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Added IEX Daily Reader (Historical) #465

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merged 2 commits into from Jan 22, 2018

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@addisonlynch
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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".

addisonlynch added some commits Jan 22, 2018

@bashtage bashtage merged commit fd638e6 into pydata:master Jan 22, 2018

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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.

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addisonlynch commented Jan 24, 2018

@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

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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 !

@addisonlynch addisonlynch deleted the addisonlynch:dev branch Feb 18, 2018

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