btgsolutions_dataservices.rest package

Submodules

btgsolutions_dataservices.rest.authenticator module

class btgsolutions_dataservices.rest.authenticator.Authenticator(api_key)

Bases: object

get_new_token()

property token

btgsolutions_dataservices.rest.bulk_data module

class btgsolutions_dataservices.rest.bulk_data.BulkData(api_key: Optional[str])

Bases: object

This class provides market data by ticker and date, in .csv format

• Main use case:

>>> from btgsolutions_dataservices import BulkData
>>> bulk_data = BulkData(
>>>     api_key='YOUR_API_KEY',
>>> )
>>> bulk_data.get_data(
>>>     ticker = 'DI1F18',
>>>     date = '2017-01-02',
>>>     data_type = 'trades',
>>>     raw_data = False
>>> )

Parameters

api_key (str) – User identification key. Field is required.

get_available_tickers(date: str, data_type: str, prefix: str = '')

This method provides all tickers available for query, for the provided market data type.

Parameters

• date (str) – Date period. Field is required. Format: ‘YYYY-MM-DD’. Example: ‘2023-07-03’.

• data_type (str) – Market data type. Field is required. Example: ‘trades’, ‘books’ or ‘trades-and-book-events’.

• prefix (str) – Filters tickers starting with the prefix. Field is optional. Example: ‘DOL’.

get_compressed_data(channel: str, date: str, data_type: str = 'instruments', binary: bool = False)

This method provides market data via compressed files (instruments, snapshot, incremental) for a given market data channel and date. Function get_market_data_channels provides all the available channels for a given date.

Parameters

• channel (str) – Market Data channel. Field is required. Example: ‘001’.

• date (str) – Date period. Field is required. Format: ‘YYYY-MM-DD’. Example: ‘2023-07-03’, ‘2023-07-28’.

• data_type (str) – Market data type. Field is required. Example: ‘instruments’, ‘snapshot’, ‘incremental’.

• binary (bool) – If true, returns binary data. If false, returns FIX/FAST data. Field is not required. Default: false.

get_data(ticker: str, date: str, data_type: str = 'trades', raw_data: bool = False)

This method provides tick-by-tick market data (trades, book events, book snapshots) for a given ticker and date.

Parameters

• ticker (str) – Ticker that needs to be returned. Field is required. Example: ‘DI1F18’.

• date (str) – Date period. Field is required. Format: ‘YYYY-MM-DD’. Example: ‘2023-07-03’, ‘2023-07-28’.

• data_type (str) – Market data type. Field is required. Available types: ‘trades’, ‘books’, ‘trades-and-book-events’

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

get_market_data_channels(date: str)

This method provides all the available market data channels for a given date. For more detailed information about market data channels, please consult our documentation, at https://dataservicesdocs.btgpactualsolutions.com/home > Data Specs > Market Data channel definition.

Parameters

date (str) – Date period. Field is required. Format: ‘YYYY-MM-DD’. Example: ‘2023-07-03’, ‘2023-07-28’.

btgsolutions_dataservices.rest.bulk_data.download_compressed_file(url, headers)

btgsolutions_dataservices.rest.company_data module

class btgsolutions_dataservices.rest.company_data.CompanyData(api_key: Optional[str])

Bases: object

This class provides company general information and fundamentalist data.

• Main use case:

>>> from btgsolutions_dataservices import CompanyData
>>> company_data = CompanyData(
>>>     api_key='YOUR_API_KEY',
>>> )
>>> company_data.general_info(
>>>     ticker = 'PETR4'
>>> )
>>> company_data.income_statement(
>>>     ticker = 'PETR4'
>>> )
>>> company_data.balance_sheet(
>>>     ticker = 'PETR4'
>>> )
>>> company_data.cash_flow(
>>>     ticker = 'PETR4'
>>> )
>>> company_data.valuation(
>>>     ticker = 'PETR4'
>>> )
>>> company_data.ratios(
>>>     ticker = 'PETR4'
>>> )
>>> company_data.growth(
>>>     ticker = 'PETR4'
>>> )
>>> company_data.interims(
>>>     ticker = 'PETR4'
>>> )
>>> company_data.all_financial_tables(
>>>     ticker = 'PETR4'
>>> )

Parameters

api_key (str) – User identification key. Field is required.

all_financial_tables(ticker: str, raw_data: bool = False)

This method returns all available financial tables (such as Valuation, Income Statement, Cash Flow) for the requested company ticker.

Parameters

• ticker (str) – Company ticker symbol. Field is required. Example: “PETR4”. The ticker radical is also allowed. Example: “PETR”.

• raw_data (bool) – If false, returns financial tables in dataframes. If true, returns raw data. Field is not required. Default: False.

balance_sheet(ticker: str)

This method returns the company Balance Sheet.

Parameters

ticker (str) – Company ticker symbol. Field is required. Example: “PETR4”. The ticker radical is also allowed. Example: “PETR”.

cash_flow(ticker: str)

This method returns the company Cash Flow.

Parameters

ticker (str) – Company ticker symbol. Field is required. Example: “PETR4”. The ticker radical is also allowed. Example: “PETR”.

general_info(ticker: str, raw_data: bool = False)

This method returns company general information such as name, ticker, sector, description.

Parameters

• ticker (str) – Company ticker symbol. Field is required. Example: ‘PETR4’.

• raw_data (bool) – If false, returns financial tables in dataframes. If true, returns raw data. Field is not required. Default: False.

growth(ticker: str)

This method returns the company Growth.

Parameters

ticker (str) – Company ticker symbol. Field is required. Example: “PETR4”. The ticker radical is also allowed. Example: “PETR”.

income_statement(ticker: str)

This method returns the company Income Statement.

Parameters

ticker (str) – Company ticker symbol. Field is required. Example: “PETR4”. The ticker radical is also allowed. Example: “PETR”.

interims(ticker: str)

This method returns the company Interims.

Parameters

ticker (str) – Company ticker symbol. Field is required. Example: “PETR4”. The ticker radical is also allowed. Example: “PETR”.

ratios(ticker: str)

This method returns the company Ratios.

Parameters

ticker (str) – Company ticker symbol. Field is required. Example: “PETR4”. The ticker radical is also allowed. Example: “PETR”.

valuation(ticker: str)

This method returns the company Valuation.

Parameters

ticker (str) – Company ticker symbol. Field is required. Example: “PETR4”. The ticker radical is also allowed. Example: “PETR”.

btgsolutions_dataservices.rest.company_data.process_financial_table(financial_table_content: list)

btgsolutions_dataservices.rest.corporate_events module

class btgsolutions_dataservices.rest.corporate_events.CorporateEvents(api_key: Optional[str])

Bases: object

This class provides the market data corporate events

• Main use case:

>>> from btgsolutions_dataservices import CorporateEvents
>>> corporate_events = CorporateEvents(
>>>     api_key='YOUR_API_KEY',
>>> )
>>> corporate_events.get(
>>>     start_date = '2024-05-10',
>>>     end_date = '2024-05-31',
>>>     tickers = ['PETR4']
>>> )

Parameters

api_key (str) – User identification key. Field is required.

get(start_date: str, end_date: str, tickers: List[str] = [], raw_data: bool = False)

This method uses corporate events filtered by a range of dates (ex_date) and a list of tickers

Parameters

• start_date (string<date>) – Lower bound for corporate events. Filtering by ex_date. Format: “YYYY-MM-DD”. Field is required. Example: ‘2023-10-06’.

• end_date (string<date>) – Upper bound for corporate events. Filtering by ex_date. Format: “YYYY-MM-DD”. Field is required. Example: ‘2023-10-06’.

• ticker (List[str]) – List of tickers. Field is not required. Example: [‘PETR4’, ‘VALE3’]. Default: [].

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

btgsolutions_dataservices.rest.hfn module

class btgsolutions_dataservices.rest.hfn.HighFrequencyNews(api_key: Optional[str])

Bases: object

This class provides realtime and historical news of several news .

• Main use case:

>>> from btgsolutions_dataservices import HighFrequencyNews

>>> hfn = HighFrequencyNews(
>>>     api_key='YOUR_API_KEY',
>>> )
>>> latest_news = hfn.latest_news(
>>>     n = 15,
>>> )

>>> petro_news = hfn.filter_news(
>>>     ticker = 'PETR4',
>>> )

>>> ibov_news = hfn.filter_news(
>>>     tag = 'IBOV',
>>> )

>>> news_21_08 = hfn.historical_news(
>>>     start_date = '2023-08-21',
>>>     end_date = '2023-08-22',
>>> )

>>> available_feeds = hfn.get_available_feeds()
>>> available_sources = hfn.get_available_sources()
>>> available_tickers = hfn.get_available_tickers()
>>> available_tags = hfn.get_available_tags()

Parameters

api_key (str) – User identification key. Field is required.

filter_news(ticker: Optional[str] = None, tag: Optional[str] = None, force: bool = True, country: str = 'brazil', raw_data: bool = False)

Filter news by ticker or tag. If both ticker and tag are provided, the filter will be by ticker only

Parameters

• ticker (str) – Ticker symbol. Will be used to filter news. Example: ‘VALE3’, ‘PETR4’. Field is not required.

• tag (str) – Tag name. Will be used to filter news. Example: ‘IBOV’, ‘TESOURO’, ‘RENDA_FIXA’. Field is not required.

• force (bool) – Force to return news even if it does not match the requested parameters. Default: True Example: True, False. Field is required.

• country (str) – Country name. Default: ‘brazil’ Example: ‘brazil’, ‘chile’. Field is required.

• raw_data (bool) – If True, returns raw data from API, if False, returns a Pandas DataFrame. Default: False. Field is not required.

get_available_feeds(country: str = 'brazil')

This method provides all feeds available for query.

Parameters

country (str) – Country name. Default: ‘brazil’ Example: ‘brazil’, ‘chile’. Field is required.

get_available_sources(country: str = 'brazil')

This method provides all sources available for query.

Parameters

country (str) – Country name. Default: ‘brazil’ Example: ‘brazil’, ‘chile’. Field is required.

get_available_tags(country: str = 'brazil')

This method provides all tags available for query.

Parameters

country (str) – Country name. Default: ‘brazil’ Example: ‘brazil’, ‘chile’. Field is required.

get_available_tickers(country: str = 'brazil')

This method provides all tickers available for query.

Parameters

country (str) – Country name. Default: ‘brazil’ Example: ‘brazil’, ‘chile’. Field is required.

historical_news(start_date: str, end_date: str, feed: str = 'raw', country: str = 'brazil', raw_data: bool = False)

Provide a datetime interval and get all the news registered on that interval. The interval between start_date and end_date must be 24 hours maximum.

Parameters

• start_date (str) – Upper bound for news publishing time. Supported formats: ISO Date (YYYY-MM-DD), Long Date (MMM DD YYYY), Short Date (MM/DD/YYYY). Example: ‘2023-08-21’. Field is required.

• end_date (str) – Lower bound for news publishing time. Supported formats: ISO Date (YYYY-MM-DD), Long Date (MMM DD YYYY), Short Date (MM/DD/YYYY). Example: ‘2023-08-22’. Field is required.

• feed (str) – Feed name. Default: ‘raw’ Example: ‘raw’, ‘economy’, ‘politics’, ‘crypto’, ‘cvm’. Field is required.

• country (str) – Country name. Default: ‘brazil’ Example: ‘brazil’, ‘chile’. Field is required.

• raw_data (bool) – If True, returns raw data from API, if False, returns a Pandas DataFrame. Default: False. Field is not required.

latest_news(feed: str = 'raw', country: str = 'brazil', n: int = 10, raw_data: bool = False)

Latest news by feed.

Parameters

• feed (str) – News feed. Example: ‘raw’, ‘economy’, ‘politics’, ‘crypto’, ‘cvm’. Default: ‘raw’. Field is not required.

• country (str) – Country name. Example: ‘brazil’, ‘chile’. Default: ‘brazil’. Field is not required.

• n (int) – Number of news to be returned. Default: 10. Field is not required.

• raw_data (bool) – If True, returns raw data from API, if False, returns a Pandas DataFrame. Default: False. Field is not required.

btgsolutions_dataservices.rest.historical_candles module

class btgsolutions_dataservices.rest.historical_candles.HistoricalCandles(api_key: Optional[str])

Bases: object

This class provides historical candles for a given ticker or all tickers available for query.

• Main use case - Interday:

>>> from btgsolutions_dataservices import HistoricalCandles
>>> hist_candles = HistoricalCandles(
>>>     api_key='YOUR_API_KEY',
>>> )
>>> hist_candles.get_interday_history_candles(
>>>     ticker = 'PETR4',
>>>     market_type = 'stocks',
>>>     corporate_events_adj = True,
>>>     start_date = '2023-10-11',
>>>     end_date = '2023-10-20',
>>>     rmv_after_market = True,
>>>     timezone = 'UTC',
>>>     raw_data = False
>>> )

• Main use case - Intraday:

>>> hist_candles.get_intraday_history_candles(
>>>     ticker = 'PETR4',
>>>     market_type = 'stocks',
>>>     corporate_events_adj = True,
>>>     date = '2023-10-20',
>>>     rmv_after_market = True,
>>>     timezone = 'UTC',
>>>     candle='1m',
>>>     raw_data = False
>>> )

Parameters

api_key (str) – User identification key. Field is required.

get_interday_history_candles(market_type: str, ticker: str, start_date: str, end_date: str, corporate_events_adj: bool, rmv_after_market: bool, timezone: str, raw_data: bool = False)

This method provides historical candles for a given ticket in determined period.

Parameters

• market_type (str) – Field is required. Allowed values: ‘stocks’ or ‘derivatives’.

• ticker (str) – Ticker that needs to be returned. Field is required. Example: ‘PETR4’.

• start_date (string<date>) – Start date of analysis. Format: “YYYY-MM-DD”. Field is required. Example: ‘2022-10-06’.

• end_date (string<date>) – End date of analysis. Format: “YYYY-MM-DD”. Field is required. Example: ‘2023-01-22’.

• corporate_events_adj (bool) – Corporate events adjustment. Field is required. Allowed values: ‘true’ or ‘false’.

• rmv_after_market (bool) – Remove trades after market close. Field is required. Allowed values: ‘true’ or ‘false’.

• timezone (str) – Timezone of the datetime. Field is required. Allowed values: ‘America/Sao_Paulo’ or ‘UTC’.

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

get_intraday_history_candles(market_type: str, ticker: str, date: str, candle: str, corporate_events_adj: bool, rmv_after_market: bool, timezone: str, raw_data: bool = False)

This method provides historical candles for a given ticket in determined period.

Parameters

• market_type (str) – Field is required. Allowed values: ‘stocks’ or ‘derivatives’.

• ticker (str) – Ticker that needs to be returned. Field is required. Example: ‘PETR4’.

• date (string<date>) – Date of requested data. Format: “YYYY-MM-DD”. Field is required. Example: ‘2023-10-06’.

• candle (str) – Candle period. Field is required. Allowed values: ‘1s’, ‘1m’, ‘5m’, ‘15m’, ‘30m’ or ‘1h’.

• corporate_events_adj (bool) – Corporate events adjustment. Field is required. Allowed values: ‘true’ or ‘false’.

• rmv_after_market (bool) – Remove trades after market close. Field is required. Allowed values: ‘true’ or ‘false’.

• timezone (str) – Timezone of the datetime. Field is required. Allowed values: ‘America/Sao_Paulo’ or ‘UTC’.

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

btgsolutions_dataservices.rest.intraday_candles module

class btgsolutions_dataservices.rest.intraday_candles.IntradayCandles(api_key: Optional[str])

Bases: object

This class provides realtime intraday candles for a given ticker or all tickers available for query.

• Main use case:

>>> from btgsolutions_dataservices import IntradayCandles
>>> intraday_candles = IntradayCandles(
>>>     api_key='YOUR_API_KEY',
>>> )
>>> candles = intraday_candles.get_intraday_candles(
>>>     market_type = 'stocks',
>>>     tickers = ['PETR4', 'ABEV3'],
>>>     candle_period = '1m',
>>>     delay='delayed',
>>>     mode='absolute',
>>>     timezone='UTC',
>>>     raw_data=False
>>> )
>>> PETR4 = candles.get('PETR4')
>>> ABEV3 = candles.get('ABEV3')

>>> intraday_candles.get_available_tickers(
>>>     market_type='stocks',
>>>     delay='delayed'
>>> )

Parameters

api_key (str) – User identification key. Field is required.

get_available_tickers(market_type: str, delay: str)

This method provides all tickers available for query.

Parameters

• market_type (str) – Market type. Options: ‘stocks’, ‘derivatives’ or ‘options’. Field is required.

• delay (str) – Data delay. Options: ‘delayed’ or ‘realtime’. Field is required.

get_intraday_candles(market_type: str, tickers: list, delay: str, timezone: str, candle_period: str, start: int = 0, end: int = 0, mode: str = 'absolute', raw_data: bool = False)

This method provides realtime intraday candles for a given ticker.

Parameters

• market_type (str) – Market type. Options: ‘stocks’, ‘derivatives’, ‘options’ or ‘indices’. Field is required.

• tickers (list of str) – Tickers that needs to be returned. Example: [‘PETR4’, ‘ABEV3’] Field is required.

• delay (str) – Data delay. Options: ‘delayed’ or ‘realtime’. Field is required.

• timezone (str) – Timezone of the datetime. Options: ‘America/Sao_Paulo’ or ‘UTC’. Field is required.

• candle_period (str) – Grouping interval. Example: ‘1m’, ‘5m’, ‘30m’, ‘1h’ or ‘1d’. Field is required.

• start (int) – Start date (in Unix timestamp format).

• end (int) – End date (in Unix timestamp format)

• mode (str) – Candle mode. Example: ‘absolute’, ‘relative’ or ‘spark’. Default: absolute.

• raw_data (bool) – If false, returns data in a dict of dataframes. If true, returns raw data. Default: False.

btgsolutions_dataservices.rest.intraday_tick_data module

class btgsolutions_dataservices.rest.intraday_tick_data.IntradayTickData(api_key: Optional[str])

Bases: object

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.

get_trades(ticker: str, 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’.

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

btgsolutions_dataservices.rest.public_sources module

class btgsolutions_dataservices.rest.public_sources.PublicSources(api_key: str)

Bases: object

This class provides data from public sources

• Main use case:

>>> from btgsolutions_dataservices import PublicSources
>>> public_sources = PublicSources(
>>>     api_key='YOUR_API_KEY',
>>> )
>>> public_sources.get_opas(
>>>     start_date = '2024-05-10',
>>>     end_date = '2024-05-31'
>>> )

Parameters

api_key (str) – User identification key. Field is required.

get_opas(start_date: str, end_date: str, asset: Optional[str] = None, type: Optional[str] = None, raw_data: bool = False)

This method uses OPAs filtered by a range of dates (registration_date), asset or type.

Parameters

• start_date (string<date>) – Lower bound for OPAS. Filtering by registration_date. Format: “YYYY-MM-DD”. Field is required. Example: ‘2023-10-06’.

• end_date (string<date>) – Upper bound for OPAS. Filtering by registration_date. Format: “YYYY-MM-DD”. Field is required. Example: ‘2023-10-06’.

• asset (str) – Ticker asset. Field is not required. Example: VALE. Default: None.

• type (str) – Filtering by OPA type Field is not required. Example: VOLUNTARIO. Default: None.

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

btgsolutions_dataservices.rest.quotes module

class btgsolutions_dataservices.rest.quotes.Quotes(api_key: Optional[str])

Bases: object

This class provides ticker quote information and quotes sorted by top-bottom quote variation, filtered by ticker market type.

• Main use case:

>>> from btgsolutions_dataservices import Quotes
>>> quotes = Quotes(
>>>     api_key='YOUR_API_KEY',
>>> )

>>> quotes.get_quote(
>>>     market_type = 'stocks',
>>>     tickers = ['PETR4', 'VALE3'],
>>> )

>>> quotes.get_top_bottom(
>>>     market_type = 'stocks',
>>>     ticker_type = 'IBOV',
>>> )

>>> quotes.get_available_tickers(market_type="stocks")

Parameters

api_key (str) – User identification key. Field is required.

get_available_tickers(market_type: str, mode: str = 'realtime')

This method provides all tickers available for query, for the provided market type.

Parameters

• market_type (str) – Market type. Field is required. Example: ‘stocks’, ‘options’, ‘derivatives’.

• mode (str) – Realtime or 15-minutes delayed. Field is not required. Example: ‘realtime’ or ‘delayed’. Default: ‘realtime’.

get_quote(tickers: list, market_type: str, mode: str = 'realtime', raw_data: bool = False)

This method provides realtime and delayed quote information for a given ticker.

Parameters

• tickers (list) – List of tickers that needs to be returned. Field is required. Example: [‘VALE3’], [‘PETR4’, ‘PRIO3’].

• market_type (str) – Market type. Field is required. Example: ‘stocks’, ‘options’, ‘derivatives’.

• mode (str) – Realtime or 15-minutes delayed. Field is required. Example: ‘realtime’ or ‘delayed’. Default: ‘realtime’.

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

get_top_bottom(market_type: str, mode: str = 'realtime', ticker_type: str = 'IBOV', variation: str = 'interday', n: int = 5, raw_data: bool = False)

This method provides realtime and delayed quotes sorted by top-bottom quote variation, filtered by ticker market type.

Parameters

• market_type (str) – Market type. Field is required. Example: ‘stocks’, ‘options’, ‘derivatives’.

• mode (str) – Realtime or 15-minutes delayed. Field is not required. Example: ‘realtime’ or ‘delayed’. Default: ‘realtime’.

• ticker_type (str) – Type of tickers to be returned. Field is not required. Example: ‘SHARE’, ‘BDR’, ‘FII’, ‘ETF’, ‘UNIT’, ‘IBOV’. Default: ‘IBOV’.

• variation (str) – Choose between intraday or interday quotes. Field is not required. Example: ‘interday’ or ‘intraday’. Default: ‘interday’.

• n (int) – Top-N tickers to be returned. Field is not required. Default: 5.

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

btgsolutions_dataservices.rest.ticker_last_event module

class btgsolutions_dataservices.rest.ticker_last_event.TickerLastEvent(api_key: Optional[str])

Bases: object

This class provides the last market data event available, for the provided ticker

• Main use case:

>>> from btgsolutions_dataservices import TickerLastEvent
>>> last_event = TickerLastEvent(
>>>     api_key='YOUR_API_KEY',
>>> )

>>> last_event.get_trades(
>>>     ticker = 'PETR4',
>>>     raw_data = False
>>> )

Parameters

api_key (str) – User identification key. Field is required.

get_available_tickers(data_type: str)

This method provides all the available tickers for the specific data type.

Parameters

data_type (str) – Market Data Type. Field is required. Example: ‘equities’, ‘derivatives’.

get_trades(data_type: str, ticker: str, raw_data: bool = False)

This method provides the last market data event available, for the provided ticker.

Parameters

• data_type (str) – Market Data Type. Field is required. Example: ‘equities’, ‘derivatives’.

• ticker (str) – Ticker symbol. Field is required. Example: ‘PETR4’.

• raw_data (bool) – If false, returns data in a dataframe. If true, returns raw data. Field is not required. Default: False.

Module contents