semvec/pypi-packages huggingface dataset:
iqfeed 0.4.3
IQFeed / DTN Data downloader
License: Apache License, Version 2.0

IQFeed/DTN Downloader
=====================

This project provides command line tool and Python library to access DTN
/ IQFeed's historical data for equities. The provided command line tool
('iqfeed') is capable downloading 1 minute historical data from IQFeed
client and store it in '.csv.gz' format.

Prerequisites
-------------

-  Python 2.7 (`pypy <http://pypy.org>`__ is recommended), DocOpt, PyTZ,
   backports.functools\_lru\_cache
-  IQFeed account
-  IQFeed client (e.g. `bratchenko's
   'iqfeed-docker' <https://github.com/bratchenko/docker-iqfeed>`__)

Installation
------------

``$ pip install iqfeed``

Usage from command line
-----------------------

The provided ``iqfeed`` utility can be used to download CSV files from
DTN / IQFeed.

Help screen:

::

    iqfeed: Data downloader for Iqfeed/DTN
         Tibor Kiss <tibor.kiss@gmail.com> - Copyright (c) 2012-2016 All rights reserved

    Usage:
      iqfeed process-file <filename> <start_year> <end_year> [-d DIR] [-i CON] [-t TZ] [-D]
      iqfeed download <instrument> <start_year> <end_year> [-d DIR] [-i CON] [-t TZ] [-D]
      iqfeed -h | --help

    Commands:
      download            Download the specified instrument
      get-from-file       Download instruments listed in the specified file

    Options:
      -d DIR --download-dir DIR   Directory where the files will be downloaded [default: .]
      -i CON --iqfeed CON         IQFeed host & port [default: localhost:9100]
      -t TZ --tz TZ               Time zone [default: US/Eastern]
      -D                          Debug mode
      -h                          Help screen

    Note:
    Date format for end_date and start_date: YYYYMMDD

Start IQFeed client
~~~~~~~~~~~~~~~~~~~

``$ docker run -e LOGIN='<username>' -e PASSWORD='<password>' -p 5009:5010 -p 9100:9101 bratchenko/iqfeed``

Download single instrument (SPY) for the time period 2010-2016
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

``$ iqfeed download SPY 2010 2016``

Download multiple instruments listed in a text file
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

``$ iqfeed process-file russell-3000.lst 2016 2016``

Usage from Python
-----------------

Use the following snippet to obtain list of Bar objects.

.. code:: python

    import pytz
    from iqfeed import get_bars

    instrument = 'GLD'
    start_date = '20150101'
    end_date = '20151231'
    tz = pytz.timezone('US/Eastern')
    seconds_per_bar = 60  # For 1M data
    iqfeed_host = 'localhost'
    iqfeed_port = 9100

    bars = get_bars(instrument, start_date, end_date, tz, seconds_per_bar, iqfeed_host, iqfeed_port)

The Bar object is a named tuple which holds the Open, High, Low, Close
and Volume values for the given time:

.. code:: python

    IQFeedBar(datetime=datetime.datetime(2015, 1, 2, 9, 30, tzinfo=<DstTzInfo 'US/Eastern' EST-1 day, 19:00:00 STD>), open=112.46, high=112.46, low=112.45, close=112.46, volume=192104)

License
-------

`Apache License Version 2.0 <http://www.apache.org/licenses/>`__