from typing import Optional
from ..exceptions import BadResponse
import requests
from ..config import url_api_v1
from .authenticator import Authenticator
import pandas as pd
import json
[docs]
class IntradayTickData:
"""
This class provides tick-by-tick market data from the current day, for the provided ticker
* Main use case:
>>> from btgsolutions_dataservices import IntradayTickData
>>> tick_data = IntradayTickData(
>>> api_key='YOUR_API_KEY',
>>> )
>>> tick_data.get_trades(
>>> ticker = 'PETR4',
>>> raw_data = False
>>> )
Parameters
----------------
api_key: str
User identification key.
Field is required.
"""
def __init__(
self,
api_key:Optional[str]
):
self.api_key = api_key
self.token = Authenticator(self.api_key).token
self.headers = {"authorization": f"authorization {self.token}"}
[docs]
def get_trades(self, ticker:str, start:str=None, end:str=None, raw_data:bool=False):
"""
This method provides tick-by-tick trade data from the current day, for the provided ticker.
Parameters
----------------
ticker: str
Ticker symbol.
Field is required. Example: 'PETR4'.
start: str
Query start datetime, in ISO string format (UTC).
Field is required. Examples: '2025-02-11', '2025-02-11T17:40:00.000Z'.
end: str
Query end datetime, in ISO string format (UTC).
Field is required. Examples: '2025-02-12', '2025-02-11T18:10:00.000Z'.
raw_data: bool
If false, returns data in a dataframe. If true, returns raw data.
Field is not required. Default: False.
"""
url = f"{url_api_v1}/marketdata/tick/intraday/trades/{ticker}"
if isinstance(start, str) and isinstance(end, str):
url += f'?start={start}&end={end}'
elif isinstance(start, str):
url += f'?start={start}'
elif isinstance(end, str):
url += f'?end={end}'
response = requests.request("GET", url, headers=self.headers)
if response.status_code == 200:
if raw_data:
return response.json()
else:
return pd.DataFrame(response.json())
else:
response = json.loads(response.text)
raise BadResponse(f'Error: {response.get("error", "")}')