mjlt36 / tse-client

A client for fetching stock data from the Tehran Stock Exchange (TSETMC). Works in Browser, Node and as CLI.

TSE Client

A client for fetching stock data from the Tehran Stock Exchange (TSETMC).
Works in Browser, Node, and as CLI.
The 0.x and 1.x versions were a direct port of the official Windows app.

Table of Contents

• CLI
  • Install
  • Usage examples
• Node
  • Install
  • Usage example
• Browser
  • Usage example 1
  • Usage example 2
  • Some Info
• API
  • API_URL
  • UPDATE_INTERVAL
  • PRICES_UPDATE_CHUNK
  • PRICES_UPDATE_CHUNK_DELAY
  • PRICES_UPDATE_RETRY_COUNT
  • PRICES_UPDATE_RETRY_DELAY
  • CACHE_DIR
  • getInstruments()
  • getPrices()
  • columnList
  • INTRADAY_URL
  • INTRADAY_UPDATE_CHUNK_DELAY
  • INTRADAY_UPDATE_RETRY_COUNT
  • INTRADAY_UPDATE_RETRY_DELAY
  • getIntraday()
  • getIntradayInstruments()
  • itdGroupCols
    • price
    • order
    • trade
    • client
    • misc
    • shareholder
• Some Notes
  • تغییر نمادهای متشابه

CLI

Install:

npm install tse-client -g

Basic:

tse ذوب
tse ذوب فولاد خساپا شپنا
tse "شاخص کل6"
tse "شاخص کل فرابورس6" "شاخص کل (هم وزن)6"

Adjust prices:

tse آپ -j 1 # افزایش سرمایه + سود نقدی
tse آپ -j 2 # افزایش سرمایه

Select columns:

tse فملی -c "2,3,4,6"
tse فملی -c "2:OPEN 3:HIGH 4:LOW 6:CLOSE"
tse فملی -c "0 6 8 7"
tse فملی -c "0:date 6:closing 8:trades 7:volume"
tse ls -A
tse ls -D
# default: "0 2 3 4 5 6 7 8 9"

History depth:

tse ذوب -b 3m       # سه ماه گذشته (پیشفرض)
tse ذوب -b 40d      # چهل روز گذشته
tse ذوب -b 2y       # دو سال گذشته
tse ذوب -b 13920101 # تاریخ شمسی
tse ذوب -b 20160101 # تاریخ میلادی
tse ذوب -b 13800101 # کمترین تاریخ ممکن
tse ذوب -b 20030123 # کمترین تاریخ ممکن به میلادی

File generation:

tse کگل -o /mydir # output directory
tse کگل -n 3      # file name
tse کگل -x txt    # file extension
tse کگل -e ascii  # file encoding
tse کگل -l @      # file delimiter char
tse کگل -H        # file without headers

Select symbols from file:

tse ls -F "i=34" > car.txt
tse ls -F "i=27" > iron.txt
tse -i car.txt -o ./car-group
tse -i iron.txt -o ./iron-group

Select symbols by filter:

# tse -f "t= نوع نماد i= گروه صنعت m= نوع بازار"
tse -f "i=27"                 # گروه صنعت: فلزات اساسی
tse -f "i=27 t=300"           # گروه صنعت: فلزات اساسی & نوع نماد: سهم بورس
tse -f "m=4 i=27,53,38 t=404" # نوع بازار: پایه & گروه صنعت: فلزات و سیمان و قند & نوع نماد: حق تقدم

tse ls -T
tse ls -I
tse ls -M

tse ls -F "i=27 t=300" # گروه فلزات بازار بورس
tse ls -F "i=27 t=303" # گروه فلزات بازار فرابورس
tse ls -F "i=27 t=309" # گروه فلزات بازار پایه

tse ls -F "i=34 t=300" # گروه خودرو بازار بورس
tse ls -F "i=34 t=303" # گروه خودرو بازار فرابورس
tse ls -F "i=34 t=309" # گروه خودرو بازار پایه

tse ls -F "t=68"       # شاخص های بازار بورس
tse ls -F "t=69"       # شاخص های بازار فرابورس

Save settings:

tse ذوب فولاد -o ./mytse --save
tse
tse -x txt
tse -n 3 --save
tse -o ./myother --save
tse

Disable caching:

tse ذوب -k

View saved settings and more:

tse ls -S
tse ls -D
tse ls -F "i=34"
tse ls -F "i=27 t=300"
tse ls -M -T -I
tse ls -T -O 1  # order by count (descending)
tse ls -T -O 1_ # order by count (ascending)
tse ls -h

Intraday crawler (Experimental):

tse itd ذوب -o ./mydata             # basic (crawl last day)
tse itd ذوب                         # update but do not generate output
tse itd ذوب -b 6d                   # crawl last 6 days
tse itd ذوب -b 30d -m 20d           # crawl 10 days (from 30 days ago to 20 days ago)
tse itd ذوب -b 13991201 -m 13991206 # crawl 6 days
tse itd ذوب -b 20210219 -m 20210224 # crawl 6 days (Western dates)
tse itd ذوب -k -o .                 # do not cache the data
tse itd ذوب -z -o .                 # output gzip files
tse itd ذوب -y -o .                 # generate results with Shamsi dates
tse itd ذوب -r                      # re-download already cached days that have no `trade` data

tse itd ذوب -o . -e ascii # file encoding
tse itd ذوب -o . -n 2     # directory name
tse itd ذوب -o . -H       # file without headers

Node

Install:

npm install tse-client

Usage:

const tse = require('tse-client');

(async () => {
  
  // basic
  let { error, data } = await tse.getPrices(['ذوب', 'فولاد']);
  if (!error) console.log(data);
  
  // adjusted data
  let { data } = await tse.getPrices(['خساپا'], {adjustPrices: 1});
  
  // select columns (default names)
  let { data } = await tse.getPrices(['شپنا'], {columns: [0,3,4]});
  
  // select columns (custom names)
  let { data } = await tse.getPrices(['شپنا'], {columns: [[0,'DATE'],[3,'MAX'],[4,'MIN']]});
  
  // view column info
  console.table(tse.columnList);
  
  // list of instruments
  let instruments = await tse.getInstruments();
  console.log(
    instruments.filter(i => i.YVal === '300' && i.CSecVal === '27') // گروه فلزات بازار بورس
  );
  
  // intraday crawler
  let { data, error } = await tse.getIntraday(['ذوب', 'فولاد']), {
    startDate: '20201122',
    endDate: '20201122',
    gzip: false
  });
  
})();

Browser

Using standalone bundle:

(bundled with the 4 dependencies)

<script src="https://cdn.jsdelivr.net/npm/tse-client/dist/tse.bundle.min.js"></script>
<script>
  (async () => {

    // basic
    let { error, data } = await tse.getPrices(['ذوب', 'فولاد']);
    if (!error) console.log(data);
    
    // adjusted data
    let { data } = await tse.getPrices(['خساپا'], {adjustPrices: 1});
    
    // select columns (default names)
    let { data } = await tse.getPrices(['شپنا'], {columns: [0,3,4]});
    
    // select columns (custom names)
    let { data } = await tse.getPrices(['شپنا'], {columns: [[0,'DATE'],[3,'MAX'],[4,'MIN']]});
    
    // view column info
    console.table(tse.columnList);
    
    // list of instruments
    let instruments = await tse.getInstruments();
    console.log(
      instruments.filter(i => i.YVal === '300' && i.CSecVal === '27') // گروه فلزات بازار بورس
    );
   
   // intraday crawler
   let { data, error } = await tse.getIntraday(['ذوب', 'فولاد']), {
      startDate: '20201122',
      endDate: '20201122',
      gzip: false
   });
    
  })();
</script>

Using the module itself:

(dependencies must be loaded before)

<script src="https://cdn.jsdelivr.net/npm/big.js"></script>
<script src="https://cdn.jsdelivr.net/npm/localforage"></script>
<script src="https://cdn.jsdelivr.net/npm/jalaali-js/dist/jalaali.min.js"></script>
<script src="https://cdn.jsdelivr.net/npm/pako/dist/pako.min.js"></script>

<script src="https://cdn.jsdelivr.net/npm/tse-client/dist/tse.min.js"></script>
<script>
  tse.getPrices(['فولاد']).then(({data}) => console.log(data[0]));
</script>

Using behind a simple PHP proxy:

// proxy.php
<?php
$t  = isset($_GET['t'])  ? $_GET['t']  : '';
$a  = isset($_GET['a'])  ? $_GET['a']  : '';
$a2 = isset($_GET['a2']) ? $_GET['a2'] : '';

echo file_get_contents("http://service.tsetmc.com/tsev2/data/TseClient2.aspx?t=$t&a=$a&a2=$a2");
?>

tse.API_URL = 'http://path/to/proxy.php';
tse.getPrices(['فولاد']).then(({data}) => console.log(data[0]));

Some Info:

file	desc
dist/tse.js	Unminified code.
dist/tse.min.js	Minified code.
dist/tse.bundle.min.js	Minified dependencies + minified code.

dependency	desc
big.js	Required. For price adjustment calculations.
localforage	Required. For storing in indexedDB.
jalaali-js	Optional. Only needed for ShamsiDate column. (Recommanded to not exclude this, though you can)
pako	Semi-Required. Only used by getIntraday().

API

tse.API_URL

The API URL to use for HTTP requests.
Only string and valid URL.
Default: http://service.tsetmc.com/tsev2/data/TseClient2.aspx

tse.UPDATE_INTERVAL

Update data only if these many days have passed since the last update.
Only integers.
Default: 1

tse.PRICES_UPDATE_CHUNK

Amount of instruments per request.
Only integers.
Min: 1
Max: 60
Default: 50

tse.PRICES_UPDATE_CHUNK_DELAY

Amount of delay (in ms) to wait before requesting another chunk of instruments.
Default: 300

tse.PRICES_UPDATE_RETRY_COUNT

Amount of retry attempts before giving up.
Only integers.
Default: 3

tse.PRICES_UPDATE_RETRY_DELAY

Amount of delay (in ms) to wait before making another retry.
Only integers.
Default: 1000

tse.CACHE_DIR

Only in Node.
Location of the cache directory.
If the location is changed, existing content is not moved to the new location.
Default:   User's home directoy:   require('os').homedir()

tse.getInstruments(struct?: boolean, arr?: boolean, structKey?: string)

Update (if needed) and return list of instruments.

• struct: Determine the return type for each instrument. Default true
  • true: return an Instrument object for each instrument.
  • false: return a CSV string for each instrument.
• arr: Determine the return type. Default: true
  • true: return an array.
  • false return an Instruments object.
• structKey: Which key of Instrument to use when struct is set to true. Default: 'InsCode'

return: Array<Instrument | string> | Instruments

Visit the official documentation for description of each Instrument field.

interface Instrument {
//                            👇 C# equivalent
  InsCode:         string;  // long (int64)
  InstrumentID:    string;  // string
  LatinSymbol:     string;  // string
  LatinName:       string;  // string
  CompanyCode:     string;  // string
  Symbol:          string;  // string
  Name:            string;  // string
  CIsin:           string;  // string
  DEven:           string;  // int (int32)
  Flow:            string;  // byte
  LSoc30:          string;  // string
  CGdSVal:         string;  // string
  CGrValCot:       string;  // string
  YMarNSC:         string;  // string
  CComVal:         string;  // string
  CSecVal:         string;  // string
  CSoSecVal:       string;  // string
  YVal:            string;  // string
  SymbolOriginal?: string;
}

interface Instruments {
  [Instrument.InsCode]: Instrument | string;
}

tse.getPrices(symbols: string[], settings?: PriceSettings)

Update (if needed) and return prices of instruments.

• symbols: An array of Farsi instrument symbols.
• settings: A settings object.
  • columns: Select which ClosingPrice props to return and specify optional string for the prop.
    For example: [ [0,'DATE'], [6,'CLOSE'], [7,'VOL'] ]
    Default: [0,2,3,4,5,6,7,8,9]
    See columnList for the list of all column indexes and their names.
  • adjustPrices: The type of adjustment applied to returned prices.
    0: None             (بدون تعدیل)
    1: Capital Increase + Dividends   (افزایش سرمایه + سود نقدی)
    2: Capital Increase        (افزایش سرمایه)
  • startDate: Only return prices after this date. Min: '20010321'. Default: '20010321'
  • daysWithoutTrade: Whether to include days that have 0 trades. Default: false
  • cache: Whether to cache the downloaded data. Default: true
  • csv: Generate results as CSV strings. Default: false
  • csvHeaders: Include header row when generating CSV results. Default: true
  • csvDelimiter: A cell delimiter character to use when generating CSV results. Default: ','
  • onprogress: A callback function which gets called with a number indicating the progress. Default: undefined
  • progressTotal: A number to use as the completion point of progress. Default: 100

return: Result

interface Result {
  data:   Array<ClosingPrice>;
  error?: CustomError;
}

interface ClosingPrice {
//                          👇 C# equivalent of array item
  date:        number[];  // int     (int32)
  dateshamsi:  number[];  // int     (int32)
  open:        number[];  // decimal (float128)
  high:        number[];  // decimal (float128)
  low:         number[];  // decimal (float128)
  last:        number[];  // decimal (float128)
  close:       number[];  // decimal (float128)
  vol:         number[];  // decimal (float128)
  count:       number[];  // decimal (float128)
  value:       number[];  // decimal (float128)
  yesterday:   number[];  // decimal (float128)
  symbol:      string[];  // string
  name:        string[];  // string
  namelatin:   string[];  // string
  companycode: string[];  // string
}

interface PriceSettings {               
  columns?:                     Array<[number, string?]>;
  adjustPrices?:                AdjustOption;
  daysWithoutTrade?:            boolean;
  startDate?:                   string;
  cache?:                       boolean;
  onprogress?(current: number): void;
  progressTotal?:               number;
}

interface CustomError {
  code:     ErrorType;
  title:    string;
  detail?:  string | Error;
  symbols?: string[];
  fails?:   string[];
  succs?:   string[];
}

enum AdjustOption {
  None = 0,
  CapitalIncreasePlusDividends = 1,
  CapitalIncrease = 2
}

enum ErrorType {
  FailedRequest = 1,
  IncorrectSymbol = 2,
  IncompletePriceUpdate = 3
}

Example:

const defaultSettings = {
  columns:          [0,2,3,4,5,6,7,8,9],
  adjustPrices:     0,
  daysWithoutTrade: false,
  startDate:        '20010321',
  csv:              false,
  csvHeaders:       true,
  csvDelimiter:     ',',
  onprogress:       undefined,
  progressTotal:    100
};

const result = await tse.getPrices(symbols=['sym1', 'sym2', ...], defaultSettings);

result.data /*
  [
    // sym1
    {
      open:  [0, 0, ...],
      high:  [0, 0, ...],
      low:   [0, 0, ...],
      last:  [0, 0, ...],
      close: [0, 0, ...],
      vol:   [0, 0, ...],
      count: [0, 0, ...],
      value: [0, 0, ...]
    },

    // sym2
    {
      open: [],
      high: [],
      ...
    },

    ...
  ]
*/

result.error // possible values:

undefined

{ code: 1, title: 'Failed request...',       detail: '' | Error }

{ code: 2, title: 'Incorrect Symbol',        symbols: [] }

{ code: 3, title: 'Incomplete Price Update', fails: [], succs: [] }

tse.columnList

A list of all possible columns.

index	name	fname
0	date	تاریخ میلادی
1	dateshamsi	تاریخ شمسی
2	open	اولین قیمت
3	high	بیشترین قیمت
4	low	کمترین قیمت
5	last	آخرین قیمت
6	close	قیمت پایانی
7	vol	حجم معاملات
8	count	تعداد معاملات
9	value	ارزش معاملات
10	yesterday	قیمت پایانی دیروز
11	symbol	نماد
12	name	نام
13	namelatin	نام لاتین
14	companycode	کد شرکت

tse.INTRADAY_URL

The URL from which the data is crawled.
Must be a function that returns a valid URL string.
Default:

(server='', inscode='', deven='') => `http://cdn${server}.tsetmc.com/Loader.aspx?ParTree=15131P&i=${inscode}&d=${deven}`;

tse.INTRADAY_UPDATE_CHUNK_DELAY

Amount of delay (in ms) to wait before requesting another chunk of dates.
Default: 100

tse.INTRADAY_UPDATE_RETRY_COUNT

Amount of retry attempts before giving up.
Only integers.
Default: 9

tse.INTRADAY_UPDATE_RETRY_DELAY

Amount of delay (in ms) to wait before making another retry.
Only integers.
Default: 1000

tse.getIntradayInstruments(struct?: boolean, arr?: boolean, structKey?: string)

Returns the list of instruments crawled by getIntraday().
The information of each instrument is from the latest crawled day.

• struct: Determine the return type for each instrument. Default true
  • true: return an InstrumentITD object for each instrument.
  • false: return a CSV string for each instrument.
• arr: Determine the return type. Default: true
  • true: return an array.
  • false return an InstrumentsITD object.
• structKey: Which key of InstrumentITD to use when struct is set to true. Default: 'InsCode'

return: Array<InstrumentITD | string> | InstrumentsITD

interface InstrumentITD {
  InsCode:      string;
  LVal30:       string;
  LVal18AFC:    string;
  FlowNameBare: string;
  FlowName:     string;
  Flow:         string;
  CGrValCot:    string;
  CIsin:        string;
  InstrumentID: string;
  ZTitad:       string;
  BaseVol:      string;
}

interface InstrumentsITD {
  [InstrumentITD.InsCode]: InstrumentITD | string;
}

tse.getIntraday(symbols: string[], settings?: IntradaySettings)

Crawl intraday data from the instrument's history page of the tsetmc.com website. (Experimental)

• symbols: An array of Farsi instrument symbols.
• settings: A settings object.
  • startDate: Only return data after this date. Min: '20010321'. Default: '20010321'
  • endDate: Only return data before this date. Default: ''
  • cache: Whether to cache the downloaded data. Default: true
  • gzip: Return data as Gzip Buffer in Node or Uint8Array in Browser. Default: true
  • reUpdateNoTrades: Re-download any cached item that has no trade data. Default: false
  • onprogress: A callback function which gets called with a number indicating the progress. Default: undefined
  • progressTotal: A number to use as the completion point of progress. Default: 100

return: Result

interface Result {
  data:   Array< [number[], Array<Buffer | Uint8Array | string>] >;
  error?: CustomError;
}

interface IntradaySettings {               
  startDate?:                   string;
  endDate?:                     string;
  cache?:                       boolean;
  gzip?:                        boolean;
  onprogress?(current: number): void;
  progressTotal?:               number;
}

interface CustomError {
  code:     ErrorType;
  title:    string;
  detail?:  string | Error;
  symbols?: string[];
  fails?:   string[];
  succs?:   string[];
}

enum ErrorType {
  FailedRequest = 1,
  IncorrectSymbol = 2,
  IncompletePriceUpdate = 3,
  IncompleteIntradayUpdate = 4
}

tse.itdGroupCols

A list of all intraday data groups and their column names.

price

time	last	close	open	high	low	count	volume	value	discarded
زمان	آخرین معامله	قیمت پایانی	اولین	بیشترین	کمترین	تعداد معاملات	حجم معاملات	ارزش معاملات	باطل شده

order

time	row	askcount	askvol	askprice	bidprice	bidvol	bidcount
زمان	ردیف	تعداد تقاضا	حجم تقاضا	قیمت تقاضا	قیمت عرضه	حجم عرضه	تعداد عرضه

trade

time	count	volume	price	discarded
زمان	تعداد	حجم	قیمت	باطل شده

client

column	desc	desc Fa
pbvol	Person Buy Volume	حجم خرید حقیقی
pbcount	Person Buy Count	تعداد خرید حقیقی
pbval	Person Buy Value	ارزش خرید حقیقی
pbprice	Person Buy Price	قیمت خرید حقیقی
pbvolpot	Person Buy Volume Percentage of Total	درصد حجم خرید حقیقی از کل حجم
.
psvol	Person Sell Volume	حجم فروش حقیقی
pscount	Person Sell Count	تعداد فروش حقیقی
psval	Person Sell Value	ارزش فروش حقیقی
psprice	Person Sell Price	قیمت فروش حقیقی
psvolpot	Person Sell Volume Percentage of Total	درصد حجم فروش حقیقی از کل حجم
.
lbvol	Legal Buy Volume	حجم خرید حقوقی
lbcount	Legal Buy Count	تعداد خرید حقوقی
lbval	Legal Buy Value	ارزش خرید حقوقی
lbprice	Legal Buy Price	قیمت خرید حقوقی
lbvolpot	Legal Buy Volume Percentage of Total	درصد حجم خرید حقوقی از کل حجم
.
lsvol	Legal Sell Volume	حجم فروش حقوقی
lscount	Legal Sell Count	تعداد فروش حقوقی
lsval	Legal Sell Value	ارزش فروش حقوقی
lsprice	Legal Sell Price	قیمت فروش حقوقی
lsvolpot	Legal Sell Volume Percentage of Total	درصد حجم فروش حقوقی از کل حجم
.
lpchg	Legal to Person Ownership Transfer	تغییر مالکیت حقوقی به حقیقی

misc

basevol	flow	daymin	daymax	state
حجم مبنا	بازار	کمینه قیمت مجاز	بیشینه قیمت مجاز	وضعیت نماد

shareholder

shares	sharespot	change	companycode	companyname
تعداد سهم	درصد از کل سهام	نوع تغییر	کد شرکت	نام شرکت

Some Notes

• Instrument.Symbol characters are cleaned from zero-width characters, ك and ي.
• The price adjustment algorithm is still a direct port of the official Windows app.
• In Browser, the InstrumentAndShare data is stored in localStorage.
• In Browser, the ClosingPrices data is stored in indexedDB.
• In Node, data compression is done with the zlib module.

• Renamed Symbols

  :برای منحصر به فرد بودن تمامی نمادها، نمادهای متشابه بر اساس الگوریتم زیر تغییر داده می شوند

  در صورت مواجه با نماد های متشابه
  
    در صورت امکان شناسایی نماد حذف شده
        یک خط تیره "-" و کلمه "حذف" به نماد اضافه می شود
  
    در صورت عدم امکان شناسایی نماد حذف شده
  
        اگر نمادهای متشابه متعلق به بازار های متفاوت هستند
            نمادهایی که متعلق به بازار بالاتر (از بالا به پایین به ترتیب بورس، فرابورس و پایه) هستند تغییر نمی کنند
            نماد اضافه می شود Flow و به نماد هایی که متعلق به بازار پایین تر هستند مقدار 
  
        اگر نماد های متشابه متعلق به یک بازار هستند
            نماد اضافه می شود InsCode به نماد یک خط تیره "-" و 7 رقم اول مقدار 
  

  .نماد های تغییر داده شده را نمایش می دهد tse ls -R فرمان