japandas.io package¶
Subpackages¶
Submodules¶
japandas.io.data module¶
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japandas.io.data.
DataReader
(symbols, data_source=None, start=None, end=None, appid=None, **kwargs)[source]¶ Imports data from a number of online sources.
Currently supports Google Finance, St. Louis FED (FRED), and Kenneth French’s data library, among others.
- name : str or list of strs
- the name of the dataset. Some data sources (google, fred) will accept a list of names.
- data_source: {str, None}
- the data source (“google”, “fred”, “ff”)
- start : {datetime, None}
- left boundary for range (defaults to 1/1/2010)
- end : {datetime, None}
- right boundary for range (defaults to today)
- retry_count : {int, 3}
- Number of times to retry query request.
- pause : {numeric, 0.001}
- Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.
- session : Session, default None
- requests.sessions.Session instance to be used
- access_key : (str, None)
- Optional parameter to specify an API key for certain data sources.
# Data from Google Finance aapl = DataReader(“AAPL”, “google”)
# Price and volume data from IEX tops = DataReader([“GS”, “AAPL”], “iex-tops”) # Top of book executions from IEX gs = DataReader(“GS”, “iex-last”) # Real-time depth of book data from IEX gs = DataReader(“GS”, “iex-book”)
# Data from FRED vix = DataReader(“VIXCLS”, “fred”)
# Data from Fama/French ff = DataReader(“F-F_Research_Data_Factors”, “famafrench”) ff = DataReader(“F-F_Research_Data_Factors_weekly”, “famafrench”) ff = DataReader(“6_Portfolios_2x3”, “famafrench”) ff = DataReader(“F-F_ST_Reversal_Factor”, “famafrench”)