A command-line tool for fetching and formatting historical price data, with support for multiple data sources and output formats.
Install via pip or pipx.
pipx install pricehist
alphavantage: Alpha Vantagebankofcanada: Bank of Canada daily exchange ratescoinbasepro: Coinbase Procoindeskbpi: CoinDesk Bitcoin Price Index v1coinmarketcap: CoinMarketCapecb: European Central Bank Euro foreign exchange reference ratesyahoo: Yahoo! Financebeancount: Beancountcsv: Comma-separated valuesjson: JSONjsonl: JSON linesgnucash-sql: GnuCash SQLledger: Ledger and hledgerThis is my new favourite price fetcher, by far.
-- Simon Michael, creator of hledger (ref)
Fetch prices by choosing a source, a pair and, optionally, a time interval.
pricehist fetch ecb EUR/AUD -s 2021-01-04 -e 2021-01-08
date,base,quote,amount,source,type
2021-01-04,EUR,AUD,1.5928,ecb,reference
2021-01-05,EUR,AUD,1.5927,ecb,reference
2021-01-06,EUR,AUD,1.5824,ecb,reference
2021-01-07,EUR,AUD,1.5836,ecb,reference
2021-01-08,EUR,AUD,1.5758,ecb,reference
The default output format is CSV, which is suitable for use in spreadsheets and with other tools. For example, you can generate a price chart from the command line as follows (or using an alias).
pricehist fetch coindesk BTC/USD -s 2021-01-01 | \
sed 1d | \
cut -d, -f1,4 | \
gnuplot -p -e '
set datafile separator ",";
set xdata time;
set timefmt "%Y-%m-%d";
set format x "%b\n%Y";
plot "/dev/stdin" using 1:2 with lines title "BTC/USD"
'
Add -h to any command to see usage information.
pricehist fetch -h
usage: pricehist fetch SOURCE PAIR [-h] [-vvv] [-t TYPE] [-s DATE | -sx DATE] [-e DATE | -ex DATE]
[-o beancount|csv|json|jsonl|gnucash-sql|ledger] [--invert] [--quantize INT]
[--fmt-base SYM] [--fmt-quote SYM] [--fmt-time TIME] [--fmt-decimal CHAR] [--fmt-thousands CHAR]
[--fmt-symbol rightspace|right|leftspace|left] [--fmt-datesep CHAR]
[--fmt-csvdelim CHAR] [--fmt-jsonnums]
positional arguments:
SOURCE the source identifier
PAIR pair, usually BASE/QUOTE, e.g. BTC/USD
optional arguments:
-h, --help show this help message and exit
-vvv, --verbose show all log messages
-t TYPE, --type TYPE price type, e.g. close
-s DATE, --start DATE start date, inclusive (default: source start)
-sx DATE, --startx DATE start date, exclusive
-e DATE, --end DATE end date, inclusive (default: today)
-ex DATE, --endx DATE end date, exclusive
-o FMT, --output FMT output format (default: csv)
--invert invert the price, swapping base and quote
--quantize INT round to the given number of decimal places
--fmt-base SYM rename the base symbol in output
--fmt-quote SYM rename the quote symbol in output
--fmt-time TIME set a particular time of day in output (default: 00:00:00)
--fmt-decimal CHAR decimal point in output (default: '.')
--fmt-thousands CHAR thousands separator in output (default: '')
--fmt-symbol LOCATION commodity symbol placement in output (default: rightspace)
--fmt-datesep CHAR date separator in output (default: '-')
--fmt-csvdelim CHAR field delimiter for CSV output (default: ',')
--fmt-jsonnums numbers not strings for JSON output (default: False)
As the output format you can choose one of beancount, csv, json, jsonl,
ledger or gnucash-sql.
pricehist fetch ecb EUR/AUD -s 2021-01-04 -e 2021-01-08 -o ledger
P 2021-01-04 00:00:00 EUR 1.5928 AUD
P 2021-01-05 00:00:00 EUR 1.5927 AUD
P 2021-01-06 00:00:00 EUR 1.5824 AUD
P 2021-01-07 00:00:00 EUR 1.5836 AUD
P 2021-01-08 00:00:00 EUR 1.5758 AUD
Formatting options let you control certain details of the output.
pricehist fetch ecb EUR/AUD -s 2021-01-04 -e 2021-01-08 -o ledger \
--fmt-time '' --fmt-datesep / --fmt-base € --fmt-quote $ --fmt-symbol left
P 2021/01/04 € $1.5928
P 2021/01/05 € $1.5927
P 2021/01/06 € $1.5824
P 2021/01/07 € $1.5836
P 2021/01/08 € $1.5758
You can update an existing file without refetching the prices you already have. First find the date of the last price, then fetch from there, drop the header line if present and append the rest to the existing file.
last=$(tail -1 prices-eur-usd.csv | cut -d, -f1)
pricehist fetch ecb EUR/USD -sx $last -o csv | sed 1d >> prices-eur-usd.csv
You can generate SQL for a GnuCash database and apply it immediately with one of the following commands.
pricehist fetch ecb EUR/AUD -s 2021-01-01 -o gnucash-sql | sqlite3 Accounts.gnucash
pricehist fetch ecb EUR/AUD -s 2021-01-01 -o gnucash-sql | mysql -u username -p -D databasename
pricehist fetch ecb EUR/AUD -s 2021-01-01 -o gnucash-sql | psql -U username -d databasename -v ON_ERROR_STOP=1
Beware that the GnuCash project itself does not support integration at the
database level, so there is a risk that the SQL generated by pricehist will
be ineffective or even damaging for some version of GnuCash. In practice, this
strategy has been used successfully by other projects. Reading the SQL and
keeping regular database backups is recommended.
The GnuCash database must already contain commodities with mnemonics matching the base and quote of new prices, otherwise the SQL will fail without making changes.
Each price entry is given a GUID based on its content (date, base, quote, source, type and amount) and existing GUIDs are skipped in the final insert, so you can apply identical or overlapping SQL files multiple times without creating duplicate entries in the database.
The source command shows information about a source.
pricehist source alphavantage
ID : alphavantage
Name : Alpha Vantage
Description : Provider of market data for stocks, forex and cryptocurrencies
URL : https://www.alphavantage.co/
Start : 1995-01-01
Types : close, open, high, low, adjclose, mid
Notes : Alpha Vantage has data on...
Available symbols can be listed for most sources, either as full pairs or as separate base and quote symbols that will work in certain combinations.
pricehist source ecb --symbols
EUR/AUD Euro against Australian Dollar
EUR/BGN Euro against Bulgarian Lev
EUR/BRL Euro against Brazilian Real
EUR/CAD Euro against Canadian Dollar
EUR/CHF Euro against Swiss Franc
...
It may also be possible to search for symbols.
pricehist source alphavantage --search Tesla
TL0.DEX Tesla, Equity, XETRA, EUR
TL0.FRK Tesla, Equity, Frankfurt, EUR
TSLA34.SAO Tesla, Equity, Brazil/Sao Paolo, BRL
TSLA Tesla Inc, Equity, United States, USD
TXLZF Tesla Exploration Ltd, Equity, United States, USD
You can see extra information by adding the verbose option (--verbose or
-vvv), including curl commands that reproduce each request to a source.
pricehist fetch coindesk BTC/USD -s 2021-01-01 -e 2021-01-05 -vvv
DEBUG Began pricehist run at 2021-08-12 14:38:26.630357.
DEBUG Starting new HTTPS connection (1): api.coindesk.com:443
DEBUG https://api.coindesk.com:443 "GET /v1/bpi/historical/close.json?currency=USD&start=2021-01-01&end=2021-01-05 HTTP/1.1" 200 319
DEBUG curl -X GET -H 'Accept: */*' -H 'Accept-Encoding: gzip, deflate' -H 'Connection: keep-alive' -H 'User-Agent: python-requests/2.25.1' --compressed 'https://api.coindesk.com/v1/bpi/historical/close.json?currency=USD&start=2021-01-01&end=2021-01-05'
DEBUG Available data covers the interval [2021-01-01--2021-01-05], as requested.
date,base,quote,amount,source,type
2021-01-01,BTC,USD,29391.775,coindesk,close
2021-01-02,BTC,USD,32198.48,coindesk,close
2021-01-03,BTC,USD,33033.62,coindesk,close
2021-01-04,BTC,USD,32017.565,coindesk,close
2021-01-05,BTC,USD,34035.0067,coindesk,close
DEBUG Ended pricehist run at 2021-08-12 14:38:26.709428.
Running a logged curl command shows exactly what data is returned by the
source.
pricehist fetch coindesk BTC/USD -s 2021-01-01 -e 2021-01-05 -vvv 2>&1 \
| grep '^DEBUG curl' | sed 's/^DEBUG //' | bash | jq .
{
"bpi": {
"2021-01-01": 29391.775,
"2021-01-02": 32198.48,
"2021-01-03": 33033.62,
"2021-01-04": 32017.565,
"2021-01-05": 34035.0067
},
"disclaimer": "This data was produced from the CoinDesk Bitcoin Price Index. BPI value data returned as USD.",
"time": {
"updated": "Jan 6, 2021 00:03:00 UTC",
"updatedISO": "2021-01-06T00:03:00+00:00"
}
}
bean-priceBeancount users may wish to use pricehist sources via bean-price. To do so,
ensure the pricehist package is installed in an accessible location.
You can fetch the latest price directly from the command line.
bean-price -e "USD:pricehist.beanprice.coindesk/BTC:USD"
2021-08-18 price BTC:USD 44725.12 USD
You can fetch a series of prices by providing a Beancount file as input.
; input.beancount
2021-08-14 commodity BTC
price: "USD:pricehist.beanprice.coindesk/BTC:USD:close"
bean-price input.beancount --update --update-rate daily --inactive --clear-cache
2021-08-14 price BTC 47098.2633 USD
2021-08-15 price BTC 47018.9017 USD
2021-08-16 price BTC 45927.405 USD
2021-08-17 price BTC 44686.3333 USD
2021-08-18 price BTC 44725.12 USD
Adding -v will print progress information, -vv will print debug information,
including that from pricehist.
A source map specification for bean-price has the form
<currency>:<module>/[^]<ticker>. Additional <module>/[^]<ticker> parts can
be appended, separated by commas.
The module name will be of the form pricehist.beanprice.<source_id>.
The ticker symbol will be of the form BASE:QUOTE:TYPE.
Any non-alphanumeric characters except the equals sign (=), hyphen (-),
period (.), or parentheses (( or )) are special characters that need to
be encoded as their a two-digit hexadecimal code prefixed with an underscore,
because bean-price ticker symbols don't allow all the characters used by
pricehist pairs.
This page will do it for you.
For example, the Yahoo! Finance symbol for the Dow Jones Industrial Average is
^DJI, and would have the source map specification
USD:pricehist.beanprice.yahoo/_5eDJI, or for the daily high price
USD:pricehist.beanprice.yahoo/_5eDJI::high.
You may find pricehist's source classes useful in your own scripts.
$ python
Python 3.9.6 (default, Jun 30 2021, 10:22:16)
[GCC 11.1.0] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> from pricehist.series import Series
>>> from pricehist.sources.ecb import ECB
>>> series = ECB().fetch(Series("EUR", "AUD", "reference", "2021-01-04", "2021-01-08"))
>>> series.prices
[Price(date='2021-01-04', amount=Decimal('1.5928')), Price(date='2021-01-05', amount=Decimal('1.5927')), Price(date='2021-01-06', amount=Decimal('1.5824')), Price(date='2021-01-07', amount=Decimal('1.5836')), Price(date='2021-01-08', amount=Decimal('1.5758'))]
A subclass of pricehist.exceptions.SourceError will be raised for any error.
Contributions are welcome! If you discover a bug or want to work on a non-trivial change, please open a GitLab issue to discuss it.
Run make install-pre-commit-hook set up local pre-commit checks.
Set up your editor to run
isort,
Black and
Flake8,
or run them manually via make format lint.
A source is an upstream service that can provide a series of prices.
Each series of prices is for one pair and price type.
The pair is made up of a base and a quote, each given as a symbol. Sometimes you will give the base only, and the quote will be determined with information from the source. The available pairs, the symbols used in them and the available price types all depend on the particular source used.
The base is the currency or commodity being valued. Each price expresses the value of one unit of the base.
The quote is the unit used to express the value of the base.
A symbol is a code or abbreviation for a currency or commodity.
The prices in a series each have a date and an amount.
The amount is the number of units of the quote that are equal to one unit of the base.
Consider the following command.
pricehist fetch coindesk BTC/USD --type close
coindesk is the ID of the CoinDesk Bitcoin Price Index source.BTC is the symbol for Bitcoin, used here as the base.USD is the symbol for the United States Dollar, used here as the quote.BTC/USD is the pair Bitcoin against United States Dollar.close is the price type for the last price of each day.A BTC/USD price of the amount 29,391.775 can be written as "BTC/USD = 29391.775" or "BTC 29391.775 USD", and means that one Bitcoin is worth 29,391.775 United States Dollars.
To keep things simple, pricehist provides only univariate time series of
daily historical prices. It doesn't provide other types of market, financial or
economic data, real-time prices, or other temporal resolutions. Multiple or
multivariate series require multiple invocations.
In the future, pricehist may be extended to cover some of the following
features:
last, bid or ask. Support for real-time prices
would allow adding sources that don't provide historical data. Start and end
times are irrelevant when requesting real-time prices. A "follow" option
could continuously poll for new prices.format command: A command for rewriting existing CSV data into one of
the other output formats.Beancount's bean-price tool fetches
prices and addresses other workflow concerns in a Beancount-specific manner,
generally requiring a Beancount file as input.
The Piecash library is a pythonic interface
to GnuCash files stored in SQL which has a
Commodity.update_prices
method for fetching historical prices.
The GnuCash wiki documents wrapper scripts
for the Finance::QuoteHist Perl
module.
FAQs
Fetch and format historical price data
We found that pricehist 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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