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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property endpoint¶
API endpoint
- property params¶
Parameters to use in API calls
- read()¶
Read data
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property params¶
Parameters to use in API calls
- read()¶
Read data
- property service¶
Service endpoint
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property params¶
Parameters to use in API calls
- read()¶
Read data
- property service¶
Service endpoint
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property 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
- property service¶
Service endpoint
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property 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
- property service¶
Service endpoint
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property params¶
Parameters to use in API calls
- read()¶
Read data
- property service¶
Service endpoint
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property params¶
Parameters to use in API calls
- read()¶
Read data
- property service¶
Service endpoint
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property params¶
Parameters to use in API calls
- read()¶
Read data
- property service¶
Service endpoint
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property params¶
Parameters to use in API calls
- read()¶
Read data
- property service¶
Service endpoint
- property 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
- property default_start_date¶
Default start date for reader. Defaults to 5 years before current date
- property params¶
Parameters to use in API calls
- read()¶
Read data
- property service¶
Service endpoint
- property url¶
API URL