Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Added IEX Daily Reader (Historical) #465

Merged
merged 2 commits into from
Jan 22, 2018
Merged

Added IEX Daily Reader (Historical) #465

merged 2 commits into from
Jan 22, 2018

Conversation

addisonlynch
Copy link
Contributor

@addisonlynch addisonlynch commented Jan 22, 2018

Added IEX Daily Reader for historical data from IEX chart.

  • Added tests in tests/test_iex_daily.py
  • Added entry to docs/source/readers/remote_data.rst

Have an actions (Dividends+Splits) as well as quotes (from quote) reader as well, but waiting for some clarification from the provider regarding bug fixes with the API calls - the quote may not be necessary anyway with the recent inclusion of "iex-last".

@rsvp
Copy link

rsvp commented Jan 22, 2018

@addisonlynch Thanks!

Docs, snippet: https://github.com/pydata/pandas-datareader/blob/master/docs/source/remote_data.rst#iex

What are some limitations which should be noted?
(Esp. from viewpoint of ex-users of yahoo-finance and google-finance.)
Are ETFs and mutual funds supported? Queries/day? etc.

@addisonlynch
Copy link
Contributor Author

@rsvp

Very similar to Yahoo/Google.

Features

  • List of available tickers is available from the /ref-data/symbols
  • From what I tested a couple weeks back, the tickers are a superset of Nasdaq/NYSE/AMEX
  • ETFs and most mutual funds supported.

Requirements

  • No API key required
  • No retrieval limits / throttling, but IEX does request that other readers (TOPS/DEEP) limit large request to 1/second

Nuances

  • Output is slightly different than Yahoo (does not include 'Adj Close')
  • Data must be within a 5-year historical period (this is a limitation if migrating from Yahoo or Google)

@rsvp
Copy link

rsvp commented Jan 24, 2018

@addisonlynch hi, and thanks for kind reply.
Updated rsvp/fecon235#7 (comment)
Many downstream will be looking forward to
your contributions in forthcoming 0.6.0 !

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

3 participants