EodData Client¶

Usage¶

Working with data frames:

import os

from eoddata_client import EodDataHttpClient

client = EodDataHttpClient(os.environ['EOD_DATA_LOGIN'],
                           os.environ['EOD_DATA_PASSWORD'])

quotes = client.symbol_history('nasdaq', 'msft', datetime.date(1992, 1, 1))
quotes['Diff'] = quotes['Close'].shift(1) - quotes['Close']
print(quotes.tail())

#            Symbol   Open   High    Low  Close    Volume  Diff
# 2017-09-20   MSFT  75.35  75.55  74.31  74.94  21587800  0.50
# 2017-09-21   MSFT  75.11  75.24  74.11  74.21  19186100  0.73
# 2017-09-22   MSFT  73.99  74.51  73.85  74.41  14111300 -0.20
# 2017-09-25   MSFT  74.09  74.25  72.92  73.26  24149100  1.15
# 2017-09-26   MSFT  73.67  73.81  72.99  73.26  18019500  0.00

Working with regular list of objects:

import os

from eoddata_client import EodDataHttpClient

client = EodDataHttpClient(os.environ['EOD_DATA_LOGIN'],
                           os.environ['EOD_DATA_PASSWORD'])

quotes = client.symbol_history('nasdaq', 'msft', datetime.date(1992, 1, 1))
print(quotes[:2])
"""
[EodDataQuoteExtended(symbol=MSFT, quote_datetime=1992-01-01 00:00:00, open=2.319, high=2.319, low=2.319, close=2.319, volume=0, open_interest=0, previous=0.0, change=0.0, bid=0.0, ask=0.0, previous_close=0.0, next_open=0.0, modified=0001-01-01 00:00:00, name=Microsoft Corp, description=Microsoft Corp),
 EodDataQuoteExtended(symbol=MSFT, quote_datetime=1992-01-02 00:00:00, open=2.308, high=2.392, low=2.282, close=2.377, volume=1551300, open_interest=0, previous=0.0, change=0.0, bid=0.0, ask=0.0, previous_close=0.0, next_open=0.0, modified=2008-12-27 12:51:50.413000, name=Microsoft Corp, description=Microsoft Corp)]
"""

Client API¶

Http client¶

class EodDataHttpClient(username, password, base_url='http://ws.eoddata.com/data.asmx/', max_login_retries=3, logger=None)[source]¶

EodData web service client.

Endpoints:

CountryList - country_list;
DataClientLatestVersion - data_client_latest_version;
DataFormats - data_formats;
ExchangeGet - exchange_detail;
ExchangeList - exchange_list;
ExchangeMonths - exchange_months;
FundamentalList - fundamental_list;
Login - login;
NewsList - news_list;
NewsListBySymbol - news_list_by_symbol;
QuoteGet - quote_detail;
QuoteList - quote_list;
QuoteList2 - quote_list_specific;
QuoteListByDate - quote_list_by_date;
QuoteListByDate2 - quote_list_by_date_compact;
QuoteListByDatePeriod - quote_list_by_date_period;
QuoteListByDatePeriod2 - quote_list_by_date_period_compact;
SplitListByExchange;
SplitListBySymbol;
SymbolChangesByExchange;
SymbolChart;
SymbolGet;
SymbolHistory - symbol_history;
SymbolHistoryPeriod - symbol_history_period;
SymbolHistoryPeriodByDateRange - symbol_history_period;
SymbolList - symbol_list;
SymbolList2 - symbol_list_compact;
TechnicalList;
Top10Gains;
Top10Losses;
UpdateDataFormat;
ValidateAccess.

country_list()[source]¶

Returns a list of available countries.

Returns:	[(‘AF’, ‘Afghanistan’), (‘AL’, ‘Albania’), (‘DZ’, ‘Algeria’), (‘AS’, ‘American Samoa’), (‘AD’, ‘Andorra’), (‘AO’, ‘Angola’)]
Return type:	List of tuples with country code and country name. For example

data_client_latest_version()[source]¶

Returns the latest version information of Data Client.

Returns:	String with the latest version of data client in format ”MAJOR.MINOR.PATCH.HOTFIX”.

data_formats()[source]¶: Returns the list of data formats.

exchange_detail(exchange_code)[source]¶

Get detailed information about an exchange.

Returns:	EodDataExchange or None

exchange_list(output_format='entity-list')[source]¶

Get all available exchanges.

Returns:	EodData exchanges.
Return type:	list or pandas.DataFrame

exchange_months()[source]¶: Returns the number of Months history a user is allowed to download.

fundamental_list()[source]¶: Returns a complete list of fundamental data for an entire exchange.

get_params(additional=None)[source]¶

Get dictionary with parameters for a request.

Parameters:	additional (dict or None) – Additional parameters for a request.
Returns:	Dictionary with parameters for a request.

login()[source]¶

Login to EODData Financial Information Web Service.: Used for Web Authentication.

Returns:	bool, whether authentication was successful or not.

news_list(exchange_code)[source]¶: Returns a list of News articles for an entire exchange.

news_list_by_symbol(exchange_code)[source]¶: Returns a list of News articles for a given Exchange and Symbol.

process_response(response)[source]¶

Process response from EodData web service. All responses from: EodData web service have common format. This method is kind of a wrapper to process all responses.

Parameters:	response (requests.Response) – Response that comes from EodData web service.
Returns:	bool, True - success, False - expired / invalid token
Raises:	InvalidExchangeCode, InvalidSymbolCode, EodDataInternalServerError, `NoDataAvailableError`

quote_detail(exchange_code, symbol)[source]¶

Get an end of day quote for a specific symbol.

Returns:	EodDataQuoteExtended or None.

quote_list(exchange_code, output_format='entity-list')[source]¶

Get a complete list of end of day quotes for an entire exchange.

Parameters:	exchange_code (str) – Exchange code.
Returns:	EodData extended quotes.
Return type:	list or pandas.DataFrame

quote_list_by_date(exchange_code, date, output_format='entity-list')[source]¶

Get a complete list of end of day quotes for an entire exchange: and a specific date.

Parameters:	exchange_code – Exchange code. date (datetime.date) – Date.
Returns:	EodData extended quotes
Return type:	list or pandas.DataFrame

quote_list_by_date_compact(exchange_code, date, output_format='entity-list')[source]¶

Get a complete list of end of day quotes for an entire exchange: and a specific date (compact format).

Returns:	EodData compact quotes
Return type:	list or pandas.DataFrame

quote_list_by_date_period(exchange_code, date, period, output_format='entity-list')[source]¶

Get a complete list of end of day quotes for an entire exchange: and a specific date (compact format).

Returns:	EodData extended quotes
Return type:	list or pandas.DataFrame

quote_list_by_date_period_compact(exchange_code, date, period, output_format='entity-list')[source]¶

Get a complete list of end of day quotes for an entire exchange: and a specific date (compact format).

Parameters:	exchange_code (str) – Exchange code. date (datetime.date) – Date. period (str) – Period code.
Returns:	EodData compact quotes.
Return type:	list or pandas.DataFrame

quote_list_specific(exchange_code, symbol_list, output_format='entity-list')[source]¶

Get end of day quotes for specific symbols.

Parameters:	exchange_code (str) – Exchange code. symbol_list (list of str) – Symbol list.
Returns:	EodData extended quotes.
Return type:	list or pandas.DataFrame

retry(func, *args, **kwargs)[source]¶

Try to get a new token and call function one more time

Parameters:	func – Function to retry
Returns:	Result of func() call

retry_limit(func)[source]¶

Decorator to have control over retry count.

Returns:	Wrapped function.
Raises:	`ReloginDepthReachedError`

symbol_history(exchange_code, symbol, start_date, output_format='entity-list')[source]¶

Get a list of historical end of day data of a specified symbol: and specified start date up to today’s date.

Parameters:	exchange_code (str) – Exchange code. symbol (str) – Symbol. start_date (datetime.date) – Start date.
Returns:	EodData extended quotes.
Return type:	list or pandas.DataFrame

symbol_history_period(exchange_code, symbol, date, period, output_format='entity-list')[source]¶

Get a list of historical data of a specified symbol, specified date: and specified period.

Parameters:	exchange_code (str) – Exchange code. symbol (str) – Symbol. date (datetime.date) – Date. period (str) – Period code.
Returns:	EodData extended quotes.
Return type:	list or pandas.DataFrame

symbol_history_period_by_range(exchange_code, symbol, start_date, end_date, period, output_format='entity-list')[source]¶

Get a list of historical data of a specified symbol,: specified date range and specified period.

Parameters:	exchange_code (str) – Exchange code. symbol (str) – Symbol. start_date (datetime.date) – Period start. end_date (datetime.date) – Period end. period (str) – Period code.
Returns:	EodData extended quotes.
Return type:	list or pandas.DataFrame

symbol_list(exchange_code, output_format='entity-list')[source]¶

Get a list of symbols of a specified exchange.

Parameters:	exchange_code (str) – Exchange code.
Returns:	list or pandas.DataFrame

symbol_list_compact(exchange_code, output_format='entity-list')[source]¶

Get a list of symbols (compact format) of a specified exchange.

Parameters:	exchange_code (str) – Exchange code.
Returns:	list or pandas.DataFrame

Errors¶

class Error[source]¶: Base error for this module.

class TestEnvironmentNotSet[source]¶: Test environment variables not set.

class InvalidTokenError[source]¶: Request was sent with invalid token.

class InvalidExchangeCodeError[source]¶: Error trying to get data for unknown exchange.

class InvalidSymbolCodeError[source]¶: Error trying to get data for unknown symbol.

class InvalidCredentialsError[source]¶: Error trying to login with invalid credentials.

class NoDataAvailableError[source]¶: Error trying to access unavailable data

class EodDataInternalServerError[source]¶: Internal server error occurred when requesting data from EodData wev service.

class ReloginDepthReachedError[source]¶: Relogin depth reached.

class AccessLimitError[source]¶: Error trying to access data beyond available subscription.

Business entities and utils¶

Business entities¶

class EodDataExchange(code, name, last_trade_time, country_code, currency, advances, declines, timezone, suffix='', is_intraday=False, intraday_start_date=None, has_intraday=False)[source]¶

EodData Exchange.

code¶: str – Exchange code

name¶: str – Datetime of the last trade

last_trade_time¶: datetime – Datetime of the last trade

country_code¶: str – Code of the country where this exchange is situated

currency¶: str – Exchange currency

advances¶: int – Advances count

declines¶: int – Declines count

suffix¶: str – Exchange suffix

timezone¶: str – Exchange timezone

is_intraday¶: bool – Availability of intraday data.

intraday_start_date¶: datetime or None – Intraday data availability start date.

has_intraday¶: bool – Indicates if EodData has intraday data for this exchange.

classmethod from_xml(xml_exchange)[source]¶

Get EodDataExchange object from xml element.

Parameters:	xml_exchange – Exchange XML element.
Returns:	EodDataExchange instance or None.

class EodDataQuoteCompact(symbol, quote_datetime, open, high, low, close, volume, open_interest, before, after)[source]¶

EodData quote.

symbol¶: str – Symbol.

quote_datetime¶: datetime – Quote datetime.

open¶: float – Open price.

high¶: float – High price.

low¶: float – Low price.

close¶: float – Close price.

volume¶: int – Traded volume.

open_interest¶: int – Open interest.

before¶: float

after¶: float

classmethod from_xml(xml_quote)[source]¶

Get instance from xml.

Returns:	EodDataQuoteCompact instance or None.

symbol = None¶: Security symbol

class EodDataQuoteExtended(symbol, quote_datetime, open, high, low, close, volume, open_interest, previous, change, bid, ask, modified, previous_close=0, next_open=0, name='', description='')[source]¶

EodData extended quote.

symbol¶: str – Symbol.

quote_datetime¶: datetime – Quote datetime.

open¶: float – Open price.

high¶: float – High price.

low¶: float – Low price.

close¶: float – Close price.

volume¶: int – Traded volume.

open_interest¶: int – Open interest.

previous¶: float – Previous close price.

change¶: float – Change from previous close.

bid¶: float – Bid price.

ask¶: float – Ask price.

modified¶: datetime – Time of the last update for this security.

name¶: str – Full name of a traded asset.

description¶: str – Description.

df_columns¶: tuple of str – Data frame columns (static attribute).

classmethod from_xml(xml_quote)[source]¶

Get EodDataQuoteExtended object from xml element.

Returns:	EodDataQuoteExtended instance or None.

class EodDataSymbol(code, name, long_name)[source]¶

EodData symbol.

code¶: str – Symbol code.

name¶: str – Asset name.

long_name¶: str – Long name.

classmethod from_xml(xml_symbol)[source]¶

Get EodDataSymbol object from xml element.

Returns:	EodDataSymbol instance or None.

class EodDataSymbolCompact(code, name)[source]¶

EodData symbol (compact).

code¶: str – Symbol code.

name¶: str – Asset name.

classmethod from_xml(xml_symbol)[source]¶

Get EodDataSymbolCompact object from xml element.

Returns:	EodDataSymbolCompact instance or None.

Utils¶

class ObjectProxy(wrapped)[source]¶: Proxy object.

class RecursionDepthManager(func, max_depth=3)[source]¶: Decorator to manage recursion depth.

utils.string_to_datetime(iso8601_datetime_string)¶

Converts ISO 8601 datetime string to Python datetime

Parameters:	iso8601_datetime_string (str) – ISO 8601 datetime string
Returns:	datetime.datetime object
Raises:	`ValueError`

EodData Client¶

Usage¶

Client API¶

Http client¶

Errors¶

Business entities and utils¶

Business entities¶

Utils¶

Indices and tables¶

eoddata-client

Navigation

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