Stocks

pyEX.stocks.batch.batch(symbols, fields=None, range_='1m', last=10, token='', version='stable', filter='', format='json')[source]

Batch several data requests into one invocation. If no fields passed in, will default to quote

https://iexcloud.io/docs/api/#batch-requests

Parameters:
  • symbols (str or list) – List of tickers to request
  • fields (str or list) – List of fields to request
  • range (str) – Date range for chart
  • last (int) –
  • 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:

results in json

Return type:

dict

pyEX.stocks.batch.batchDF(symbols, fields=None, range_='1m', last=10, token='', version='stable', filter='', format='json')[source]

Batch several data requests into one invocation

https://iexcloud.io/docs/api/#batch-requests

Parameters:
  • symbols (list) – List of tickers to request
  • fields (list) – List of fields to request
  • range (str) – Date range for chart
  • last (int) –
  • 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:

results in json

Return type:

DataFrame

pyEX.stocks.batch.bulkBatch(symbols, fields=None, range_='1m', last=10, token='', version='stable', filter='', format='json')[source]

Optimized batch to fetch as much as possible at once

https://iexcloud.io/docs/api/#batch-requests

Parameters:
  • symbols (list) – List of tickers to request
  • fields (list) – List of fields to request
  • range (str) – Date range for chart
  • last (int) –
  • 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:

results in json

Return type:

dict

pyEX.stocks.batch.bulkBatchDF(symbols, fields=None, range_='1m', last=10, token='', version='stable', filter='', format='json')[source]

Optimized batch to fetch as much as possible at once

https://iexcloud.io/docs/api/#batch-requests

Parameters:
  • symbols (list) – List of tickers to request
  • fields (list) – List of fields to request
  • range (str) – Date range for chart
  • last (int) –
  • 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:

results in json

Return type:

DataFrame

pyEX.stocks.batch.bulkMinuteBars(symbol, dates, token='', version='stable', filter='', format='json')[source]

fetch many dates worth of minute-bars for a given symbol

pyEX.stocks.batch.bulkMinuteBarsDF(symbol, dates, token='', version='stable', filter='', format='json')[source]

fetch many dates worth of minute-bars for a given symbol

pyEX.stocks.corporateActions.bonusIssue(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Bonus Issue Obtain up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#bonus-issue

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.bonusIssueDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Bonus Issue Obtain up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#bonus-issue

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.distribution(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Distribution Obtain up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#distribution

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.distributionDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Distribution Obtain up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#distribution

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.dividends(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Obtain up-to-date and detailed information on all new dividend announcements, as well as 12+ years of historical dividend records. This endpoint covers over 39,000 US equities, mutual funds, ADRs, and ETFs. You’ll be provided with:

Detailed information on both cash and stock dividends including record, payment, ex, and announce dates Gross and net amounts Details of all currencies in which a dividend can be paid Tax information The ability to keep up with the growing number of complex dividend distributions

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#dividends

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.dividendsDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Obtain up-to-date and detailed information on all new dividend announcements, as well as 12+ years of historical dividend records. This endpoint covers over 39,000 US equities, mutual funds, ADRs, and ETFs. You’ll be provided with:

Detailed information on both cash and stock dividends including record, payment, ex, and announce dates Gross and net amounts Details of all currencies in which a dividend can be paid Tax information The ability to keep up with the growing number of complex dividend distributions

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#dividends

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.returnOfCapital(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Return of capital up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#return-of-capital

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.returnOfCapitalDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Return of capital up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#return-of-capital

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.rightToPurchase(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Right to purchase up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#right-to-purchase

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.rightToPurchaseDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Right to purchase up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#right-to-purchase

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.rightsIssue(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Rights issue up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#rights-issue

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.rightsIssueDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Rights issue up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#rights-issue

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.securityReclassification(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Security reclassification up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#security-reclassification

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.securityReclassificationDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Security reclassification up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#security-reclassification

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.securitySwap(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Security Swap up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#security-swap

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.securitySwapDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Security Swap up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#security-swap

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.spinoff(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Security spinoff up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#spinoff

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.spinoffDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Security spinoff up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#spinoff

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.splits(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Security splits up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#splits

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.corporateActions.splitsDF(symbol='', refid='', token='', version='stable', filter='', format='json', **timeseries_kwargs)[source]

Security splits up-to-date and detailed information on all new announcements, as well as 12+ years of historical records.

Updated at 5am, 10am, 8pm UTC daily

https://iexcloud.io/docs/api/#splits

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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
  • all kwargs from pyEX.stocks.timeseries.timeSeries (Supports) –
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.balanceSheet(symbol, period='quarter', last=1, token='', version='stable', filter='', format='json')[source]

Pulls balance sheet data. Available quarterly (4 quarters) and annually (4 years)

https://iexcloud.io/docs/api/#balance-sheet Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.balanceSheetDF(symbol, period='quarter', last=1, token='', version='stable', filter='', format='json')[source]

Pulls balance sheet data. Available quarterly (4 quarters) and annually (4 years)

https://iexcloud.io/docs/api/#balance-sheet Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.cashFlow(symbol, period='quarter', last=1, token='', version='stable', filter='', format='json')[source]

Pulls cash flow data. Available quarterly (4 quarters) or annually (4 years).

https://iexcloud.io/docs/api/#cash-flow Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.cashFlowDF(symbol, period='quarter', last=1, token='', version='stable', filter='', format='json')[source]

Pulls cash flow data. Available quarterly (4 quarters) or annually (4 years).

https://iexcloud.io/docs/api/#cash-flow Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.dividends(symbol, timeframe='ytd', token='', version='stable', filter='', format='json')[source]

Dividend history

https://iexcloud.io/docs/api/#dividends Updated at 9am UTC every day

Parameters:
  • symbol (str) – Ticker to request
  • timeframe (str) – timeframe for data
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.dividendsDF(symbol, timeframe='ytd', token='', version='stable', filter='', format='json')[source]

Dividend history

https://iexcloud.io/docs/api/#dividends Updated at 9am UTC every day

Parameters:
  • symbol (str) – Ticker to request
  • timeframe (str) – timeframe for data
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.earnings(symbol, period='quarter', last=1, field='', token='', version='stable', filter='', format='json')[source]

Earnings data for a given company including the actual EPS, consensus, and fiscal period. Earnings are available quarterly (last 4 quarters) and annually (last 4 years).

https://iexcloud.io/docs/api/#earnings Updates at 9am, 11am, 12pm UTC every day

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • field (str) – Subfield to fetch
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.earningsDF(symbol, period='quarter', last=1, field='', token='', version='stable', filter='', format='json')[source]

Earnings data for a given company including the actual EPS, consensus, and fiscal period. Earnings are available quarterly (last 4 quarters) and annually (last 4 years).

https://iexcloud.io/docs/api/#earnings Updates at 9am, 11am, 12pm UTC every day

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • field (str) – Subfield to fetch
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.financials(symbol, period='quarter', token='', version='stable', filter='', format='json')[source]

Pulls income statement, balance sheet, and cash flow data from the four most recent reported quarters.

https://iexcloud.io/docs/api/#financials Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.financialsDF(symbol, period='quarter', token='', version='stable', filter='', format='json')[source]

Pulls income statement, balance sheet, and cash flow data from the four most recent reported quarters.

https://iexcloud.io/docs/api/#financials Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.fundamentals(symbol, period='quarter', token='', version='stable', filter='', format='json')[source]

Pulls fundamentals data.

https://iexcloud.io/docs/api/#advanced-fundamentals Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.fundamentalsDF(symbol, period='quarter', token='', version='stable', filter='', format='json')[source]

Pulls fundamentals data.

https://iexcloud.io/docs/api/#advanced-fundamentals Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.incomeStatement(symbol, period='quarter', last=1, token='', version='stable', filter='', format='json')[source]

Pulls income statement data. Available quarterly (4 quarters) or annually (4 years).

https://iexcloud.io/docs/api/#income-statement Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.incomeStatementDF(symbol, period='quarter', last=1, token='', version='stable', filter='', format='json')[source]

Pulls income statement data. Available quarterly (4 quarters) or annually (4 years).

https://iexcloud.io/docs/api/#income-statement Updates at 8am, 9am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.stockSplits(symbol, timeframe='ytd', token='', version='stable', filter='', format='json')[source]

Stock split history

https://iexcloud.io/docs/api/#splits Updated at 9am UTC every day

Parameters:
  • symbol (str) – Ticker to request
  • timeframe (str) – timeframe for data
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.fundamentals.stockSplitsDF(symbol, timeframe='ytd', token='', version='stable', filter='', format='json')[source]

Stock split history

https://iexcloud.io/docs/api/#splits Updated at 9am UTC every day

Parameters:
  • symbol (str) – Ticker to request
  • timeframe (str) – timeframe for data
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.iex.iexAuction(symbol=None, token='', version='stable', format='json')[source]

DEEP broadcasts an Auction Information Message every one second between the Lock-in Time and the auction match for Opening and Closing Auctions, and during the Display Only Period for IPO, Halt, and Volatility Auctions. Only IEX listed securities are eligible for IEX Auctions.

https://iexcloud.io/docs/api/#deep-auction

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexAuctionAsync(symbol=None, token='', version='stable', format='json')[source]

DEEP broadcasts an Auction Information Message every one second between the Lock-in Time and the auction match for Opening and Closing Auctions, and during the Display Only Period for IPO, Halt, and Volatility Auctions. Only IEX listed securities are eligible for IEX Auctions.

https://iexcloud.io/docs/api/#deep-auction

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexAuctionDF(symbol=None, token='', version='stable', format='json')[source]

DEEP broadcasts an Auction Information Message every one second between the Lock-in Time and the auction match for Opening and Closing Auctions, and during the Display Only Period for IPO, Halt, and Volatility Auctions. Only IEX listed securities are eligible for IEX Auctions.

https://iexcloud.io/docs/api/#deep-auction

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexBook(symbol=None, token='', version='stable', format='json')[source]

Book shows IEX’s bids and asks for given symbols.

https://iexcloud.io/docs/api/#deep-book

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexBookAsync(symbol=None, token='', version='stable', format='json')[source]

Book shows IEX’s bids and asks for given symbols.

https://iexcloud.io/docs/api/#deep-book

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexBookDF(symbol=None, token='', version='stable', format='json')[source]

Book shows IEX’s bids and asks for given symbols.

https://iexcloud.io/docs/api/#deep-book

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexDeep(symbol=None, token='', version='stable', format='json')[source]

DEEP is used to receive real-time depth of book quotations direct from IEX. The depth of book quotations received via DEEP provide an aggregated size of resting displayed orders at a price and side, and do not indicate the size or number of individual orders at any price level. Non-displayed orders and non-displayed portions of reserve orders are not represented in DEEP.

DEEP also provides last trade price and size information. Trades resulting from either displayed or non-displayed orders matching on IEX will be reported. Routed executions will not be reported.

https://iexcloud.io/docs/api/#deep

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexDeepAsync(symbol=None, token='', version='stable', format='json')[source]

DEEP is used to receive real-time depth of book quotations direct from IEX. The depth of book quotations received via DEEP provide an aggregated size of resting displayed orders at a price and side, and do not indicate the size or number of individual orders at any price level. Non-displayed orders and non-displayed portions of reserve orders are not represented in DEEP.

DEEP also provides last trade price and size information. Trades resulting from either displayed or non-displayed orders matching on IEX will be reported. Routed executions will not be reported.

https://iexcloud.io/docs/api/#deep

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexDeepDF(symbol=None, token='', version='stable', format='json')[source]

DEEP is used to receive real-time depth of book quotations direct from IEX. The depth of book quotations received via DEEP provide an aggregated size of resting displayed orders at a price and side, and do not indicate the size or number of individual orders at any price level. Non-displayed orders and non-displayed portions of reserve orders are not represented in DEEP.

DEEP also provides last trade price and size information. Trades resulting from either displayed or non-displayed orders matching on IEX will be reported. Routed executions will not be reported.

https://iexcloud.io/docs/api/#deep

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexHist(date=None, token='', version='stable', format='json')[source]
Parameters:
  • date (datetime) – Effective date
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexHistAsync(date=None, token='', version='stable', format='json')[source]
Parameters:
  • date (datetime) – Effective date
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexHistDF(date=None, token='', version='stable', format='json')[source]
Parameters:
  • date (datetime) – Effective date
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexLast(symbols=None, token='', version='stable', format='json')[source]

Last provides trade data for executions on IEX. It is a near real time, intraday API that provides IEX last sale price, size and time. Last is ideal for developers that need a lightweight stock quote.

https://iexcloud.io/docs/api/#last

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexLastAsync(symbols=None, token='', version='stable', format='json')[source]

Last provides trade data for executions on IEX. It is a near real time, intraday API that provides IEX last sale price, size and time. Last is ideal for developers that need a lightweight stock quote.

https://iexcloud.io/docs/api/#last

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexLastDF(symbols=None, token='', version='stable', format='json')[source]

Last provides trade data for executions on IEX. It is a near real time, intraday API that provides IEX last sale price, size and time. Last is ideal for developers that need a lightweight stock quote.

https://iexcloud.io/docs/api/#last

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexOfficialPrice(symbol=None, token='', version='stable', format='json')[source]

The Official Price message is used to disseminate the IEX Official Opening and Closing Prices.

These messages will be provided only for IEX Listed Securities.

https://iexcloud.io/docs/api/#deep-official-price

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexOfficialPriceAsync(symbol=None, token='', version='stable', format='json')[source]

The Official Price message is used to disseminate the IEX Official Opening and Closing Prices.

These messages will be provided only for IEX Listed Securities.

https://iexcloud.io/docs/api/#deep-official-price

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexOfficialPriceDF(symbol=None, token='', version='stable', format='json')[source]

The Official Price message is used to disseminate the IEX Official Opening and Closing Prices.

These messages will be provided only for IEX Listed Securities.

https://iexcloud.io/docs/api/#deep-official-price

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexOpHaltStatus(symbol=None, token='', version='stable', format='json')[source]

The Exchange may suspend trading of one or more securities on IEX for operational reasons and indicates such operational halt using the Operational halt status message.

IEX disseminates a full pre-market spin of Operational halt status messages indicating the operational halt status of all securities. In the spin, IEX will send out an Operational Halt Message with “N” (Not operationally halted on IEX) for all securities that are eligible for trading at the start of the Pre-Market Session. If a security is absent from the dissemination, firms should assume that the security is being treated as operationally halted in the IEX Trading System at the start of the Pre-Market Session.

After the pre-market spin, IEX will use the Operational halt status message to relay changes in operational halt status for an individual security.

https://iexcloud.io/docs/api/#deep-operational-halt-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexOpHaltStatusAsync(symbol=None, token='', version='stable', format='json')[source]

The Exchange may suspend trading of one or more securities on IEX for operational reasons and indicates such operational halt using the Operational halt status message.

IEX disseminates a full pre-market spin of Operational halt status messages indicating the operational halt status of all securities. In the spin, IEX will send out an Operational Halt Message with “N” (Not operationally halted on IEX) for all securities that are eligible for trading at the start of the Pre-Market Session. If a security is absent from the dissemination, firms should assume that the security is being treated as operationally halted in the IEX Trading System at the start of the Pre-Market Session.

After the pre-market spin, IEX will use the Operational halt status message to relay changes in operational halt status for an individual security.

https://iexcloud.io/docs/api/#deep-operational-halt-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexOpHaltStatusDF(symbol=None, token='', version='stable', format='json')[source]

The Exchange may suspend trading of one or more securities on IEX for operational reasons and indicates such operational halt using the Operational halt status message.

IEX disseminates a full pre-market spin of Operational halt status messages indicating the operational halt status of all securities. In the spin, IEX will send out an Operational Halt Message with “N” (Not operationally halted on IEX) for all securities that are eligible for trading at the start of the Pre-Market Session. If a security is absent from the dissemination, firms should assume that the security is being treated as operationally halted in the IEX Trading System at the start of the Pre-Market Session.

After the pre-market spin, IEX will use the Operational halt status message to relay changes in operational halt status for an individual security.

https://iexcloud.io/docs/api/#deep-operational-halt-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSecurityEvent(symbol=None, token='', version='stable', format='json')[source]

The Security event message is used to indicate events that apply to a security. A Security event message will be sent whenever such event occurs

https://iexcloud.io/docs/api/#deep-security-event

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSecurityEventAsync(symbol=None, token='', version='stable', format='json')[source]

The Security event message is used to indicate events that apply to a security. A Security event message will be sent whenever such event occurs

https://iexcloud.io/docs/api/#deep-security-event

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSecurityEventDF(symbol=None, token='', version='stable', format='json')[source]

The Security event message is used to indicate events that apply to a security. A Security event message will be sent whenever such event occurs

https://iexcloud.io/docs/api/#deep-security-event

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSsrStatus(symbol=None, token='', version='stable', format='json')[source]

In association with Rule 201 of Regulation SHO, the Short Sale Price Test Message is used to indicate when a short sale price test restriction is in effect for a security.

IEX disseminates a full pre-market spin of Short sale price test status messages indicating the Rule 201 status of all securities.
After the pre-market spin, IEX will use the Short sale price test status message in the event of an intraday status change.

The IEX Trading System will process orders based on the latest short sale price test restriction status.

https://iexcloud.io/docs/api/#deep-short-sale-price-test-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSsrStatusAsync(symbol=None, token='', version='stable', format='json')[source]

In association with Rule 201 of Regulation SHO, the Short Sale Price Test Message is used to indicate when a short sale price test restriction is in effect for a security.

IEX disseminates a full pre-market spin of Short sale price test status messages indicating the Rule 201 status of all securities.
After the pre-market spin, IEX will use the Short sale price test status message in the event of an intraday status change.

The IEX Trading System will process orders based on the latest short sale price test restriction status.

https://iexcloud.io/docs/api/#deep-short-sale-price-test-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSsrStatusDF(symbol=None, token='', version='stable', format='json')[source]

In association with Rule 201 of Regulation SHO, the Short Sale Price Test Message is used to indicate when a short sale price test restriction is in effect for a security.

IEX disseminates a full pre-market spin of Short sale price test status messages indicating the Rule 201 status of all securities.
After the pre-market spin, IEX will use the Short sale price test status message in the event of an intraday status change.

The IEX Trading System will process orders based on the latest short sale price test restriction status.

https://iexcloud.io/docs/api/#deep-short-sale-price-test-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSystemEvent(token='', version='stable', format='json')[source]

The System event message is used to indicate events that apply to the market or the data feed.

There will be a single message disseminated per channel for each System Event type within a given trading session.

https://iexcloud.io/docs/api/#deep-system-event

Parameters:
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSystemEventAsync(token='', version='stable', format='json')[source]

The System event message is used to indicate events that apply to the market or the data feed.

There will be a single message disseminated per channel for each System Event type within a given trading session.

https://iexcloud.io/docs/api/#deep-system-event

Parameters:
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexSystemEventDF(token='', version='stable', format='json')[source]

The System event message is used to indicate events that apply to the market or the data feed.

There will be a single message disseminated per channel for each System Event type within a given trading session.

https://iexcloud.io/docs/api/#deep-system-event

Parameters:
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTops(symbols=None, token='', version='stable', format='json')[source]

TOPS provides IEX’s aggregated best quoted bid and offer position in near real time for all securities on IEX’s displayed limit order book. TOPS is ideal for developers needing both quote and trade data.

https://iexcloud.io/docs/api/#tops

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTopsAsync(symbols=None, token='', version='stable', format='json')[source]

TOPS provides IEX’s aggregated best quoted bid and offer position in near real time for all securities on IEX’s displayed limit order book. TOPS is ideal for developers needing both quote and trade data.

https://iexcloud.io/docs/api/#tops

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTopsDF(symbols=None, token='', version='stable', format='json')[source]

TOPS provides IEX’s aggregated best quoted bid and offer position in near real time for all securities on IEX’s displayed limit order book. TOPS is ideal for developers needing both quote and trade data.

https://iexcloud.io/docs/api/#tops

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTradeBreak(symbol=None, token='', version='stable', format='json')[source]

Trade break messages are sent when an execution on IEX is broken on that same trading day. Trade breaks are rare and only affect applications that rely upon IEX execution based data.

https://iexcloud.io/docs/api/#deep-trade-break

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTradeBreakAsync(symbol=None, token='', version='stable', format='json')[source]

Trade break messages are sent when an execution on IEX is broken on that same trading day. Trade breaks are rare and only affect applications that rely upon IEX execution based data.

https://iexcloud.io/docs/api/#deep-trade-break

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTradeBreakDF(symbol=None, token='', version='stable', format='json')[source]

Trade break messages are sent when an execution on IEX is broken on that same trading day. Trade breaks are rare and only affect applications that rely upon IEX execution based data.

https://iexcloud.io/docs/api/#deep-trade-break

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTrades(symbol=None, token='', version='stable', format='json')[source]

Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. DEEP sends a Trade report message for every individual fill.

https://iexcloud.io/docs/api/#deep-trades

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTradesAsync(symbol=None, token='', version='stable', format='json')[source]

Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. DEEP sends a Trade report message for every individual fill.

https://iexcloud.io/docs/api/#deep-trades

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTradesDF(symbol=None, token='', version='stable', format='json')[source]

Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. DEEP sends a Trade report message for every individual fill.

https://iexcloud.io/docs/api/#deep-trades

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTradingStatus(symbol=None, token='', version='stable', format='json')[source]
The Trading status message is used to indicate the current trading status of a security.
For IEX-listed securities, IEX acts as the primary market and has the authority to institute a trading halt or trading pause in a security due to news dissemination or regulatory reasons. For non-IEX-listed securities, IEX abides by any regulatory trading halts and trading pauses instituted by the primary or listing market, as applicable.
IEX disseminates a full pre-market spin of Trading status messages indicating the trading status of all securities.
In the spin, IEX will send out a Trading status message with “T” (Trading) for all securities that are eligible for trading at the start of the Pre-Market Session. If a security is absent from the dissemination, firms should assume that the security is being treated as operationally halted in the IEX Trading System.

After the pre-market spin, IEX will use the Trading status message to relay changes in trading status for an individual security. Messages will be sent when a security is:

Halted Paused* Released into an Order Acceptance Period* Released for trading *The paused and released into an Order Acceptance Period status will be disseminated for IEX-listed securities only. Trading pauses on non-IEX-listed securities will be treated simply as a halt.

https://iexcloud.io/docs/api/#deep-trading-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTradingStatusAsync(symbol=None, token='', version='stable', format='json')[source]
The Trading status message is used to indicate the current trading status of a security.
For IEX-listed securities, IEX acts as the primary market and has the authority to institute a trading halt or trading pause in a security due to news dissemination or regulatory reasons. For non-IEX-listed securities, IEX abides by any regulatory trading halts and trading pauses instituted by the primary or listing market, as applicable.
IEX disseminates a full pre-market spin of Trading status messages indicating the trading status of all securities.
In the spin, IEX will send out a Trading status message with “T” (Trading) for all securities that are eligible for trading at the start of the Pre-Market Session. If a security is absent from the dissemination, firms should assume that the security is being treated as operationally halted in the IEX Trading System.

After the pre-market spin, IEX will use the Trading status message to relay changes in trading status for an individual security. Messages will be sent when a security is:

Halted Paused* Released into an Order Acceptance Period* Released for trading *The paused and released into an Order Acceptance Period status will be disseminated for IEX-listed securities only. Trading pauses on non-IEX-listed securities will be treated simply as a halt.

https://iexcloud.io/docs/api/#deep-trading-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.iex.iexTradingStatusDF(symbol=None, token='', version='stable', format='json')[source]
The Trading status message is used to indicate the current trading status of a security.
For IEX-listed securities, IEX acts as the primary market and has the authority to institute a trading halt or trading pause in a security due to news dissemination or regulatory reasons. For non-IEX-listed securities, IEX abides by any regulatory trading halts and trading pauses instituted by the primary or listing market, as applicable.
IEX disseminates a full pre-market spin of Trading status messages indicating the trading status of all securities.
In the spin, IEX will send out a Trading status message with “T” (Trading) for all securities that are eligible for trading at the start of the Pre-Market Session. If a security is absent from the dissemination, firms should assume that the security is being treated as operationally halted in the IEX Trading System.

After the pre-market spin, IEX will use the Trading status message to relay changes in trading status for an individual security. Messages will be sent when a security is:

Halted Paused* Released into an Order Acceptance Period* Released for trading *The paused and released into an Order Acceptance Period status will be disseminated for IEX-listed securities only. Trading pauses on non-IEX-listed securities will be treated simply as a halt.

https://iexcloud.io/docs/api/#deep-trading-status

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
  • format (str) – return format, defaults to json
Returns:

result

Return type:

dict

pyEX.stocks.marketInfo.collections(tag, collectionName, token='', version='stable', filter='', format='json')[source]

Returns an array of quote objects for a given collection type. Currently supported collection types are sector, tag, and list

https://iexcloud.io/docs/api/#collections

Parameters:
  • tag (str) – Sector, Tag, or List
  • collectionName (str) – Associated name for tag
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.collectionsDF(tag, collectionName, token='', version='stable', filter='', format='json')[source]

Returns an array of quote objects for a given collection type. Currently supported collection types are sector, tag, and list

https://iexcloud.io/docs/api/#collections

Parameters:
  • tag (str) – Sector, Tag, or List
  • collectionName (str) – Associated name for tag
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.earningsToday(token='', version='stable', filter='', format='json')[source]

Returns earnings that will be reported today as two arrays: before the open bto and after market close amc. Each array contains an object with all keys from earnings, a quote object, and a headline key.

https://iexcloud.io/docs/api/#earnings-today Updates at 9am, 11am, 12pm UTC daily

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.earningsTodayDF(token='', version='stable', filter='', format='json')[source]

Returns earnings that will be reported today as two arrays: before the open bto and after market close amc. Each array contains an object with all keys from earnings, a quote object, and a headline key.

https://iexcloud.io/docs/api/#earnings-today Updates at 9am, 11am, 12pm UTC daily

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.ipoToday(token='', version='stable', filter='', format='json')[source]

This returns a list of upcoming or today IPOs scheduled for the current and next month. The response is split into two structures: rawData and viewData. rawData represents all available data for an IPO. viewData represents data structured for display to a user.

https://iexcloud.io/docs/api/#ipo-calendar 10am, 10:30am UTC daily

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.ipoTodayDF(token='', version='stable', filter='', format='json')[source]

This returns a list of upcoming or today IPOs scheduled for the current and next month. The response is split into two structures: rawData and viewData. rawData represents all available data for an IPO. viewData represents data structured for display to a user.

https://iexcloud.io/docs/api/#ipo-calendar 10am, 10:30am UTC daily

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.ipoUpcoming(token='', version='stable', filter='', format='json')[source]

This returns a list of upcoming or today IPOs scheduled for the current and next month. The response is split into two structures: rawData and viewData. rawData represents all available data for an IPO. viewData represents data structured for display to a user.

https://iexcloud.io/docs/api/#ipo-calendar 10am, 10:30am UTC daily

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.ipoUpcomingDF(token='', version='stable', filter='', format='json')[source]

This returns a list of upcoming or today IPOs scheduled for the current and next month. The response is split into two structures: rawData and viewData. rawData represents all available data for an IPO. viewData represents data structured for display to a user.

https://iexcloud.io/docs/api/#ipo-calendar 10am, 10:30am UTC daily

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.list(option='mostactive', token='', version='stable', filter='', format='json')[source]

Returns an array of quotes for the top 10 symbols in a specified list.

https://iexcloud.io/docs/api/#list Updated intraday

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.listDF(option='mostactive', token='', version='stable', filter='', format='json')[source]

Returns an array of quotes for the top 10 symbols in a specified list.

https://iexcloud.io/docs/api/#list Updated intraday

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketOhlc(token='', version='stable', filter='', format='json')[source]

Returns the official open and close for whole market.

https://iexcloud.io/docs/api/#news 9:30am-5pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketOhlcDF(token='', version='stable', filter='', format='json')[source]

Returns the official open and close for whole market.

https://iexcloud.io/docs/api/#news 9:30am-5pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketPrevious(token='', version='stable', filter='', format='json')

This returns previous day adjusted price data for whole market

https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketPreviousDF(token='', version='stable', filter='', format='json')

This returns previous day adjusted price data for whole market

https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketShortInterest(date=None, token='', version='stable', filter='', format='json')[source]

The consolidated market short interest positions in all IEX-listed securities are included in the IEX Short Interest Report.

The report data will be published daily at 4:00pm ET.

https://iexcloud.io/docs/api/#listed-short-interest-list-in-dev

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketShortInterestDF(date=None, token='', version='stable', filter='', format='json')[source]

The consolidated market short interest positions in all IEX-listed securities are included in the IEX Short Interest Report.

The report data will be published daily at 4:00pm ET.

https://iexcloud.io/docs/api/#listed-short-interest-list-in-dev

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketVolume(token='', version='stable', filter='', format='json')[source]

This endpoint returns real time traded volume on U.S. markets.

https://iexcloud.io/docs/api/#market-volume-u-s 7:45am-5:15pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketVolumeDF(token='', version='stable', filter='', format='json')[source]

This endpoint returns real time traded volume on U.S. markets.

https://iexcloud.io/docs/api/#market-volume-u-s 7:45am-5:15pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketYesterday(token='', version='stable', filter='', format='json')[source]

This returns previous day adjusted price data for whole market

https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.marketYesterdayDF(token='', version='stable', filter='', format='json')[source]

This returns previous day adjusted price data for whole market

https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.sectorPerformance(token='', version='stable', filter='', format='json')[source]

This returns an array of each sector and performance for the current trading day. Performance is based on each sector ETF.

https://iexcloud.io/docs/api/#sector-performance 8am-5pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.sectorPerformanceDF(token='', version='stable', filter='', format='json')[source]

This returns an array of each sector and performance for the current trading day. Performance is based on each sector ETF.

https://iexcloud.io/docs/api/#sector-performance 8am-5pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingDividends(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingDividendsDF(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingEarnings(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingEarningsDF(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingEvents(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingEventsDF(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingIPOs(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingIPOsDF(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingSplits(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.marketInfo.upcomingSplitsDF(symbol='', refid='', token='', version='stable', filter='', format='json')[source]

This will return all upcoming estimates, dividends, splits for a given symbol or the market. If market is passed for the symbol, IPOs will also be included.

https://iexcloud.io/docs/api/#upcoming-events

Parameters:
  • symbol (str) – Symbol to look up
  • refid (str) – Optional. Id that matches the refid field returned in the response object. This allows you to pull a specific event for a symbol.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.news.marketNews(count=10, token='', version='stable', filter='', format='json')[source]

News about market

https://iexcloud.io/docs/api/#news Continuous

Parameters:
  • count (int) – limit number of results
  • 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:

result dict: result

Return type:

dict or DataFrame

pyEX.stocks.news.marketNewsDF(count=10, token='', version='stable', filter='', format='json')[source]

News about market

https://iexcloud.io/docs/api/#news Continuous

Parameters:
  • count (int) – limit number of results
  • 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:

result dict: result

Return type:

dict or DataFrame

pyEX.stocks.news.news(symbol, count=10, token='', version='stable', filter='', format='json')[source]

News about company

https://iexcloud.io/docs/api/#news Continuous

Parameters:
  • symbol (str) – Ticker to request
  • count (int) – limit number of results
  • 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:

result dict: result

Return type:

dict or DataFrame

pyEX.stocks.news.newsDF(symbol, count=10, token='', version='stable', filter='', format='json')[source]

News about company

https://iexcloud.io/docs/api/#news Continuous

Parameters:
  • symbol (str) – Ticker to request
  • count (int) – limit number of results
  • 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:

result dict: result

Return type:

dict or DataFrame

pyEX.stocks.prices.book(symbol, token='', version='stable', filter='', format='json')[source]

Book data

https://iextrading.com/developer/docs/#book realtime during Investors Exchange market hours

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.bookDF(symbol, token='', version='stable', filter='', format='json')[source]

Book data

https://iextrading.com/developer/docs/#book realtime during Investors Exchange market hours

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.chart(symbol, timeframe='1m', date=None, exactDate=None, last=-1, closeOnly=False, byDay=False, simplify=False, interval=-1, changeFromClose=False, displayPercent=False, sort='desc', includeToday=False, token='', version='stable', filter='', format='json')[source]

Historical price/volume data, daily and intraday

https://iexcloud.io/docs/api/#historical-prices Data Schedule 1d: -9:30-4pm ET Mon-Fri on regular market trading days

-9:30-1pm ET on early close trading days
All others:
-Prior trading day available after 4am ET Tue-Sat
Parameters:
  • symbol (str) – Ticker to request
  • timeframe (str) – Timeframe to request e.g. 1m
  • date (datetime) – date, if requesting intraday
  • exactDate (str) – Same as date, takes precedence
  • last (int) – If passed, chart data will return the last N elements from the time period defined by the range parameter
  • closeOnly (bool) – Will return adjusted data only with keys date, close, and volume.
  • byDay (bool) – Used only when range is date to return OHLCV data instead of minute bar data.
  • simplify (bool) –
  • interval (int) –
  • changeFromClose (bool) – If true, changeOverTime and marketChangeOverTime will be relative to previous day close instead of the first value.
  • displayPercent (bool) – If set to true, all percentage values will be multiplied by a factor of 100 (Ex: /stock/twtr/chart?displayPercent=true)
  • range (str) – Same format as the path parameter. This can be used for batch calls.
  • sort (str) – Can be “asc” or “desc” to sort results by date. Defaults to “desc”
  • includeToday (bool) – If true, current trading day data is appended
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.chartDF(symbol, timeframe='1m', date=None, exactDate=None, last=-1, closeOnly=False, byDay=False, simplify=False, interval=-1, changeFromClose=False, displayPercent=False, sort='desc', includeToday=False, token='', version='stable', filter='', format='json')[source]

Historical price/volume data, daily and intraday

https://iexcloud.io/docs/api/#historical-prices Data Schedule 1d: -9:30-4pm ET Mon-Fri on regular market trading days

-9:30-1pm ET on early close trading days
All others:
-Prior trading day available after 4am ET Tue-Sat
Parameters:
  • symbol (str) – Ticker to request
  • timeframe (str) – Timeframe to request e.g. 1m
  • date (datetime) – date, if requesting intraday
  • exactDate (str) – Same as date, takes precedence
  • last (int) – If passed, chart data will return the last N elements from the time period defined by the range parameter
  • closeOnly (bool) – Will return adjusted data only with keys date, close, and volume.
  • byDay (bool) – Used only when range is date to return OHLCV data instead of minute bar data.
  • simplify (bool) –
  • interval (int) –
  • changeFromClose (bool) – If true, changeOverTime and marketChangeOverTime will be relative to previous day close instead of the first value.
  • displayPercent (bool) – If set to true, all percentage values will be multiplied by a factor of 100 (Ex: /stock/twtr/chart?displayPercent=true)
  • range (str) – Same format as the path parameter. This can be used for batch calls.
  • sort (str) – Can be “asc” or “desc” to sort results by date. Defaults to “desc”
  • includeToday (bool) – If true, current trading day data is appended
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.delayedQuote(symbol, token='', version='stable', filter='', format='json')[source]

This returns the 15 minute delayed market quote.

https://iexcloud.io/docs/api/#delayed-quote 15min delayed 4:30am - 8pm ET M-F when market is open

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.delayedQuoteDF(symbol, token='', version='stable', filter='', format='json')[source]

This returns the 15 minute delayed market quote.

https://iexcloud.io/docs/api/#delayed-quote 15min delayed 4:30am - 8pm ET M-F when market is open

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.intraday(symbol, date='', exactDate='', last=-1, IEXOnly=False, reset=False, simplify=False, interval=-1, changeFromClose=False, IEXWhenNull=False, token='', version='stable', filter='', format='json')[source]

This endpoint will return aggregated intraday prices in one minute buckets

https://iexcloud.io/docs/api/#intraday-prices 9:30-4pm ET Mon-Fri on regular market trading days 9:30-1pm ET on early close trading days

Parameters:
  • symbol (str) – Ticker to request
  • date (str) – Formatted as YYYYMMDD. This can be used for batch calls when range is 1d or date. Currently supporting trailing 30 calendar days of minute bar data.
  • exactDate (str) – Same as date, takes precedence
  • last (number) – If passed, chart data will return the last N elements
  • IEXOnly (bool) – Limits the return of intraday prices to IEX only data.
  • reset (bool) – If true, chart will reset at midnight instead of the default behavior of 9:30am ET.
  • simplify (bool) – If true, runs a polyline simplification using the Douglas-Peucker algorithm. This is useful if plotting sparkline charts.
  • interval (number) – If passed, chart data will return every Nth element as defined by chartInterval
  • changeFromClose (bool) – If true, changeOverTime and marketChangeOverTime will be relative to previous day close instead of the first value.
  • IEXWhenNull (bool) – By default, all market prefixed fields are 15 minute delayed, meaning the most recent 15 objects will be null. If this parameter is passed as true, all market prefixed fields that are null will be populated with IEX data if available.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.intradayDF(symbol, date='', exactDate='', last=-1, IEXOnly=False, reset=False, simplify=False, interval=-1, changeFromClose=False, IEXWhenNull=False, token='', version='stable', filter='', format='json')[source]

This endpoint will return aggregated intraday prices in one minute buckets

https://iexcloud.io/docs/api/#intraday-prices 9:30-4pm ET Mon-Fri on regular market trading days 9:30-1pm ET on early close trading days

Parameters:
  • symbol (str) – Ticker to request
  • date (str) – Formatted as YYYYMMDD. This can be used for batch calls when range is 1d or date. Currently supporting trailing 30 calendar days of minute bar data.
  • exactDate (str) – Same as date, takes precedence
  • last (number) – If passed, chart data will return the last N elements
  • IEXOnly (bool) – Limits the return of intraday prices to IEX only data.
  • reset (bool) – If true, chart will reset at midnight instead of the default behavior of 9:30am ET.
  • simplify (bool) – If true, runs a polyline simplification using the Douglas-Peucker algorithm. This is useful if plotting sparkline charts.
  • interval (number) – If passed, chart data will return every Nth element as defined by chartInterval
  • changeFromClose (bool) – If true, changeOverTime and marketChangeOverTime will be relative to previous day close instead of the first value.
  • IEXWhenNull (bool) – By default, all market prefixed fields are 15 minute delayed, meaning the most recent 15 objects will be null. If this parameter is passed as true, all market prefixed fields that are null will be populated with IEX data if available.
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.largestTrades(symbol, token='', version='stable', filter='', format='json')[source]

This returns 15 minute delayed, last sale eligible trades.

https://iexcloud.io/docs/api/#largest-trades 9:30-4pm ET M-F during regular market hours

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.largestTradesDF(symbol, token='', version='stable', filter='', format='json')[source]

This returns 15 minute delayed, last sale eligible trades.

https://iexcloud.io/docs/api/#largest-trades 9:30-4pm ET M-F during regular market hours

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.ohlc(symbol, token='', version='stable', filter='', format='json')[source]

Returns the official open and close for a give symbol.

https://iexcloud.io/docs/api/#ohlc 9:30am-5pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.ohlcDF(symbol, token='', version='stable', filter='', format='json')[source]

Returns the official open and close for a give symbol.

https://iexcloud.io/docs/api/#ohlc 9:30am-5pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.previous(symbol, token='', version='stable', filter='', format='json')

This returns previous day adjusted price data for one or more stocks

https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.previousDF(symbol, token='', version='stable', filter='', format='json')

This returns previous day adjusted price data for one or more stocks

https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.price(symbol, token='', version='stable', filter='', format='json')[source]

Price of ticker

https://iexcloud.io/docs/api/#price 4:30am-8pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.priceDF(symbol, token='', version='stable', filter='', format='json')[source]

Price of ticker

https://iexcloud.io/docs/api/#price 4:30am-8pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.quote(symbol, token='', version='stable', filter='', format='json')[source]

Get quote for ticker

https://iexcloud.io/docs/api/#quote 4:30am-8pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.quoteDF(symbol, token='', version='stable', filter='', format='json')[source]

Get quote for ticker

https://iexcloud.io/docs/api/#quote 4:30am-8pm ET Mon-Fri

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.spread(symbol, token='', version='stable', filter='', format='json')[source]

This returns an array of effective spread, eligible volume, and price improvement of a stock, by market. Unlike volume-by-venue, this will only return a venue if effective spread is not ‘N/A’. Values are sorted in descending order by effectiveSpread. Lower effectiveSpread and higher priceImprovement values are generally considered optimal.

Effective spread is designed to measure marketable orders executed in relation to the market center’s quoted spread and takes into account hidden and midpoint liquidity available at each market center. Effective Spread is calculated by using eligible trade prices recorded to the consolidated tape and comparing those trade prices to the National Best Bid and Offer (“NBBO”) at the time of the execution.

View the data disclaimer at the bottom of the stocks app for more information about how these values are calculated.

8am ET M-F

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.spreadDF(symbol, token='', version='stable', filter='', format='json')[source]

This returns an array of effective spread, eligible volume, and price improvement of a stock, by market. Unlike volume-by-venue, this will only return a venue if effective spread is not ‘N/A’. Values are sorted in descending order by effectiveSpread. Lower effectiveSpread and higher priceImprovement values are generally considered optimal.

Effective spread is designed to measure marketable orders executed in relation to the market center’s quoted spread and takes into account hidden and midpoint liquidity available at each market center. Effective Spread is calculated by using eligible trade prices recorded to the consolidated tape and comparing those trade prices to the National Best Bid and Offer (“NBBO”) at the time of the execution.

View the data disclaimer at the bottom of the stocks app for more information about how these values are calculated.

8am ET M-F

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.volumeByVenue(symbol, token='', version='stable', filter='', format='json')[source]

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

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.volumeByVenueDF(symbol, token='', version='stable', filter='', format='json')[source]

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

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.yesterday(symbol, token='', version='stable', filter='', format='json')[source]

This returns previous day adjusted price data for one or more stocks

https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.prices.yesterdayDF(symbol, token='', version='stable', filter='', format='json')[source]

This returns previous day adjusted price data for one or more stocks

https://iexcloud.io/docs/api/#previous-day-prices Available after 4am ET Tue-Sat

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.company(symbol, token='', version='stable', filter='', format='json')[source]

Company reference data

https://iexcloud.io/docs/api/#company Updates at 4am and 5am UTC every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.companyDF(symbol, token='', version='stable', filter='', format='json')[source]

Company reference data

https://iexcloud.io/docs/api/#company Updates at 4am and 5am UTC every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.insiderRoster(symbol, token='', version='stable', filter='', format='json')[source]

Returns the top 10 insiders, with the most recent information.

https://iexcloud.io/docs/api/#insider-roster Updates at 5am, 6am ET every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.insiderRosterDF(symbol, token='', version='stable', filter='', format='json')[source]

Returns the top 10 insiders, with the most recent information.

https://iexcloud.io/docs/api/#insider-roster Updates at 5am, 6am ET every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.insiderSummary(symbol, token='', version='stable', filter='', format='json')[source]

Returns aggregated insiders summary data for the last 6 months.

https://iexcloud.io/docs/api/#insider-summary Updates at 5am, 6am ET every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.insiderSummaryDF(symbol, token='', version='stable', filter='', format='json')[source]

Returns aggregated insiders summary data for the last 6 months.

https://iexcloud.io/docs/api/#insider-summary Updates at 5am, 6am ET every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.insiderTransactions(symbol, token='', version='stable', filter='', format='json')[source]

Returns insider transactions.

https://iexcloud.io/docs/api/#insider-transactions Updates at UTC every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.insiderTransactionsDF(symbol, token='', version='stable', filter='', format='json')[source]

Returns insider transactions.

https://iexcloud.io/docs/api/#insider-transactions Updates at UTC every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.logo(symbol, token='', version='stable', filter='', format='json')[source]

This is a helper function, but the google APIs url is standardized.

https://iexcloud.io/docs/api/#logo 8am UTC daily

Parameters:
Returns:

result

Return type:

dict

pyEX.stocks.profiles.logoNotebook(symbol, token='', version='stable')[source]

This is a helper function, but the google APIs url is standardized.

https://iexcloud.io/docs/api/#logo 8am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
Returns:

result

Return type:

image

pyEX.stocks.profiles.logoPNG(symbol, token='', version='stable')[source]

This is a helper function, but the google APIs url is standardized.

https://iexcloud.io/docs/api/#logo 8am UTC daily

Parameters:
  • symbol (str) – Ticker to request
  • token (str) – Access token
  • version (str) – API version
Returns:

result as png

Return type:

image

pyEX.stocks.profiles.peers(symbol, token='', version='stable', filter='', format='json')[source]

Peers of ticker

https://iexcloud.io/docs/api/#peers 8am UTC daily

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.peersDF(symbol, token='', version='stable', filter='', format='json')[source]

Peers of ticker

https://iexcloud.io/docs/api/#peers 8am UTC daily

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.profiles.relevant(symbol, token='', version='stable', filter='', format='json')[source]

Same as peers

https://iexcloud.io/docs/api/#relevant :param symbol: Ticker to request :type symbol: str :param token: Access token :type token: str :param version: API version :type version: str :param filter: filters: https://iexcloud.io/docs/api/#filter-results :type filter: str :param format: return format, defaults to json :type format: str

Returns:result
Return type:dict or DataFrame

Deprecated since version Deprecated:: IEX Cloud status unkown

pyEX.stocks.profiles.relevantDF(symbol, token='', version='stable', filter='', format='json')[source]

Same as peers

https://iexcloud.io/docs/api/#relevant :param symbol: Ticker to request :type symbol: str :param token: Access token :type token: str :param version: API version :type version: str :param filter: filters: https://iexcloud.io/docs/api/#filter-results :type filter: str :param format: return format, defaults to json :type format: str

Returns:result
Return type:dict or DataFrame

Deprecated since version Deprecated:: IEX Cloud status unkown

pyEX.stocks.research.advancedStats(symbol, token='', version='stable', filter='', format='json')[source]

Returns everything in key stats plus additional advanced stats such as EBITDA, ratios, key financial data, and more.

https://iexcloud.io/docs/api/#advanced-stats 4am, 5am ET

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.advancedStatsDF(symbol, token='', version='stable', filter='', format='json')[source]

Returns everything in key stats plus additional advanced stats such as EBITDA, ratios, key financial data, and more.

https://iexcloud.io/docs/api/#advanced-stats 4am, 5am ET

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.analystRecommendations(symbol, token='', version='stable', filter='', format='json')[source]

Pulls data from the last four months.

https://iexcloud.io/docs/api/#analyst-recommendations Updates at 9am, 11am, 12pm UTC every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.analystRecommendationsDF(symbol, token='', version='stable', filter='', format='json')[source]

Pulls data from the last four months.

https://iexcloud.io/docs/api/#analyst-recommendations Updates at 9am, 11am, 12pm UTC every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.estimates(symbol, period='quarter', last=1, token='', version='stable', filter='', format='json')[source]

Provides the latest consensus estimate for the next fiscal period

https://iexcloud.io/docs/api/#estimates Updates at 9am, 11am, 12pm UTC every day

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.research.estimatesDF(symbol, period='quarter', last=1, token='', version='stable', filter='', format='json')[source]

Provides the latest consensus estimate for the next fiscal period

https://iexcloud.io/docs/api/#estimates Updates at 9am, 11am, 12pm UTC every day

Parameters:
  • symbol (str) – Ticker to request
  • period (str) – Period, either ‘annual’ or ‘quarter’
  • last (int) – Number of records to fetch, up to 12 for ‘quarter’ and 4 for ‘annual’
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.research.fundOwnership(symbol, token='', version='stable', filter='', format='json')[source]
Returns the top 10 fund holders, meaning any firm not defined as buy-side or sell-side such as mutual funds,
pension funds, endowments, investment firms, and other large entities that manage funds on behalf of others.

https://iexcloud.io/docs/api/#fund-ownership Updates at 5am, 6am ET every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.fundOwnershipDF(symbol, token='', version='stable', filter='', format='json')[source]
Returns the top 10 fund holders, meaning any firm not defined as buy-side or sell-side such as mutual funds,
pension funds, endowments, investment firms, and other large entities that manage funds on behalf of others.

https://iexcloud.io/docs/api/#fund-ownership Updates at 5am, 6am ET every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.institutionalOwnership(symbol, token='', version='stable', filter='', format='json')[source]

Returns the top 10 institutional holders, defined as buy-side or sell-side firms.

https://iexcloud.io/docs/api/#institutional-ownership Updates at 5am, 6am ET every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.institutionalOwnershipDF(symbol, token='', version='stable', filter='', format='json')[source]

Returns the top 10 institutional holders, defined as buy-side or sell-side firms.

https://iexcloud.io/docs/api/#institutional-ownership Updates at 5am, 6am ET every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.keyStats(symbol, stat='', token='', version='stable', filter='', format='json')[source]

Key Stats about company

https://iexcloud.io/docs/api/#key-stats 8am, 9am ET

Parameters:
  • symbol (str) – Ticker to request
  • stat (Optiona[str]) – specific stat to request, in: companyName marketcap week52high week52low week52change sharesOutstanding float avg10Volume avg30Volume day200MovingAvg day50MovingAvg employees ttmEPS ttmDividendRate dividendYield nextDividendDate exDividendDate nextEarningsDate peRatio beta maxChangePercent year5ChangePercent year2ChangePercent year1ChangePercent ytdChangePercent month6ChangePercent month3ChangePercent month1ChangePercent day30ChangePercent day5ChangePercent
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.research.keyStatsDF(symbol, stat='', token='', version='stable', filter='', format='json')[source]

Key Stats about company

https://iexcloud.io/docs/api/#key-stats 8am, 9am ET

Parameters:
  • symbol (str) – Ticker to request
  • stat (Optiona[str]) – specific stat to request, in: companyName marketcap week52high week52low week52change sharesOutstanding float avg10Volume avg30Volume day200MovingAvg day50MovingAvg employees ttmEPS ttmDividendRate dividendYield nextDividendDate exDividendDate nextEarningsDate peRatio beta maxChangePercent year5ChangePercent year2ChangePercent year1ChangePercent ytdChangePercent month6ChangePercent month3ChangePercent month1ChangePercent day30ChangePercent day5ChangePercent
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.research.priceTarget(symbol, token='', version='stable', filter='', format='json')[source]

Provides the latest avg, high, and low analyst price target for a symbol.

https://iexcloud.io/docs/api/#price-target Updates at 10am, 11am, 12pm UTC every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.priceTargetDF(symbol, token='', version='stable', filter='', format='json')[source]

Provides the latest avg, high, and low analyst price target for a symbol.

https://iexcloud.io/docs/api/#price-target Updates at 10am, 11am, 12pm UTC every day

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.research.technicals(symbol, indicator, range='1m', input1=None, input2=None, input3=None, input4=None, token='', version='stable', filter='', format='json')[source]

Technical indicators are available for any historical or intraday range.

This endpoint calls the historical or intraday price endpoints for the given range, and the associated indicator for the price range.

https://iexcloud.io/docs/api/#technical-indicators Data Timing: On Demand

Parameters:
  • symbol (str) – Ticker to request
  • indicator (str) – Technical indicator to request, in: Indicator Description Inputs Defaults Outputs ————————————————————————————————————- abs Vector Absolute Value abs acos Vector Arccosine acos ad Accumulation/Distribution Line ad add Vector Addition add adosc Accumulation/Distribution Oscillator short period,long period 2,5 adosc adx Average Directional Movement Index period 5 dx adxr Average Directional Movement Rating period 5 dx ao Awesome Oscillator ao apo Absolute Price Oscillator short period,long period 2,5 apo aroon Aroon period 5 aroon_down,aroon_up aroonosc Aroon Oscillator period 5 aroonosc asin Vector Arcsine asin atan Vector Arctangent atan atr Average True Range period 5 atr avgprice Average Price avgprice bbands Bollinger Bands period,stddev 20,2 bbands_lower,bbands_middle,bbands_upper bop Balance of Power cci Commodity Channel Index period 5 cci ceil Vector Ceiling ceil cmo Chande Momentum Oscillator period 5 cmo cos Vector Cosine cos cosh Vector Hyperbolic Cosine cosh crossany Crossany crossany crossover Crossover crossover cvi Chaikins Volatility period 5 cvi decay Linear Decay period 5 decay dema Double Exponential Moving Average period 5 dema di Directional Indicator period 5 plus_di,minus_di div Vector Division div dm Directional Movement period 5 plus_dm,minus_dm dpo Detrended Price Oscillator period 5 dpo dx Directional Movement Index period 5 dx edecay Exponential Decay period 5 edecay ema Exponential Moving Average period 5 ema emv Ease of Movement emv exp Vector Exponential exp fisher Fisher Transform period 5 fisher,fisher_signal floor Vector Floor floor fosc Forecast Oscillator period 5 fosc hma Hull Moving Average period 5 hma kama Kaufman Adaptive Moving Average period 5 kama kvo Klinger Volume Oscillator short period,long period 2,5 kvo lag Lag period 5 lag linreg Linear Regression period 5 linreg linregintercept Linear Regression Intercept period 5 linregintercept linregslope Linear Regression Slope period 5 linregslope ln Vector Natural Log ln log10 Vector Base-10 Log log10 macd Moving Average Conv/Div short per,long per,signal per 12,26,9 macd,macd_signal,macd_histogram marketfi Market Facilitation Index marketfi mass Mass Index period 5 mass max Maximum In Period period 5 max md Mean Deviation Over Period period 5 md medprice Median Price medprice mfi Money Flow Index period 5 mfi min Minimum In Period period 5 min mom Momentum period 5 mom msw Mesa Sine Wave period 5 msw_sine,msw_lead mul Vector Multiplication mul natr Normalized Average True Range period 5 natr nvi Negative Volume Index nvi obv On Balance Volume obv ppo Percentage Price Oscillator short period,long period 2,5 ppo psar Parabolic SAR accelfactor step,accel factor max .2,2 psar pvi Positive Volume Index pvi qstick Qstick period 5 qstick roc Rate of Change period 5 roc rocr Rate of Change Ratio period 5 rocr round Vector Round round rsi Relative Strength Index period 5 rsi sin Vector Sine sin sinh Vector Hyperbolic Sine sinh sma Simple Moving Average period 5 sma sqrt Vector Square Root sqrt stddev Standard Deviation Over Period period 5 stddev stderr Standard Error Over Period period 5 stderr stoch Stochastic Oscillator k per,k slowing per,d per 5,3,3 stoch_k,stoch_d stochrsi Stochastic RSI period 5 stochrsi sub Vector Subtraction sub sum Sum Over Period period 5 sum tan Vector Tangent tan tanh Vector Hyperbolic Tangent tanh tema Triple Exponential Moving Average period 5 tema todeg Vector Degree Conversion degrees torad Vector Radian Conversion radians tr True Range tr trima Triangular Moving Average period 5 trima trix Trix period 5 trix trunc Vector Truncate trunc tsf Time Series Forecast period 5 tsf typprice Typical Price typprice ultosc Ultimate Oscillator short per,med per,long per 2,3,5 ultosc var Variance Over Period period 5 var vhf Vertical Horizontal Filter period 5 vhf vidya Variable Index Dynamic Average short period,long period,alpha 2,5,.2 vidya volatility Annualized Historical Volatility period 5 volatility vosc Volume Oscillator short period,long period 2,5 vosc vwma Volume Weighted Moving Average period 5 vwma wad Williams Accumulation/Distribution wad wcprice Weighted Close Price wcprice wilders Wilders Smoothing period 5 wilders willr Williams %R period wma Weighted Moving Average period 5 wma zlema Zero-Lag Exponential Moving Average period 5 zlema
  • range (str) – Timeframe to request e.g. 1m
  • input1 (str) – input1 to technicals (see docs)
  • input2 (str) – input2 to technicals (see docs)
  • input3 (str) – input3 to technicals (see docs)
  • input4 (str) – input4 to technicals (see docs)
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.research.technicalsDF(symbol, indicator, range='1m', input1=None, input2=None, input3=None, input4=None, token='', version='stable', filter='', format='json')[source]

Technical indicators are available for any historical or intraday range.

This endpoint calls the historical or intraday price endpoints for the given range, and the associated indicator for the price range.

https://iexcloud.io/docs/api/#technical-indicators Data Timing: On Demand

Parameters:
  • symbol (str) – Ticker to request
  • indicator (str) – Technical indicator to request, in: Indicator Description Inputs Defaults Outputs ————————————————————————————————————- abs Vector Absolute Value abs acos Vector Arccosine acos ad Accumulation/Distribution Line ad add Vector Addition add adosc Accumulation/Distribution Oscillator short period,long period 2,5 adosc adx Average Directional Movement Index period 5 dx adxr Average Directional Movement Rating period 5 dx ao Awesome Oscillator ao apo Absolute Price Oscillator short period,long period 2,5 apo aroon Aroon period 5 aroon_down,aroon_up aroonosc Aroon Oscillator period 5 aroonosc asin Vector Arcsine asin atan Vector Arctangent atan atr Average True Range period 5 atr avgprice Average Price avgprice bbands Bollinger Bands period,stddev 20,2 bbands_lower,bbands_middle,bbands_upper bop Balance of Power cci Commodity Channel Index period 5 cci ceil Vector Ceiling ceil cmo Chande Momentum Oscillator period 5 cmo cos Vector Cosine cos cosh Vector Hyperbolic Cosine cosh crossany Crossany crossany crossover Crossover crossover cvi Chaikins Volatility period 5 cvi decay Linear Decay period 5 decay dema Double Exponential Moving Average period 5 dema di Directional Indicator period 5 plus_di,minus_di div Vector Division div dm Directional Movement period 5 plus_dm,minus_dm dpo Detrended Price Oscillator period 5 dpo dx Directional Movement Index period 5 dx edecay Exponential Decay period 5 edecay ema Exponential Moving Average period 5 ema emv Ease of Movement emv exp Vector Exponential exp fisher Fisher Transform period 5 fisher,fisher_signal floor Vector Floor floor fosc Forecast Oscillator period 5 fosc hma Hull Moving Average period 5 hma kama Kaufman Adaptive Moving Average period 5 kama kvo Klinger Volume Oscillator short period,long period 2,5 kvo lag Lag period 5 lag linreg Linear Regression period 5 linreg linregintercept Linear Regression Intercept period 5 linregintercept linregslope Linear Regression Slope period 5 linregslope ln Vector Natural Log ln log10 Vector Base-10 Log log10 macd Moving Average Conv/Div short per,long per,signal per 12,26,9 macd,macd_signal,macd_histogram marketfi Market Facilitation Index marketfi mass Mass Index period 5 mass max Maximum In Period period 5 max md Mean Deviation Over Period period 5 md medprice Median Price medprice mfi Money Flow Index period 5 mfi min Minimum In Period period 5 min mom Momentum period 5 mom msw Mesa Sine Wave period 5 msw_sine,msw_lead mul Vector Multiplication mul natr Normalized Average True Range period 5 natr nvi Negative Volume Index nvi obv On Balance Volume obv ppo Percentage Price Oscillator short period,long period 2,5 ppo psar Parabolic SAR accelfactor step,accel factor max .2,2 psar pvi Positive Volume Index pvi qstick Qstick period 5 qstick roc Rate of Change period 5 roc rocr Rate of Change Ratio period 5 rocr round Vector Round round rsi Relative Strength Index period 5 rsi sin Vector Sine sin sinh Vector Hyperbolic Sine sinh sma Simple Moving Average period 5 sma sqrt Vector Square Root sqrt stddev Standard Deviation Over Period period 5 stddev stderr Standard Error Over Period period 5 stderr stoch Stochastic Oscillator k per,k slowing per,d per 5,3,3 stoch_k,stoch_d stochrsi Stochastic RSI period 5 stochrsi sub Vector Subtraction sub sum Sum Over Period period 5 sum tan Vector Tangent tan tanh Vector Hyperbolic Tangent tanh tema Triple Exponential Moving Average period 5 tema todeg Vector Degree Conversion degrees torad Vector Radian Conversion radians tr True Range tr trima Triangular Moving Average period 5 trima trix Trix period 5 trix trunc Vector Truncate trunc tsf Time Series Forecast period 5 tsf typprice Typical Price typprice ultosc Ultimate Oscillator short per,med per,long per 2,3,5 ultosc var Variance Over Period period 5 var vhf Vertical Horizontal Filter period 5 vhf vidya Variable Index Dynamic Average short period,long period,alpha 2,5,.2 vidya volatility Annualized Historical Volatility period 5 volatility vosc Volume Oscillator short period,long period 2,5 vosc vwma Volume Weighted Moving Average period 5 vwma wad Williams Accumulation/Distribution wad wcprice Weighted Close Price wcprice wilders Wilders Smoothing period 5 wilders willr Williams %R period wma Weighted Moving Average period 5 wma zlema Zero-Lag Exponential Moving Average period 5 zlema
  • range (str) – Timeframe to request e.g. 1m
  • input1 (str) – input1 to technicals (see docs)
  • input2 (str) – input2 to technicals (see docs)
  • input3 (str) – input3 to technicals (see docs)
  • input4 (str) – input4 to technicals (see docs)
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.stocks.shortInterest(symbol, date=None, token='', version='stable', filter='', format='json')[source]

The consolidated market short interest positions in all IEX-listed securities are included in the IEX Short Interest Report.

The report data will be published daily at 4:00pm ET.

https://iexcloud.io/docs/api/#listed-short-interest-list-in-dev

Parameters:
  • symbol (str) – Ticker to request
  • date (datetime) – Effective Datetime
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.stocks.shortInterestDF(symbol, date=None, token='', version='stable', filter='', format='json')[source]

The consolidated market short interest positions in all IEX-listed securities are included in the IEX Short Interest Report.

The report data will be published daily at 4:00pm ET.

https://iexcloud.io/docs/api/#listed-short-interest-list-in-dev

Parameters:
  • symbol (str) – Ticker to request
  • date (datetime) – Effective Datetime
  • 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:

result

Return type:

dict or DataFrame

pyEX.stocks.stocks.threshold(date=None, token='', version='stable', filter='', format='json')[source]

The following are IEX-listed securities that have an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency, totaling 10,000 shares or more and equal to at least 0.5% of the issuer’s total shares outstanding (i.e., “threshold securities”). The report data will be published to the IEX website daily at 8:30 p.m. ET with data for that trading day.

https://iexcloud.io/docs/api/#listed-regulation-sho-threshold-securities-list-in-dev

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.stocks.thresholdDF(date=None, token='', version='stable', filter='', format='json')[source]

The following are IEX-listed securities that have an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency, totaling 10,000 shares or more and equal to at least 0.5% of the issuer’s total shares outstanding (i.e., “threshold securities”). The report data will be published to the IEX website daily at 8:30 p.m. ET with data for that trading day.

https://iexcloud.io/docs/api/#listed-regulation-sho-threshold-securities-list-in-dev

Parameters:
Returns:

result

Return type:

dict or DataFrame

pyEX.stocks.timeseries.tenK(id='', key='', subkey='', range=None, calendar=False, limit=1, subattribute='', dateField=None, from_=None, to_=None, on=None, last=0, first=0, token='', version='stable', filter='', format='json', **extra_params)[source]

Time series is the most common type of data available, and consists of a collection of data points over a period of time. Time series data is indexed by a single date field, and can be retrieved by any portion of time.

https://iexcloud.io/docs/api/#time-series

Parameters:
  • id (str) – ID used to identify a time series dataset.
  • key (str) – Key used to identify data within a dataset. A common example is a symbol such as AAPL.
  • subkey (str) – The optional subkey can used to further refine data for a particular key if available.
  • range (str) – Returns data for a given range. Supported ranges described below.
  • calendar (bool) – Used in conjunction with range to return data in the future.
  • limit (int) – Limits the number of results returned. Defaults to 1.
  • subattribute (str) – Allows you to query time series by any field in the result set. All time series data is stored by ID, then key, then subkey. If you want to query by any other field in the data, you can use subattribute. For example, news may be stored as /news/{symbol}/{newsId}, and the result data returns the keys id, symbol, date, sector, hasPaywall By default you can only query by symbol or id. Maybe you want to query all news where the sector is Technology. Your query would be: /time-series/news?subattribute=source|WSJ The syntax is subattribute={keyName}|{value}. Both the key name and the value are case sensitive. A pipe symbol is used to represent ‘equal to’.
  • dateField (str or datetime) – All time series data is stored by a single date field, and that field is used for any range or date parameters. You may want to query time series data by a different date in the result set. To change the date field used by range queries, pass the case sensitive field name with this parameter. For example, corporate buy back data may be stored by announce date, but also contains an end date which you’d rather query by. To query by end date you would use dateField=endDate&range=last-week
  • from (str or datetime) – Returns data on or after the given from date. Format YYYY-MM-DD
  • to (str or datetime) – Returns data on or before the given to date. Format YYYY-MM-DD
  • on (str or datetime) – Returns data on the given date. Format YYYY-MM-DD
  • last (int) – Returns the latest n number of records in the series
  • first (int) – Returns the first n number of records in the series
  • 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:

result

Return type:

dict or DataFrame

Date Ranges:
today Returns data for today
yesterday Returns data for yesterday
ytd Returns data for the current year
last-week Returns data for Sunday-Saturday last week
last-month Returns data for the last month
last-quarter Returns data for the last quarter
d Use the short hand d to return a number of days. Example: 2d returns 2 days. If calendar=true, data is returned from today forward.
w Use the short hand w to return a number of weeks. Example: 2w returns 2 weeks. If calendar=true, data is returned from today forward.
m Use the short hand m to return a number of months. Example: 2m returns 2 months. If calendar=true, data is returned from today forward.
q Use the short hand q to return a number of quarters. Example: 2q returns 2 quarters. If calendar=true, data is returned from today forward.
y Use the short hand y to return a number of years. Example: 2y returns 2 years. If calendar=true, data is returned from today forward.
tomorrow Calendar data for tomorrow. Requires calendar=true
this-week Calendar data for Sunday-Saturday this week. Requires calendar=true
this-month Calendar data for current month. Requires calendar=true
this-quarter Calendar data for current quarter. Requires calendar=true
next-week Calendar data for Sunday-Saturday next week. Requires calendar=true
next-month Calendar data for next month. Requires calendar=true
next-quarter Calendar data for next quarter. Requires calendar=true
pyEX.stocks.timeseries.tenQ(id='', key='', subkey='', range=None, calendar=False, limit=1, subattribute='', dateField=None, from_=None, to_=None, on=None, last=0, first=0, token='', version='stable', filter='', format='json', **extra_params)[source]

Time series is the most common type of data available, and consists of a collection of data points over a period of time. Time series data is indexed by a single date field, and can be retrieved by any portion of time.

https://iexcloud.io/docs/api/#time-series

Parameters:
  • id (str) – ID used to identify a time series dataset.
  • key (str) – Key used to identify data within a dataset. A common example is a symbol such as AAPL.
  • subkey (str) – The optional subkey can used to further refine data for a particular key if available.
  • range (str) – Returns data for a given range. Supported ranges described below.
  • calendar (bool) – Used in conjunction with range to return data in the future.
  • limit (int) – Limits the number of results returned. Defaults to 1.
  • subattribute (str) – Allows you to query time series by any field in the result set. All time series data is stored by ID, then key, then subkey. If you want to query by any other field in the data, you can use subattribute. For example, news may be stored as /news/{symbol}/{newsId}, and the result data returns the keys id, symbol, date, sector, hasPaywall By default you can only query by symbol or id. Maybe you want to query all news where the sector is Technology. Your query would be: /time-series/news?subattribute=source|WSJ The syntax is subattribute={keyName}|{value}. Both the key name and the value are case sensitive. A pipe symbol is used to represent ‘equal to’.
  • dateField (str or datetime) – All time series data is stored by a single date field, and that field is used for any range or date parameters. You may want to query time series data by a different date in the result set. To change the date field used by range queries, pass the case sensitive field name with this parameter. For example, corporate buy back data may be stored by announce date, but also contains an end date which you’d rather query by. To query by end date you would use dateField=endDate&range=last-week
  • from (str or datetime) – Returns data on or after the given from date. Format YYYY-MM-DD
  • to (str or datetime) – Returns data on or before the given to date. Format YYYY-MM-DD
  • on (str or datetime) – Returns data on the given date. Format YYYY-MM-DD
  • last (int) – Returns the latest n number of records in the series
  • first (int) – Returns the first n number of records in the series
  • 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:

result

Return type:

dict or DataFrame

Date Ranges:
today Returns data for today
yesterday Returns data for yesterday
ytd Returns data for the current year
last-week Returns data for Sunday-Saturday last week
last-month Returns data for the last month
last-quarter Returns data for the last quarter
d Use the short hand d to return a number of days. Example: 2d returns 2 days. If calendar=true, data is returned from today forward.
w Use the short hand w to return a number of weeks. Example: 2w returns 2 weeks. If calendar=true, data is returned from today forward.
m Use the short hand m to return a number of months. Example: 2m returns 2 months. If calendar=true, data is returned from today forward.
q Use the short hand q to return a number of quarters. Example: 2q returns 2 quarters. If calendar=true, data is returned from today forward.
y Use the short hand y to return a number of years. Example: 2y returns 2 years. If calendar=true, data is returned from today forward.
tomorrow Calendar data for tomorrow. Requires calendar=true
this-week Calendar data for Sunday-Saturday this week. Requires calendar=true
this-month Calendar data for current month. Requires calendar=true
this-quarter Calendar data for current quarter. Requires calendar=true
next-week Calendar data for Sunday-Saturday next week. Requires calendar=true
next-month Calendar data for next month. Requires calendar=true
next-quarter Calendar data for next quarter. Requires calendar=true
pyEX.stocks.timeseries.timeSeries(id='', key='', subkey='', range=None, calendar=False, limit=1, subattribute='', dateField=None, from_=None, to_=None, on=None, last=0, first=0, token='', version='stable', filter='', format='json', **extra_params)[source]

Time series is the most common type of data available, and consists of a collection of data points over a period of time. Time series data is indexed by a single date field, and can be retrieved by any portion of time.

https://iexcloud.io/docs/api/#time-series

Parameters:
  • id (str) – ID used to identify a time series dataset.
  • key (str) – Key used to identify data within a dataset. A common example is a symbol such as AAPL.
  • subkey (str) – The optional subkey can used to further refine data for a particular key if available.
  • range (str) – Returns data for a given range. Supported ranges described below.
  • calendar (bool) – Used in conjunction with range to return data in the future.
  • limit (int) – Limits the number of results returned. Defaults to 1.
  • subattribute (str) – Allows you to query time series by any field in the result set. All time series data is stored by ID, then key, then subkey. If you want to query by any other field in the data, you can use subattribute. For example, news may be stored as /news/{symbol}/{newsId}, and the result data returns the keys id, symbol, date, sector, hasPaywall By default you can only query by symbol or id. Maybe you want to query all news where the sector is Technology. Your query would be: /time-series/news?subattribute=source|WSJ The syntax is subattribute={keyName}|{value}. Both the key name and the value are case sensitive. A pipe symbol is used to represent ‘equal to’.
  • dateField (str or datetime) – All time series data is stored by a single date field, and that field is used for any range or date parameters. You may want to query time series data by a different date in the result set. To change the date field used by range queries, pass the case sensitive field name with this parameter. For example, corporate buy back data may be stored by announce date, but also contains an end date which you’d rather query by. To query by end date you would use dateField=endDate&range=last-week
  • from (str or datetime) – Returns data on or after the given from date. Format YYYY-MM-DD
  • to (str or datetime) – Returns data on or before the given to date. Format YYYY-MM-DD
  • on (str or datetime) – Returns data on the given date. Format YYYY-MM-DD
  • last (int) – Returns the latest n number of records in the series
  • first (int) – Returns the first n number of records in the series
  • 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:

result

Return type:

dict or DataFrame

Date Ranges:
today Returns data for today
yesterday Returns data for yesterday
ytd Returns data for the current year
last-week Returns data for Sunday-Saturday last week
last-month Returns data for the last month
last-quarter Returns data for the last quarter
d Use the short hand d to return a number of days. Example: 2d returns 2 days. If calendar=true, data is returned from today forward.
w Use the short hand w to return a number of weeks. Example: 2w returns 2 weeks. If calendar=true, data is returned from today forward.
m Use the short hand m to return a number of months. Example: 2m returns 2 months. If calendar=true, data is returned from today forward.
q Use the short hand q to return a number of quarters. Example: 2q returns 2 quarters. If calendar=true, data is returned from today forward.
y Use the short hand y to return a number of years. Example: 2y returns 2 years. If calendar=true, data is returned from today forward.
tomorrow Calendar data for tomorrow. Requires calendar=true
this-week Calendar data for Sunday-Saturday this week. Requires calendar=true
this-month Calendar data for current month. Requires calendar=true
this-quarter Calendar data for current quarter. Requires calendar=true
next-week Calendar data for Sunday-Saturday next week. Requires calendar=true
next-month Calendar data for next month. Requires calendar=true
next-quarter Calendar data for next quarter. Requires calendar=true
pyEX.stocks.timeseries.timeSeriesDF(id='', key='', subkey='', range=None, calendar=False, limit=1, subattribute='', dateField=None, from_=None, to_=None, on=None, last=0, first=0, token='', version='stable', filter='', format='json', **extra_params)[source]

Time series is the most common type of data available, and consists of a collection of data points over a period of time. Time series data is indexed by a single date field, and can be retrieved by any portion of time.

https://iexcloud.io/docs/api/#time-series

Parameters:
  • id (str) – ID used to identify a time series dataset.
  • key (str) – Key used to identify data within a dataset. A common example is a symbol such as AAPL.
  • subkey (str) – The optional subkey can used to further refine data for a particular key if available.
  • range (str) – Returns data for a given range. Supported ranges described below.
  • calendar (bool) – Used in conjunction with range to return data in the future.
  • limit (int) – Limits the number of results returned. Defaults to 1.
  • subattribute (str) – Allows you to query time series by any field in the result set. All time series data is stored by ID, then key, then subkey. If you want to query by any other field in the data, you can use subattribute. For example, news may be stored as /news/{symbol}/{newsId}, and the result data returns the keys id, symbol, date, sector, hasPaywall By default you can only query by symbol or id. Maybe you want to query all news where the sector is Technology. Your query would be: /time-series/news?subattribute=source|WSJ The syntax is subattribute={keyName}|{value}. Both the key name and the value are case sensitive. A pipe symbol is used to represent ‘equal to’.
  • dateField (str or datetime) – All time series data is stored by a single date field, and that field is used for any range or date parameters. You may want to query time series data by a different date in the result set. To change the date field used by range queries, pass the case sensitive field name with this parameter. For example, corporate buy back data may be stored by announce date, but also contains an end date which you’d rather query by. To query by end date you would use dateField=endDate&range=last-week
  • from (str or datetime) – Returns data on or after the given from date. Format YYYY-MM-DD
  • to (str or datetime) – Returns data on or before the given to date. Format YYYY-MM-DD
  • on (str or datetime) – Returns data on the given date. Format YYYY-MM-DD
  • last (int) – Returns the latest n number of records in the series
  • first (int) – Returns the first n number of records in the series
  • 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:

result

Return type:

dict or DataFrame

Date Ranges:
today Returns data for today
yesterday Returns data for yesterday
ytd Returns data for the current year
last-week Returns data for Sunday-Saturday last week
last-month Returns data for the last month
last-quarter Returns data for the last quarter
d Use the short hand d to return a number of days. Example: 2d returns 2 days. If calendar=true, data is returned from today forward.
w Use the short hand w to return a number of weeks. Example: 2w returns 2 weeks. If calendar=true, data is returned from today forward.
m Use the short hand m to return a number of months. Example: 2m returns 2 months. If calendar=true, data is returned from today forward.
q Use the short hand q to return a number of quarters. Example: 2q returns 2 quarters. If calendar=true, data is returned from today forward.
y Use the short hand y to return a number of years. Example: 2y returns 2 years. If calendar=true, data is returned from today forward.
tomorrow Calendar data for tomorrow. Requires calendar=true
this-week Calendar data for Sunday-Saturday this week. Requires calendar=true
this-month Calendar data for current month. Requires calendar=true
this-quarter Calendar data for current quarter. Requires calendar=true
next-week Calendar data for Sunday-Saturday next week. Requires calendar=true
next-month Calendar data for next month. Requires calendar=true
next-quarter Calendar data for next quarter. Requires calendar=true
pyEX.stocks.timeseries.timeSeriesInventory(token='', version='stable', filter='', format='json')[source]

Get inventory of available time series endpoints :returns: result (dict)

pyEX.stocks.timeseries.timeSeriesInventoryDF(token='', version='stable', filter='', format='json')[source]

Get inventory of available time series endpoints :returns: result (dict)