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iexcloudR.Rproj expand api coverage, see README Feb 19, 2019

README.md

iexcloudR

tested with testthat

An R language wrapper for the new iexcloud market data API from IEX Group Inc. All data is returned dataframes (actually tibbles).

This package is a companion to the NodeJS package iexcloud_api_wrapper

Usage

To install as a dependancy into your project at the R REPL command prompt

install.github("schardtbc/iexcloudR")

then in your .env file add the following keys

IEXCLOUD_API_VERSION = "beta"
IEXCLOUD_PUBLIC_KEY = "pk_..."
IEXCLOUD_SECRET_KEY = "sk_..."

# use the pk and sk obtained from your iexcloud account
# make sure the .env file is in your .gitignore file
# do not hard code the keys into your application code
# do not upload the keys to github.
# you can easily change the keys if they become compromised

Note: when IEXCLOUD_PUBLIC_KEY starts with a "T" ,as in "Tpk= ..." then the base url used will be the sandbox url instead of the production cloud url

To test that everything installed correctly and the .env file is properly setup you can use the following or similar code

library(iexcloudR)

historyFor("AAPL")

About iexcloud

iexcloud is a product of IEX Group Inc. which operates the Investors Exchange IEX, a stock exhange for US equities which trades > 9B notational value on a daily basis.

Using iexcloud requires registration to obtain a unique api key which is used for all data requests.

A majority of the endpoints are charged a usage free which varies by the source and type of data returned. All IEX Group sourced data is free.

Each endpoint is assigned a cost in terms of message units.

Plan Monthly Message Unit Allotment Monthy Fee
Free 500,000 Free
Launch 5,000,000 $9
Scale 1,000,000,000 $ 499

see https://iexcloud.io/pricing/ for current plans, rates

Api reference documentation

https://iexcloud.io/docs/api/#introduction

Attribution to IEX

Attribution is required of all users of iexcloud. Put “Powered by IEX Cloud” somewhere on your site or app, and link that text to https://iexcloud.io. Alternately, the attribution link can be included in your terms of service.

Powered by IEX Cloud

Current Implementation Status

Below is a list of the iexcloud APIs that have ([x]) and have not ([ ]) been implemented by this package.

Account

Endpoint Message Units per
[X] MetaData 0 as in free
[X] Usage 0 as in free
[ ] Pay as you go 0 as in free

Stocks

Endpoint Message Units per
[X] Balance Sheet 3000 per symbol per period
[ ] Batch Requests varies with data types requested
[ ] Book 1 per symbol
[X] Cash Flow 1000 per symbol per period
[ ] Collections 1 per symbol in collection
[X] Company 1 per symbol
[X] Delayed Quote 1 per symbol
[X] Dividends 10 per symbol
[X] Earnings 1000 per symbol per period
[ ] Earnings Today 1051 per symbol returned
[X] Effective Spread 0 as in free
[X] Estimates 10000 per symbol per period
[X] Financials 5000 per symbol per period
Historical Prices
[X] End of day 10 per symbol per day
[X] Intraday 1 per symbol per perios max 50 per call
[X] Income Statement 1000 per symbol per period
[ ] IPO Calendar upcoming-ipos 100 per IPO returned
[ ] IPO Calendar today-ipos 500 per iPO returned
[x] Key Stats 20 per symbol
[ ] Largest Trades 1 per trade returned
[X] List 1 per quote returned
[X] Logo 1 per logo
[X] Market Volume (U.S.) 1 per call
[X] News 10 per news item returned
[X] OHLC 2 per symbol
[X] Peers 500 per symbol
[X] Previous Day Prices 2 per symbol
[X] Price 1 per symbol per call
[X] Price Target 500 per symbol
[X] Quote 1 per quote
[X] Sector Performance 1 per sector
[X] Social Sentiment, daily 100 per date
[X] Social Sentiment, by minute 200 per date
[X] Splits 10 per symbol per record
[X] Volume by Venue 20 per call

Alternative Data

Endpoint Message Units per
[X] News
[ ] Crypto

Reference Data

Endpoint Message Units per
[X] Symbols 100 per call
[X] IEX Symbols 0 as in free
[ ] U.S. Exchanges 1 per call
[ ] U.S. Holidays and Trading Days 1 per call
[ ] Stock Tags
[ ] Stock Collections
[X] Mutual Fund Symbols 100 per call
[X] OTC Symbols 100 per call
[ ] Forex / Currency Symbols
[ ] Options Symbols
[ ] Commodities Symbols
[ ] Bonds Symbols
[ ] Crypto Symbols

Investors Exchange Data [Free]

Endpoint
[X] TOPS
[X] TOPS Last
[ ] DEEP
[ ] DEEP Auction
[ ] DEEP Book
[ ] DEEP Operational Halt Status
[ ] DEEP Official Price
[ ] DEEP Security Event
[ ] DEEP Short Sale Price Tst Status
[ ] DEEP System Event
[ ] DEEP Trades
[ ] DEEP Trade Break
[ ] DEEP Trading Status
[ ] Listed Regulation SHO Threshold Securities List
[ ] Listed Short Interest List
[ ] Stats Historical Daily
[ ] Stats Historical Summary
[ ] Stats Intraday
[ ] Stats Recent
[ ] Stats Records

API System Metadata

Endpoint Message Units per
[ ] Status 0

In Development at IEX Group

  • FOREX CURRANCIES
  • OPTIONS
  • COMMODITIES
  • BONDS
  • REALTME, SCALABLE NOTIFICATIONS
  • EVENT DRIVEN AUTOMATED RULES FOR SERVERLESS DATA ANALYSIS
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