Welcome to cad_tickers’s documentation!¶
Canadian Securities Exchange¶
Functions to download tickers from the cse
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cad_tickers.exchanges.cse.
get_cse_files
(filename='cse.xlsx', filetype='xlsx') → str¶ Gets excel spreadsheet from api.tsx using requests
- Parameters:
- filename: Name of the file to be saved exchanges: TSX, TSXV
- Returns:
- filePath returns path to file
See ://stackoverflow.com/questions/13567507/passing-csrftoken-with-python-requests
TSX Functions¶
Set of functions to scrap ticker data from the toronto stock exchange
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cad_tickers.exchanges.tsx.
add_descriptions_to_df
(df) → pandas.core.frame.DataFrame¶ Description: single process solution to fetching descriptions
- Input:
- df: dataframe containing tickers
- Returns:
- df: updated dataframe with a descriptions if available
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cad_tickers.exchanges.tsx.
add_descriptions_to_df_pp
(df) → pandas.core.frame.DataFrame¶ Description: fetch descriptions for tickers in parallel noticable speedup
- Input:
- df: dataframe containing tickers
- Returns:
- df: updated dataframe with a descriptions if available
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cad_tickers.exchanges.tsx.
company_description_by_ticker
(ticker) → str¶ Description: Grabs searchable ticker from quotemedia using tmx ticker
- Input:
- ticker: string
- Returns:
- df: updated dataframe with a descriptions if available
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cad_tickers.exchanges.tsx.
dl_tsx_xlsx
(filename=None, **kwargs) → str¶ Description: Gets excel spreadsheet from the tsx api using programatically
Note
Replicates api calls in TSX discover tool with all parameters. See migreport search Note that not all parameters are documented and/or limited validation
- Parameters:
- filename: Name of the file to be saved
- Kwargs:
- exchanges (string): TSX, TSXV marketcap (string): values from 0 to specified value sectors (string): cpc, clean-technology, closed-end-funds, technology
- Returns:
- data: returns path to file or pandas dataframe
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cad_tickers.exchanges.tsx.
get_description_for_ticker
(ticker)¶ set of functionality
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cad_tickers.exchanges.tsx.
get_mig_report
(filename='', exchange='TSX', return_df=False) → str¶ Gets excel spreadsheet from api.tsx using requests
- Parameters:
- filename: Name of the file to be saved exchanges: TSX, TSXV return_df: Return a pandas dataframe
- Returns:
- filePath: returns path to file or dataframe
See ://stackoverflow.com/questions/13567507/passing-csrftoken-with-python-requests
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cad_tickers.exchanges.tsx.
grab_symbol_for_ticker
(ticker) → str¶ - Description:
- Grabs the first symbol from ticker data all symbols should lead to valid webpages for data scrapping TODO If anyone wants to validate that, be my guest
- Parameters:
- ticker: string representing the stock ticker
- Returns:
- symbol: string - searchable string in the quotemedia api or empty string
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cad_tickers.exchanges.tsx.
lookup_symbol_by_ticker
(ticker) → list¶ Description: Returns search array dictionary for tickers
Note
sometimes the name of the ticker in the xlsx sheet is off slightly and we need to find the “real ticker”. Uses standard api (not graphql) to grab tickers
Example searchpoint is https://app.quotemedia.com/lookup?callback=tmxtickers&q=zmd&limit=5&webmasterId=101020
See Tmx Graphql and the new tmx site
- Input:
- ticker: tmx ticker
- Output:
- quote_data: list of ticker metadata
Examples¶
Grab Descriptions for all tsx tickers
from cad_tickers.exchanges.tsx import dl_tsx_xlsx, add_descriptions_to_df_pp
from datetime import datetime
start_time = datetime.now()
df = dl_tsx_xlsx()
# df = add_descriptions_to_df(df)
df = add_descriptions_to_df_pp(df)
end_time = datetime.now()
df.to_csv('tsx_all_descriptions.csv')
print(end_time - start_time)