187646,
//   latestVolume: 2660380,
//   iexRealtimePrice: 47.89,
//   iexRealtimeSize: 1,
//   iexLastUpdated: 1550163187646,
//   delayedPrice: 47.925,
//   delayedPriceTime: 1550162368700,
//   extendedPrice: 47.56,
//   extendedChange: -0.33,
//   extendedChangePercent: -0.00689,
//   extendedPriceTime: 1550189098346,
//   previousClose: 47.69,
//   change: 0.2,
//   changePercent: 0.00419,
//   iexMarketPercent: 0.03971124425833904,
//   iexVolume: 105647,
//   avgTotalVolume: 8340178,
//   iexBidPrice: 47.8,
//   iexBidSize: 100,
//   iexAskPrice: 47.89,
//   iexAskSize: 100,
//   marketCap: 13928854390,
//   week52High: 106.96,
//   week52Low: 33.83,
//   ytdChange: 0.25066151071615267 }

About iexcloud

iexcloud is a product of IEX Group Inc. which operates the Investors Exchange IEX, a stock exhange for US equities which trades > 9B notational value on a daily basis.

Using iexcloud requires registration to obtain a unique api key which is used for all data requests.

A majority of the endpoints are charged a usage free which varies by the source and type of data returned. All IEX Group sourced data is free.

Each endpoint is assigned a cost in terms of message units.

Plan Monthly Message Unit Allotment Monthy Fee
Free 500,000 Free
Launch 5,000,000 $9
Grow 100,000,000 $59($49 paid annually)
Scale 2,000,000,000 $ 499

see https://iexcloud.io/pricing/ for current plans, rates

Api reference documentation

https://iexcloud.io/docs/api/#introduction

Attribution to IEX

Attribution is required of all users of iexcloud. Put “Powered by IEX Cloud” somewhere on your site or app, and link that text to https://iexcloud.io. Alternately, the attribution link can be included in your terms of service.

Powered by IEX Cloud

Current Implementation Status

Below is a list of the iexcloud APIs that have ([x]) and have not ([ ]) been implemented by this package.

Account

Endpoint Message Units per
[x] MetaData 0 as in free
[x] Usage 0 as in free
[x] Pay as you go 0 as in free

Stocks

Endpoint Message Units per
[x] Balance Sheet 3000 per symbol per period
[ ] Batch Requests varies with data types requested
[x] Book 1 per symbol
[x] Cash Flow 1000 per symbol per period
[x] Collections 1 per symbol in collection
[x] Company 1 per symbol
[x] Delayed Quote 1 per symbol
[x] Dividends 10 per symbol
[x] Earnings 1000 per symbol per period
[ ] Earnings Today 1051 per symbol returned
[x] Effective Spread 0 as in free
[x] Estimates 10000 per symbol per period
[x] Financials 5000 per symbol per period
[x] Historical Prices
[x] End of day 10 per symbol per day
[x] Income Statement 1000 per symbol per period
[ ] IPO Calendar upcoming-ipos 100 per IPO returned
[ ] IPO Calendar today-ipos 500 per iPO returned
[x] Key Stats 20 per symbol
[ ] Largest Trades 1 per trade returned
[x] List 1 per quote returned
[x] Logo 1 per logo
[x] Market Volume (U.S.) 1 per call
[x] News 10 per news item returned
[x] OHLC 2 per symbol
[x] Peers 500 per symbol
[x] Previous Day Prices 2 per symbol
[x] Price 1 per symbol per call
[x] Price Target 500 per symbol
[x] Recommendation Trends 1000 per symbol
[x] Quote 1 per quote
[x] Sector Performance 1 per sector
[x] Social Sentiment, daily 100 per date
[x] Social Sentiment, by minute 200 per date
[x] Splits 10 per symbol per record
[x] Volume by Venue 20 per call

Alternative Data

Endpoint Message Units per
[x] News
[ ] Crypto

Reference Data

Endpoint Message Units per
[x] Symbols 100 per call
[x] IEX Symbols 0 as in free
[ ] U.S. Exchanges 1 per call
[ ] U.S. Holidays and Trading Days 1 per call
[ ] Stock Tags
[ ] Stock Collections
[ ] Mutual Fund Symbols 100 per call
[ ] OTC Symbols 100 per call
[ ] Forex / Currency Symbols
[ ] Options Symbols
[ ] Commodities Symbols
[ ] Bonds Symbols
[ ] Crypto Symbols

Investors Exchange Data [Free]

Endpoint
[x] TOPS
[x] TOPS Last
[ ] DEEP
[x] DEEP Auction
[x] DEEP Book
[ ] DEEP Operational Halt Status
[x] DEEP Official Price
[ ] DEEP Security Event
[ ] DEEP Short Sale Price Tst Status
[ ] DEEP System Event
[x] DEEP Trades
[ ] DEEP Trade Break
[ ] DEEP Trading Status
[ ] Listed Regulation SHO Threshold Securities List
[ ] Listed Short Interest List
[ ] Stats Historical Daily
[ ] Stats Historical Summary
[ ] Stats Intraday
[ ] Stats Recent
[ ] Stats Records

API System Metadata

Endpoint Message Units per
[ ] Status 0

In Development at IEX Group

  • FOREX CURRANCIES
  • OPTIONS
  • COMMODITIES
  • BONDS
  • REALTME, SCALABLE NOTIFICATIONS
  • EVENT DRIVEN AUTOMATED RULES FOR SERVERLESS DATA ANALYSIS
Note that the project description data, including the texts, logos, images, and/or trademarks, for each open source project belongs to its rightful owner. If you wish to add or remove any projects, please contact us at [email protected].