# *****************************************************************************
#
# Copyright (c) 2020, the pyEX authors.
#
# This file is part of the pyEX library, distributed under the terms of
# the Apache License 2.0. The full license can be found in the LICENSE file.
#
from functools import wraps
import pandas as pd
from ..common import (
_get,
_quoteSymbols,
_raiseIfNotStr,
_reindex,
_toDatetime,
)
def volumeByVenue(symbol, token="", version="stable", filter="", format="json"):
"""This returns 15 minute delayed and 30 day average consolidated volume percentage of a stock, by market.
This call will always return 13 values, and will be sorted in ascending order by current day trading volume percentage.
https://iexcloud.io/docs/api/#volume-by-venue
Updated during regular market hours 9:30am-4pm ET
Args:
symbol (str): Ticker to request
token (str): Access token
version (str): API version
filter (str): filters: https://iexcloud.io/docs/api/#filter-results
format (str): return format, defaults to json
Returns:
dict or DataFrame: result
"""
_raiseIfNotStr(symbol)
return _get(
"stock/{symbol}/volume-by-venue".format(symbol=_quoteSymbols(symbol)),
token=token,
version=version,
filter=filter,
format=format,
)
@wraps(volumeByVenue)
def volumeByVenueDF(*args, **kwargs):
return _reindex(_toDatetime(pd.DataFrame(volumeByVenue(*args, **kwargs))), "venue")