Added Eikon data source

README.md

@@ -68,10 +68,17 @@ For detailed installation instructions for chartpy, findatapy & finmarketpy and
 [https://github.com/cuemacro/finmarketpy/blob/master/INSTALL.md](https://github.com/cuemacro/finmarketpy/blob/master/INSTALL.md). The tutorial includes details on how to setup your entire Python environment.
 
 You can install the library using the below. After installation:
-* Make sure you edit the dataconstants class for the correct Quandl API and Twitter API keys etc.
+* Make sure you edit the dataconstants class for the correct Eikon API, Quandl API and Twitter API keys etc.
 * Or you can run set_api_keys.py script to set the API keys via storing in your keyring
 * Or you can create a datacred.py file which overwrites these keys
+* Or some of these API keys can be passed via MarketDataRequest on demand
 
+To install via pip (latest release):
+```
+pip install findatapy
+```
+
+To install newest repo copy:
 ```
 pip install git+https://github.com/cuemacro/findatapy.git
 ```
@@ -101,18 +108,22 @@ although it lacks some functionality of later Redis versions.
 
 # findatapy examples
 
-In findatapy/examples you will find several demos
+In findatapy/examples you will find several demos on how to download data from many different sources. Note, 
+for some such as Bloomberg or Eikon, you'll need to have a licence/subscription for it to work.
 
 # Release Notes
 
+* 0.1.15 - findatapy (10 Sep 2020)
 * 0.1.14 - findatapy (25 Aug 2020)
 * 0.1.13 - findatapy (24 Aug 2020)
 * 0.1.12 - findatapy (06 May 2020)
 
 # Coding log
 
+* 10 Sep 2020
+    * Adding Eikon as a market data source
 * 25 Aug 2020
-    * Fixes for newer Pandas
+    * Fixes for newer Pandas eg. 1.0.5
     * Fixes for ALFRED downloading of economic data
 * 24 Aug 2020
     * Removed .ix references (to work with newer Pandas)

findatapy/conf/time_series_categories_fields.csv

@@ -11,6 +11,9 @@ fx,bloomberg,daily,10AM,"close,open,high,low",1-Jan-07
 fx-tot,bloomberg,daily,NYC,"close,open,high,low",1-Jan-70
 fx,bloomberg,intraday,NYC,"close,open,high,low,volume,events",1-Jan-03
 fx,bloomberg,intraday,BSTP,"close,open,high,low,volume,events",1-Jan-03
+fx,eikon,intraday,NYC,"close,open,high,low",1-Jan-03
+fx,eikon,daily,NYC,"close,open,high,low",1-Jan-03
+fx,eikon,tick,NYC,"bid,ask",1-Jan-03
 events,bloomberg,daily,NYC,"close,actual-release,survey-median,survey-average,survey-high,survey-low,survey-high,number-observations,release-dt,release-date-time-full,first-revision,first-revision-date",1-Jan-99
 fx-implied-vol,bloomberg,daily,NYC,close,1-Jan-95
 fx-implied-vol,bloomberg,daily,BGN,close,1-Jan-95
@@ -20,18 +23,6 @@ fx-implied-vol,bloomberg,daily,10AM,close,1-Jan-09
 base-depos,bloomberg,daily,NYC,close,1-Jan-95
 base-depos,bloomberg,daily,TOK,close,1-Jan-95
 base-depos,bloomberg,daily,LDN,close,1-Jan-95
-crypto,bitcoincharts,tick,LOC,"close,volume",1-Jan-15
-crypto,poloniex,intraday,LOC,"close,high,low,open,quote-volume,volume,weighted-average",1-Jan-15
-crypto,poloniex,daily,LOC,"close,high,low,open,quote-volume,volume,weighted-average",1-Jan-15
-crypto,binance,intraday,LOC,"open,high,low,close,volume,quote-asset-volume,trade-numbers,taker-buy-base-asset-volume,taker-buy-quote-asset-volume",1-Jan-15
-crypto,binance,daily,LOC,"open,high,low,close,volume,quote-asset-volume,trade-numbers,taker-buy-base-asset-volume,taker-buy-quote-asset-volume",1-Jan-15
-crypto,bitfinex,intraday,LOC,"open,close,high,low,volume",1-Jan-15
-crypto,bitfinex,daily,LOC,"open,close,high,low,volume",1-Jan-15
-crypto,gdax,intraday,LOC,"low,high,open,close,volume",1-Jan-15
-crypto,gdax,daily,LOC,"low,high,open,close,volume",1-Jan-15
-crypto,kraken,intraday,LOC,"close,volume,buy-sell,market-limit,miscellaneous",1-Jan-15
-crypto,huobi,tick,LOC,"amount,close,count,high,low,open,volume",1-Jan-15
-crypto,huobi,daily,LOC,"amount,close,count,high,low,open,volume",1-Jan-15
 ,,,,,
 ,,,,,
 ,,,,,

findatapy/conf/time_series_fields_list.csv

@@ -47,46 +47,6 @@ alfred,actual-release,actual-release
 alfred,close,close
 alfred,release-date-time-full,release-date-time-full
 alfred,first-revision,first-revision
-bitcoincharts,close,close
-bitcoincharts,volume,volume
-poloniex,close,close
-poloniex,high,high
-poloniex,low,low
-poloniex,open,open
-poloniex,quote-volume,quote-volume
-poloniex,volume,volume
-poloniex,weighted-average,weighted-average
-binance,open,open
-binance,high,high
-binance,low,low
-binance,close,close
-binance,volume,volume
-binance,quote-asset-volume,quote-asset-volume
-binance,trade-numbers,trade-numbers
-binance,taker-buy-base-asset-volume,taker-buy-base-asset-volume
-binance,taker-buy-quote-asset-volume,taker-buy-quote-asset-volume
-bitfinex,open,open
-bitfinex,close,close
-bitfinex,high,high
-bitfinex,low,low
-bitfinex,volume,volume
-gdax,low,low
-gdax,high,high
-gdax,open,open
-gdax,close,close
-gdax,volume,volume
-kraken,close,close
-kraken,volume,volume
-kraken,buy-sell,buy-sell
-kraken,market-limit,market-limit
-kraken,miscellaneous,miscellaneous
-huobi,amount,amount
-huobi,close,close
-huobi,count,count
-huobi,high,high
-huobi,low,low
-huobi,open,open
-huobi,volume,vol
 bloomberg,contract-value,CONTRACT_VALUE
 bloomberg,last-tradeable-day,LAST_TRADEABLE_DT
 bloomberg,current-futures-ticker,FUT_CUR_GEN_TICKER
@@ -96,3 +56,11 @@ bloomberg,open-interest,OPEN_INT
 bloomberg,first-notice-date,FUT_NOTICE_FIRST
 bloomberg,first-tradeable-day,FUT_FIRST_TRADE_DT
 bloomberg,cal-non-settle-dates,CALENDAR_NON_SETTLEMENT_DATES
+eikon,high,HIGH
+eikon,close,CLOSE
+eikon,low,LOW
+eikon,open,OPEN
+eikon,count,COUNT
+eikon,volume,VOLUME
+eikon,bid,BID
+eikon,ask,ASK