fe3fa6af8e
* dev install * add TMX provider extension * normalize ytm and coupopn_rate values * black * codespell * ruff * black again * pylint * ftw * undo what Pylint thinks is best * more black * renovate insider_trading standard model * fix tests * typo * tests * empty string * pylint unused argument * nans for some reason * black * static files * static files with openbb-tmx installed this time * yfinance TypeError..? * NA -> N/A * update for version bump * list exchange-calendars as tmx dependency * eod chains date -> eod_date * new line * not that file * more black * one more black * fix weird merge thing * ruff * index constituents params * insider trading * fixing things * black * black AGAIN * news integration params * the other missing param * ruff * historical dividends field update * add json_schema_extra * gainers * symbols -> symbol * company news symbol * unit test param * review items * wrangle a rogue field * index router example * company news thing - symbols -> symbol * field name map --------- Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com> Co-authored-by: Henrique Joaquim <h.joaquim@campus.fct.unl.pt> Co-authored-by: James Maslek <jmaslek11@gmail.com>
openbb-tmx: A Community Data Provider Extension
openbb-tmx is an unofficial, community, data provider extension for the OpenBB Platform.
Install with pip install openbb-tmx, or from the local directory, pip install -e .
Command Coverage
- .derivatives.options.chains
- Historical EOD chains data available from 2009.
- .equity.calendar.earnings
- .equity.estimates.consensus
- .equity.discovery.gainers
- Includes a 'category' parameter for the type of 'best performer'.
- .equity.fundamental.dividends
- .equity.fundamental.filings
- .equity.ownership.insider_trading
- Does not use the Standard Model because the data returned are total shares traded over the previous 3,6,and 12 months.
- .equity.price.quote
- .equity.price.historical
- Daily, weekly, monthly, and intraday - with valid intervals being any X number of minutes.
- Weekly and monthly intervals are for the period beginning.
- Historical intraday data begins April 14, 2022.
- Split-adjusted, split and dividend adjusted, as well as unadjusted prices are available only for daily intervals. Other intervals are split-adjusted.
- .equity.search
- .equity.profile
- .etf.search
- .etf.info
- .etf.sectors
- .etf.countries
- .etf.holdings
- Top 10 holdings only.
- .fixedincome.corporate.bond_prices
- .fixedincome.government.treasury_prices
- .index.constituents
- Full constituents with weights and notional values.
- .index.snapshots
- Regions of: ["ca", "us"]
- .index.available
- Includes URLs to methedology and factsheet documents.
- .index.sectors
- .news.company
Symbology
No exchange suffix is required to handle Canadian listings. The extension accepts .TO and .TSX as well as no suffix. Additionally, a composite ticker symbol can be entered. For example, AAPL trades as a Canadian Depositary Receipt, under the symbol AAPL:AQN, on the NEO Exchange. The US listing is also found as AAPL:US. Some US and select European data is available from some functions, like quote and historical.
Indices all begin with ^.
Caching
This extension uses aiohttp-client-cache with a SQL backend to cache symbol directories, ETF, and index data. It can be bypassed with the parameter, use_cache=False. ETF and index data is gathered from a single JSON file which is updated daily by the exchange. The HTTP request is cached for one day.