This library is the Python 🐍 unofficial SDK for the EOD Historical data REST API. It's intended to be used for data extraction for financial valuations, macroeconomic analyses, sentiment analysis, option strategies, technical analysis, development of machine learning models, and more!
Python >= 3.8If any update or change is informed through the Medium site site of the API, I will implement it SDK. The revisions will be every month.
pip install eod
It's highly recommendable to save your API keys in the environment variable. A short tutorial can be founded in the following video:
import os
# load the key from the enviroment variables
api_key = os.environ['API_EOD']
from eod import EodHistoricalData
# Create the instance
client = EodHistoricalData(api_key)
# predefine some instruments
symbol='AAPL.US'
goverment_bond = 'SW10Y.GBOND'
# Quick usage
# weekly prices for the Swiss goverment bond
stock_prices = client.get_prices_eod(goverment_bond, period='w', order='a')
# Fundamental data for the stock
resp = client.get_fundamental_equity(symbol, filter_='Financials::Balance_Sheet::quarterly')
The EOD API have real-time data with a delay of less than 50ms via WebSockets for the US market, FOREX, and Cryptocurrencies. For US stocks our real-time data API supports pre-market and post-market hours (from 4 am till 8 pm EST). WebSockets API is available within All World Extended and/or All-In-One packages. More details in the documentation
import os
import json
# load the key from the enviroment variables
api_key = os.environ['API_EOD']
# Import WebSocket client library
from websocket import create_connection
# Connect to WebSocket API and subscribe to trade feed for Ethereum and Bitcoin
ws = create_connection(f"wss://ws.eodhistoricaldata.com/ws/crypto?api_token={api_key}")
ws.send('{"action": "subscribe", "symbols": "ETH-USD,BTC-USD"}')
# Infinite loop waiting for WebSocket data
while True:
result = ws.recv()
result = json.loads(result)
print(result)
Please be aware that some descriptions will come directly from the API's documentation because no further explanations were needed for the specific method. Additionally, for the sake of simplicity, I will use the following convention along with the whole document:
from eod import EodHistoricalData
# create the instance of the SDK
api_key = 'YOUR_API_KEY_GOES_HERE'
client = EodHistoricalData(api_key)
symbol(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}, then you can use, for example, MCD.MX for Mexican Stock Exchange. or MCD.US for NYSE. Check the list of supported exchanges to get more information about stock markets the EOD API do support.period(str): Optional - Use 'd' for daily, 'w' for weekly, 'm' for monthly prices. By default, daily prices will be shown.order(str): Optional - Use 'a' for ascending dates (from old to new), 'd' for descending dates (from new to old). By default, dates are shown in ascending order.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'# AngloAmerican stock that trades in the London Stock Exchange
resp = client.get_prices_eod('AAL.LSE', period='d', order='a', from_='2017-01-05')
# Swiss goverment Bond
resp = client.get_prices_eod('SW10Y.GBOND', period='w')
# Corporate Bond
resp = client.get_prices_eod('US00213MAS35.BOND')
symbol(str): Required - Name of the instrument(s) to retrieve data.s(str): Optional - Additional instruments to retrieve data.filter_(str): Optional - Name of the field to retrieve, check the response for the available fields.# One instrument
resp = client.get_prices_live('AAL.LSE', filter_='close')
# Multple instruments
resp = client.get_prices_live('AAL.LSE', s='GLD.US,BTC-USD.CC,V.US,EURUSD.FOREX,CT.COMM,EURIBOR3M.MONEY,SW10Y.GBOND')
symbol(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}, then you can use, for example, MCD.MX for Mexican Stock Exchange. or MCD.US for NYSE. Check the list of supported exchanges to get more information about stock markets the EOD API do support.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'# Get dividend data
resp = client.get_dividends('AAPL.US', from_='2000-03-01')
# Get the splits for a company
resp = client.get_splits('AAPL.US', from_='1994-01-01', to='2022-01-01')
symbol(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}, then you can use, for example, MCD.MX for Mexican Stock Exchange. or MCD.US for NYSE. Check the list of supported exchanges to get more information about stock markets the EOD API do support.function(str): Required - The function that will be applied to data series to get technical indicator data.period(int): Optional - The number of data points used to calculate each indicator value. Valid range from 2 to 100000. The default value is 50.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'order(str): Optional – Use 'a' for ascending dates (from old to new) and 'd' for descending dates (from new to old). By default, dates are shown in ascending order.splitadjusted_only(int): Optional – The default value is 0. By default, the API calculates data for some functions by closes adjusted with splits and dividends. If you need to calculate the data by closes adjusted only with splits, set this parameter to 1. The available functions for technical analysis are displayable via the get_get_indicator_name() method.filter_(str): Optional - Ability to get only the last value. The syntax is the following: last_indicator_name, for instance, last_ema, last_volume, etc.# Get the available indicators in the API. This method does not accept any parameter.
resp = client.get_indicator_name()
# Get data for a specific indicator, in this case the parabolic SAR
resp = client.get_instrument_ta('CL.COMM', function='sar', from_='2020-03-01', to='2021-06-30', period=50, filter_='last_sar')
symbol(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}, then you can use, for example, MCD.MX for Mexican Stock Exchange. or MCD.US for NYSE. Check the list of supported exchanges to get more information about stock markets the EOD API do support.interval(str): Required - the possible intervals are: '5m' for 5-minutes, '1h' for 1 hour, and '1m' for 1-minute intervals.from_(str) and to(str): Optional - Use these parameters to filter data by datetime. Parameters should be passed in UNIX time with UTC timezone, for example, these values are correct: from_=1564752900 and to=1564753200 and correspond to 2019-08-02 13:35:00 and 2019-08-02 13:40:00 respectively. The maximum periods between from_ and to' are 120 days for 1-minute interval, 600 days for 5-minute interval and 7200 days for 1 hour interval. Try this site to converte dates into UNIX https://www.unixtimestamp.com/index.phpresp = client.get_prices_intraday('EUR.FOREX', interval='5m', from_='1620136800', to='1620414000')
from_ and to field in the request. The method will return, for each option expiration date in the specified range, summary information covering all option contracts with that expiration date and details of each option contract. These details include both primary option data and the greeks.
symbol(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}, then you can use, for example, MCD.MX for Mexican Stock Exchange. or MCD.US for NYSE. Check the list of supported exchanges to get more information about stock markets the EOD API do support.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'contract_name(str): Optional - Name of a particular contract.trade_date_to(str): Optional - filters OPTIONS by lastTradeDateTime. Default value: is None.trade_date_from (str): Optional - filters OPTIONS by lastTradeDateTime. Default value: None.resp = client.get_stock_options('AAPL.US', from_='2022-01-01', to='2022-05-15')
symbol(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}. For example, MCD.MX for Mexican Stock Exchange or MCD.US for NYSE. Check the list of supported exchanges to get more information about the stock markets the API support.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'.# Request the historical market capitalization for Visa
resp = client.get_market_cap(symbol='V.US', from_='2020-01-01')
code(str): Optional - Name of the company to retrieve data. By default, all possible symbols will be displayed.limit(int): Optional - The limit for entries per result, from 1 to 1000. Default value: 100.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'# Get the most recent insider transactions for all companies
resp = client.get_insider_transactions()
# Get insider transactions for a specific company
resp = client.get_insider_transactions(code='NFLX.US')
symbol(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}. For example, MCD.MX for Mexican Stock Exchange or MCD.US for NYSE. Check the list of supported exchanges to get more information about the stock markets the API support.filter_(str): Optional - Multi-layer filtering helps to reduce the output of the request. Different layers are divided with :: and it’s possible to have as many layers as you need. Additionally, you can request multiple fields from a particular layer using ,. Be aware that the order of the layers is from the macro keys to the micro-level.resp = client.get_fundamental_equity('QVAL.US') # ETF
# Stock - request the quarterly statements
resp = client.get_fundamental_equity('AAPL.US', filter_='Financials::Balance_Sheet::quarterly')
# Most basic call for each category
resp = client.get_fundamental_equity('AAPL.US') # Stock
resp = client.get_fundamental_equity('SWPPX.US') # Mutual Fund
resp = client.get_fundamental_equity('GSPC.INDX') # Index
resp = client.get_fundamental_equity('XRP-USD.CC') # Cryptocurrency
symbols(str): Required - You can request specific symbols to get historical and upcoming data. You can use one symbol: 'AAPL.US' or several symbols separated by a comma: 'AAPL.US,MS.US'. For the upcoming IPOs and the Splits, the symbols parameter is not required.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'# Upcoming Earnings
resp = client.get_calendar_earnings()
# Earnings Trends
resp = client.get_calendar_trends(symbols='AAPL.US,MSFT.US,AI.PA')
# Upcoming IPOs
resp = client.get_calendar_ipos(from_='2022-01-01')
# Upcoming Splits
resp = client.get_calendar_splits(from_='2022-01-01')
cusip(str): Required - CUSIP of a particular bond, it’s also could be an ISIN. Other IDs are not supported at the moment.# Request fundamental data for a corporate bond.
resp = client.get_fundamentals_bonds(cusip='US00213MAS35.BOND')
type_(str): Optional - Which type of data to return. The available options are 'splits' or 'dividends'. If it's blank, the default response will be the market end-of-day data.date(str): Optional - By default, the data for last trading day will be downloaded, but if you need any specific date enter a date with the following format YYYY-MM-DDsymbols(str): Optional - Name of the instrument(s) to retrieve data.filter_(str): Optional - Extended the end-of-day market data to include technicals by using 'extended'. By default the value is blank.# Request end-of-day data for the Santiago of Chile exchange.
resp = client.get_bulk_markets(exchange='SN')
# Request the latest dividends for the companies that trade in NYSE.
resp = client.get_bulk_markets(exchange='NYSE', type_='dividends')
# Request market and extended data for the selected US symbols.
resp = client.get_bulk_markets(exchange='US', date='2021-08-06', symbols='QVAL.US,MSFT.US,QMOM.US,HOOD.US', filter_='extended')
'US' which includes NYSE, NASDAQ, NYSE ARCA, and OTC/PINK tickers. All indices and commodities are in virtual exchanges INDX and COMM, respectively.
exchange(str): Required - Name of the exchange or market to request symbols. This parameter is only valid for especif exchanges, check the usage for details.# Get List of available exchanges, this method does not allow any parameter.
resp = client.get_exchanges()
# Get List of Tickers for Borsa Italiana Certificates
resp = client.get_exchange_symbols(exchange='ETLX')
exchange(str): Required - Name of the exchange.# Request the London Stock Exchange details
resp = client.get_exchange_details(exchange='LSE')
filters(--): DO NOT USE THIS PARAMTER, IS UNDER REVISIONsignals(str): Required - Alert to use as a filter. The available options can be requested by the method get_screener_signals.sort(str): Optional - Sorts all fields with type Number in ascending/descending order. Usage: sort='field_name.(asc|desc)'.limit(str): Optional - The number of results should be returned with the query. Default value: 50, minimum value: 1, maximum value: 100.offset(str): Optional - The offset of the data. Default value: 0, minimum value: 0, maximum value: 100. For example, to get 100 symbols starting from 200 you should use limit=100 and offset=200.# Request available signals
resp = client.get_screener_signals()
# Request companies with a new 200 day new high and a price bigger than expected by wallstreet analysts.
resp = client.get_instrument_screener(signals='200d_new_hi,wallstreet_hi')
query_string(str): Required - Could be any string with a ticker code or company name. Examples: 'AAPL', 'Apple Inc', 'Apple'. You can also use ISINs for the search: 'US0378331005'. There are no limitations to a minimum number of symbols in the query string.limit(str): Optional - he number of results should be returned with the query. Default value: 15. If the limit is higher than 50, it will be automatically reset to 50.bonds_only(int): Optional - The default value is 0 and search returns only stocks, ETFs, and funds. To get bonds in result use value 1: bonds_only=1.# Search instrument with the word .com
resp = client.get_search_instrument(query_string='crypto')
# Search bonds related to Chile
resp = client.get_search_instrument(query_string='Chile', bonds_only=1)
s(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}. For example, MCD.MX for Mexican Stock Exchange or MCD.US for NYSE. You can retrieve multiple instruments separating them by commas. Check the list of supported exchanges to get more information about the stock markets the API support.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'# Sentiment data for Visa
resp = client.get_sentiment(s='V.US')
# Sentiment data for multiple stocks
resp = client.get_sentiment(s='TRI.US,TSLA.US,NC.US,CCJ.US')
s(str): Required - Name of the instrument to retrieve data. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}. For example, MCD.MX for Mexican Stock Exchange or MCD.US for NYSE. You can retrieve multiple instruments separating them by commas. Check the list of supported exchanges to get more information about the stock markets the API support.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'.# Tweets Sentiment Data for Thomson Reuters
resp = client.get_financial_tweets(s='TRI.US')
# Tweets Sentiment Data for multiple stocks
resp = client.get_financial_tweets(s='TRI.US,TSLA.US,NC.US,CCJ.US')
s(str): Optional - The ticker code to get news for. Consists of two parts: {SYMBOL_NAME}.{EXCHANGE_ID}. For example, MCD.MX for Mexican Stock Exchange or MCD.US for NYSE. You can retrieve multiple instruments separating them by commas. Check the list of supported exchanges to get more information about the stock markets the API support.st(str): Optional - The tag to get news on a given topic. You can find the list of supported topics in the usage area.limit(str): Optional - The number of results should be returned with the query. Default value: 50, minimum value: 1, maximum value: 1000.offset(str): Optional - The offset of the data. Default value: 0, minimum value: 0, maximum value: 100. For example, to get 100 symbols starting from 200 you should use limit=100 and offset=200.from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'# Get the available financial tags
tags = client.get_financial_tags()
import random
specific_tag = random.choice(tags) # choose a random tag from the available list
# Request the news from Anglo American
resp = client.get_financial_news(s='AAL.LSE')
# Request data for the selected tag
resp = client.get_financial_news(t=specific_tag)
country(str): Required - Defines the country for which the indicator will be shown. The country should be defined in the Alpha-3 ISO format. Possible values: CHL, FRA, DEU, etc.indicator(str): Optional - Defines which macroeconomics data indicator will be shown. The default value is 'gdp_current_usd'.# Get the available macroindicators names
resp = client.get_macro_indicator_name()
# Request the Chilean interest rate
resp = client.get_macro_indicator('CHL', indicator='real_interest_rate')
from_(str) and to(str): Optional - The format is 'YYYY-MM-DD'. If you need data from Jan 5, 2017, to Feb 10, 2017, you should use from_='2017-01-05' and to='2017-02-10'country(string). Optional - The country code in ISO 3166 format, 2 symbols.comparison(string): Optional - Filter events by their periodicity. Possible values: mom, qoq, yoy.offset(int): Optional - Possible values from 0 to 1000.limit(int): Optional - The maximum amount of data to retrieve. Possible values from 0 to 1000.# Get the default economic events data (the United States and all comparisons included)
resp = client.get_economic_events()
# Retrieve the economic events for Chile for the 4th quarter using a Year-over-Year comparison, and limit the amount of data to 5 rows.
client.get_economic_events(from_='2020-10-01', to_='2020-12-31', country='CH', limit=5, comparison='yoy')
The information in this document is for informational and educational purposes only. Nothing in this document can be construed as financial, legal, or tax advice. The content of this document is solely the opinion of the author, who is not a licensed financial advisor or registered investment advisor. The author is not affiliated as a promoter of EOD Historical Data services.
This document is not an offer to buy or sell financial instruments. Never invest more than you can afford to lose. You should consult a registered professional advisor before making any investment.
FAQs
SDK for EOD Historical data APIs
We found that eod demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
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