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An API for extracting tick data for US equities for ad-hoc analysis in Python with Pandas.
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README.md

Lime

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:

Getting a single day's trading history:

AAPL_Sing

Getting the last three weeks:

GOOG APPLE

A basic demo of what lime can do will is located here.

Improvements

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.

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