Metadata-Version: 1.1
Name: activetick_http
Version: 0.1
Summary: Pandas wrapper for ActiveTick HTTP Proxy
Home-page: https://github.com/uberscientist/activetick_http
Author: Christopher Toledo
Author-email: chris@mindsforge.com
License: MIT
Description: ===============
        activetick_http
        ===============
        Python module that connects to ActiveTick HTTP proxy and supplies Pandas DataFrames.
        Requires requests for the quoteStream, and redis for caching.
        
        tests run using ``pytest``
        
        ===========
        How to use:
        ===========
        Run the
        [HTTP proxy supplied by ActiveTick](http://www.activetick.com/activetick/contents/PersonalServicesDataAPIDownload.aspx)\
        and instantiate ActiveTick, the defaults are shown with a Redis cache enabled::
        
            from activetick_http import ActiveTick
        
            # Import the StrictRedis client to enable local persistent caching
            from redis import StrictRedis
        
            # ActiveTick initialized with Redis caching enabled (requires Redis)
            at = ActiveTick(host='127.0.0.1', port=5000, cache=StrictRedis(host='127.0.0.1'))
        
        From the ActiveTick instance we have access to all the functionality provided by the HTTP proxy with the following \
        methods:
        
        =========
        quoteData
        =========
        ``quoteData(symbols, fields)``
        
        Returns instantaneous quote information (fields) on symbols
        check `quote_fields.py` for availiable options.::
        
            fields = ['LastPrice', 'BidPrice', 'AskPrice']
            df = at.quoteData(('SPY', 'TLT', 'TVIX'), fields)
            print(df[fields].head())
        
        +------+-------------+------------+------------+
        |      |   LastPrice |   BidPrice |   AskPrice |
        +======+=============+============+============+
        | SPY  |      216.3  |     216.46 |     216.55 |
        +------+-------------+------------+------------+
        | TLT  |      137.51 |     137.02 |     137.5  |
        +------+-------------+------------+------------+
        | TVIX |       18.15 |      18.2  |      18.25 |
        +------+-------------+------------+------------+
        
        ===========
        quoteStream
        ===========
        ``quoteStream(symbols)``
        
        Returns a live updated quote stream iterator::
        
            stream = at.quoteStream(('NUGT','DUST'))
            for tick in stream:
                print(tick)
        
        TODO: example df
        
        =======
        barData
        =======
        ``barData(*symbol, historyType='I', intradayMinutes=60, beginTime=datetime, endTime=datetime*)``
        
        Returns OHLCV data for singular symbol::
        
            df = at.barData('INTC', historyType='I', beginTime=datetime(datetime.now().year, 9, 27))
            print(df.head())
        
        +---------------------+--------+--------+-------+---------+-------------+
        |                     |   open |   high |   low |   close |      volume |
        +=====================+========+========+=======+=========+=============+
        | 2016-09-28 09:00:00 | 37.52  |  37.52 | 37.25 |  37.395 | 1.79294e+06 |
        +---------------------+--------+--------+-------+---------+-------------+
        | 2016-09-28 10:00:00 | 37.4   |  37.46 | 37.27 |  37.31  | 1.59818e+06 |
        +---------------------+--------+--------+-------+---------+-------------+
        | 2016-09-28 11:00:00 | 37.31  |  37.32 | 37.15 |  37.28  | 1.32702e+06 |
        +---------------------+--------+--------+-------+---------+-------------+
        | 2016-09-28 12:00:00 | 37.28  |  37.32 | 37.2  |  37.27  | 2.39398e+06 |
        +---------------------+--------+--------+-------+---------+-------------+
        | 2016-09-28 13:00:00 | 37.275 |  37.39 | 37.22 |  37.37  | 1.23249e+06 |
        +---------------------+--------+--------+-------+---------+-------------+
        
        ========
        tickData
        ========
        ``tickData(*symbol, trades=False, quotes=True, beginTime=datetime, endTime=dateime*)``
        Returns historical tick level quote and trade data for a symbol::
        
            df = at.tickData('SPY', trades=True, quotes=False)
            print(df.head())
        
        +----------------------------+--------+--------+-------+--------+--------+--------+--------+--------+
        |                            | type   |    bid |   ask | bidz   |   askz |   bidx |   askx |   cond |
        +============================+========+========+=======+========+========+========+========+========+
        | 2016-09-28 09:30:00.003000 | T      | 215.83 |   100 | Z      |      0 |      0 |     14 |      0 |
        +----------------------------+--------+--------+-------+--------+--------+--------+--------+--------+
        | 2016-09-28 09:30:00.003000 | T      | 215.83 |   309 | Z      |      0 |      0 |     14 |      0 |
        +----------------------------+--------+--------+-------+--------+--------+--------+--------+--------+
        | 2016-09-28 09:30:00.008000 | T      | 215.83 |   200 | Z      |      0 |      0 |      0 |      0 |
        +----------------------------+--------+--------+-------+--------+--------+--------+--------+--------+
        | 2016-09-28 09:30:00.008000 | T      | 215.83 |   300 | K      |      0 |      0 |      0 |      0 |
        +----------------------------+--------+--------+-------+--------+--------+--------+--------+--------+
        | 2016-09-28 09:30:00.008000 | T      | 215.83 |   200 | Z      |      0 |      0 |      0 |      0 |
        +----------------------------+--------+--------+-------+--------+--------+--------+--------+--------+
        
        ===========
        optionChain
        ===========
        ``optionChain(symbol)``
        
        Returns the symbols making up the optionchain for the underlying::
        
            df = at.optionChain('SPY')
            print(df.head)
        
        +----+------------------------------+
        |    |                              |
        +====+==============================+
        |  0 | OPTION:SPY---161014P00186000 |
        +----+------------------------------+
        |  1 | OPTION:SPY---161012C00197000 |
        +----+------------------------------+
        |  2 | OPTION:SPY---161014C00187000 |
        +----+------------------------------+
        |  3 | OPTION:SPY---161014P00192000 |
        +----+------------------------------+
        |  4 | OPTION:SPY---161012P00193000 |
        +----+------------------------------+
        
Keywords: activetick,finance,quant,pandas
Platform: UNKNOWN
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
