schardtbc / iexcloudr Goto Github PK

iexcloud api wrapper

R 100.00%

iex iexcloud r-package financial-analysis algorithmic-trading iex-api riex

iexcloudr's Introduction

iexcloudR

An R language wrapper for the new iexcloud market data API from IEX Group Inc. All data is returned dataframes (actually tibbles).

This package is a companion to the NodeJS package iexcloud_api_wrapper

Usage

To install as a dependancy into your project at the R REPL command prompt

install.github("schardtbc/iexcloudR")

then in your .env or .Renviron file add the following keys

IEXCLOUD_API_VERSION = "stable"
IEXCLOUD_PUBLIC_KEY = "pk_..."
IEXCLOUD_SECRET_KEY = "sk_..."

# use the pk and sk obtained from your iexcloud account
# make sure the .env file is in your .gitignore file
# do not hard code the keys into your application code
# do not upload the keys to github.
# you can easily change the keys if they become compromised

Note: when IEXCLOUD_PUBLIC_KEY starts with a "T" ,as in "Tpk= ..." then the base url used will be the sandbox url instead of the production cloud url

To test that everything installed correctly and the .env file is properly setup you can use the following or similar code

library(iexcloudR)

historyFor("AAPL")

About iexcloud

iexcloud is a product of IEX Group Inc. which operates the Investors Exchange IEX, a stock exhange for US equities which trades > 9B notational value on a daily basis.

Using iexcloud requires registration to obtain a unique api key which is used for all data requests.

A majority of the endpoints are charged a usage free which varies by the source and type of data returned. All IEX Group sourced data is free.

Each endpoint is assigned a cost in terms of message units.

Plan	Monthly Message Unit Allotment	Monthy Fee
Free	500,000	Free
Launch	5,000,000	$9
Grow	100,000,000	$49
Scale	1,000,000,000	$ 499

see https://iexcloud.io/pricing/ for current plans, rates

Api reference documentation

https://iexcloud.io/docs/api/#introduction

Attribution to IEX

Attribution is required of all users of iexcloud. Put “Powered by IEX Cloud” somewhere on your site or app, and link that text to https://iexcloud.io. Alternately, the attribution link can be included in your terms of service.

Current Implementation Status

Below is a list of the iexcloud APIs that have ([x]) and have not ([ ]) been implemented by this package.

Account

	Endpoint	per
[X]	MetaData	as in free
[X]	Usage	as in free
[ ]	Pay as you go	as in free

Stocks

	Endpoint	Message Units	per
[X]	Advanced Stats	3020	per symbol
[X]	Balance Sheet	3000	per symbol per period
[X]	Batch Requests	varies	with data types requested
[ ]	Book	1	per symbol
[X]	Cash Flow	1000	per symbol per period
[ ]	Collections	1	per symbol in collection
[X]	Company	1	per symbol
[X]	Delayed Quote	1	per symbol
[X]	Dividends	10	per symbol
[X]	Earnings	1000	per symbol per period
[X]	Earnings Today	1001	per symbol returned
[X]	Effective Spread	0	as in free
[X]	Estimates	10000	per symbol per period
[X]	Financials	5000	per symbol per period
	Historical Prices
[X]	End of day	10	per symbol per day
[X]	Insder Roster	5000	per symbol
[X]	Insider Summary	5000	per symbol
[X]	Insider Transactions	50	per transaction
[X]	Intraday	1	per symbol per perios max 50 per call
[X]	Income Statement	1000	per symbol per period
[ ]	IPO Calendar upcoming-ipos	100	per IPO returned
[ ]	IPO Calendar today-ipos	500	per iPO returned
[x]	Key Stats	20	per symbol
[ ]	Largest Trades	1	per trade returned
[X]	List	1	per quote returned
[X]	Logo	1	per logo
[X]	Market Volume (U.S.)	1	per call
[X]	News	10	per news item returned
[X]	OHLC	2	per symbol
[X]	marketOpenClose	500	all symbols
[X]	Peers	500	per symbol
[X]	Previous Day Prices	2 per symbol
[X]	Price	1	per symbol per call
[X]	Price Target	500	per symbol
[X]	Quote	1	per quote
[X]	Recomendation Trends	5000	per symbol
[X]	Sector Performance	1	per sector
[X]	Social Sentiment, daily	100	per date
[X]	Social Sentiment, by minute	200	per date
[X]	Splits	10	per symbol per record
[X]	Upcoming Earnings	5	per symbol
[X]	Volume by Venue	20	per call

Alternative Data

	Endpoint	Message Units	per
[X]	News
[ ]	Crypto

Data Points

	Endpoint	Message Units	per
[X]	List Keys	0
[X]	Value for Key	varies	symbol

Time Series

	Endpoint	Message Units	per
[X]	List time-series ids	0
[X]	Value for time-series id	varies	record

Reference Data

	Endpoint	Message Units	per
[X]	Symbols	100	per call
[X]	IEX Symbols	0	as in free
[ ]	U.S. Exchanges	1	per call
[ ]	U.S. Holidays and Trading Days	1	per call
[ ]	Stock Tags
[ ]	Stock Collections
[X]	Mutual Fund Symbols	100	per call
[X]	OTC Symbols	100	per call
[ ]	Forex / Currency Symbols
[ ]	Options Symbols
[ ]	Commodities Symbols
[ ]	Bonds Symbols
[ ]	Crypto Symbols

Investors Exchange Data [Free]

	Endpoint
[X]	TOPS
[X]	TOPS Last
[ ]	DEEP
[ ]	DEEP Auction
[ ]	DEEP Book
[ ]	DEEP Operational Halt Status
[ ]	DEEP Official Price
[ ]	DEEP Security Event
[ ]	DEEP Short Sale Price Tst Status
[ ]	DEEP System Event
[X]	DEEP Trades
[ ]	DEEP Trade Break
[ ]	DEEP Trading Status
[ ]	Listed Regulation SHO Threshold Securities List
[ ]	Listed Short Interest List
[ ]	Stats Historical Daily
[ ]	Stats Historical Summary
[ ]	Stats Intraday
[ ]	Stats Recent
[ ]	Stats Records

API System Metadata

	Endpoint	Message Units	per
[ ]	Status	0

In Development at IEX Group

FOREX CURRANCIES
OPTIONS
COMMODITIES
BONDS
REALTME, SCALABLE NOTIFICATIONS
EVENT DRIVEN AUTOMATED RULES FOR SERVERLESS DATA ANALYSIS

iexcloudr's People

Contributors

Stargazers

Watchers

Forkers

sahanduiuc no-dice-io mjdhasan dkincaid fubrasp

iexcloudr's Issues

Questions on initial set up

Hi there:

I'm working on getting the API set up for the first time. I followed the instructions you lay out but encounter the following problem. Code below:

install_github("schardtbc/iexcloudR")
library("iexcloudR")

IEXCLOUD_API_VERSION = "https://cloud.iexapis.com/stable/"
IEXCLOUD_PUBLIC_KEY = "pk_..."
IEXCLOUD_SECRET_KEY = "sk_..."

But I get the following error:

historyFor("AAPL")
Error in addToken(endpoint) : missing IEXCLOUD_PRIVATE_KEY value

I don't see any reference to a "Private Key" in the docs or in your instructions. Any advice?

Error: Column name `symbol` must not be duplicated

Sample code:

library(iexcloudR)
historyFor("AAPL")

returns an error:

Error: Column name `symbol` must not be duplicated.
Run `rlang::last_error()` to see where the error occurred.

Are there any docs on how to use the package?

listSymbols() throws error - Error: All nested columns must have the same number of elements.

Describe the bug
Call to listSymbols() returns error Error: All nested columns must have the same number of elements.

Expected behavior
A tibble with the list of symbols is returned

Error details

> rlang::last_error()
<error/rlang_error>
All nested columns must have the same number of elements.
Backtrace:
  1. iexcloudR::listSymbols()
  2. tibble::as_tibble(do.call(rbind, res$content))
 10. tidyr::unnest_legacy(.)
Run `rlang::last_trace()` to see the full context.
> rlang::last_trace()
<error/rlang_error>
All nested columns must have the same number of elements.
Backtrace:
     █
  1. └─iexcloudR::listSymbols()
  2.   └─tibble::as_tibble(do.call(rbind, res$content)) %>% tidyr::unnest_legacy()
  3.     ├─base::withVisible(eval(quote(`_fseq`(`_lhs`)), env, env))
  4.     └─base::eval(quote(`_fseq`(`_lhs`)), env, env)
  5.       └─base::eval(quote(`_fseq`(`_lhs`)), env, env)
  6.         └─iexcloudR:::`_fseq`(`_lhs`)
  7.           └─magrittr::freduce(value, `_function_list`)
  8.             ├─base::withVisible(function_list[[k]](value))
  9.             └─function_list[[k]](value)
 10.               ├─tidyr::unnest_legacy(.)
 11.               └─tidyr:::unnest_legacy.data.frame(.)

Desktop (please complete the following information):

OS: Ubuntu 20.10

All functions throw errors - cannot connect to IEX API

The iexcloudR package loads with no problems. My API keys are saved in .env and Sys.getenv verifies these variables are saved. My problem is any function I've tried so far returns the same error:

Error in curl::curl_fetch_memory(url, handle = handle) : 
  Could not resolve host: NA

The traceback is usually the same except the first (1) function:

8: .Call(R_curl_fetch_memory, enc2utf8(url), handle, nonblocking)
7: curl::curl_fetch_memory(url, handle = handle)
6: request_fetch.write_memory(req$output, req$url, handle)
5: request_fetch(req$output, req$url, handle)
4: request_perform(req, hu$handle$handle)
3: httr::GET(url)
2: iex(endpoint)
1: historyFor("AAPL")

This is the code for curl::curl_fetch_memory:

function (url, handle = new_handle()) 
{
  nonblocking <- isTRUE(getOption("curl_interrupt", TRUE))
  output <- .Call(R_curl_fetch_memory, enc2utf8(url), handle, 
    nonblocking)
  res <- handle_data(handle)
  res$content <- output
  res
}

Eventually the error traces back to the line output <- .Call(R_curl_fetch_memory, enc2utf8(url), handle, nonblocking) in the block above, at which point we've reached C++ and I can't dig any deeper.

historyFor error - "Column name `symbol` must not be duplicated."

Describe the bug
Running the example in the README: historyFor("AAPL") returns an error (actually any symbol I use is returning the same error.

Error: Column name `symbol` must not be duplicated.

To Reproduce
Steps to reproduce the behavior:

library(iexcloudR)
historyFor("AAPL")

Expected behavior
a tibble is returned with the history for AAPL stock