An API for extracting tick data for US equities for ad-hoc analysis in Python with Pandas.
Currently lime supports two main work horse functions:
get_single(date, stock_ticker,)- retrives a single days trading history returned in a nice neat pandas dataframe.get_many(date_range, stock_ticker)- retrives tick data over a range of dates, and compiles those dates in a nice neat dataframe for easy output.
Additional functions are included to make this process easier.
###Examples:
A basic demo of what lime can do will is located here.
Currently, lime can get the tick data for any US trade stock, but this is limiting.
Planned enhancements are:
- support for any US security
- support for international securities
- support for passing a list of tickers / securities for easy analysis
Want to contribute? To submit a change, fork this repo, commit your changes, and send me a pull request.