Files
OpenBB/openbb_platform/providers/tmx
Theodore Aptekarev c63b3c8bab Security updates (#6531)
* Bump website deps to patched versions

* Drop support for python 3.8

* Bump scikit-learn to a patched version

* Run urllib3 update on lock files

* Bump ipykernel that brings in tornado to devtools

* Apply braces patch in frontend-components

* Drop python 3.8 from devtools support

* Bump dev environment to python >=3.10 to get rid of ullib3 v1 in lock files

* Downgrade and pin numpy to 1.x until pandas-ta supports 2.x

* Bump runners checkout and cache actions and python version

* Fix platform hub integration test

* Update dev install script to allow python 3.9

* Bump actions to versions that use node 20 vs node 16

* Bump exchange calendars package to resolve deprecation warnings

* Resolve bugs highlighted by the tests (#6538)

* Fix FMP currency snapshot model after a security update

* fixes

* add to the commit

* lint

---------

Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>

* Bump finviz

* Remove website folder that was added by merge conflict resolution

* update test cassettes

* biztoc test

* fix most of test_charting

* bump yfinance

* reference.json

* Fix some tests

* Enable 3.12 support

* Have 2 sets of cassettes for 2 versions of urlib3

* Allow 3.12 for sec provider

* add json_schema_extra choices to compare groups

* sorted choices

* test fixing: cassetes

* fix charting test

* black

* headers in sec download zip file

* Delete yaml

* lint

* lint

* Record https test_sec_compare_company_facts_fetcher

* Record https test_sec_compare_company_facts_fetcher, new params

* Record test in 3.9 and 3.10

* Record yfinance tests

* Record 310 with us vpn

* Record tests individually

* record without cache

* record without cache

---------

Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
Co-authored-by: hjoaquim <henriquecjoaquim@gmail.com>
Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com>
Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>
2024-07-01 13:05:59 +00:00
..
2024-07-01 13:05:59 +00:00
2024-07-01 13:05:59 +00:00
2024-07-01 13:05:59 +00:00
2024-07-01 13:05:59 +00:00
2024-06-05 09:59:22 +00:00

OpenBB TMX Provider

This extension integrates the TMX data provider into the OpenBB Platform.

Installation

To install the extension:

pip install openbb-tmx

Documentation available here.

Additional information

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.