Finam_stock_data is Python 3 package for obtaining historical stock data from Finam. Finam_stock_data supports Stocks, Forex and Indices.
Run in your console:
pip3 install finam_stock_data
or download finam_stock_data.py and symbols.sqlite.
Add in your Python file:
from finam_stock_data import get_dataFunction calling:
get_data(start_date, end_date, period, symbol_code):Arguments:
- start_date - first day in UTS. Example: 1352678400
- end_date - Last day in UTS. Example: 1352937600
- period - period of japan candlestick. One of the following: 'tick', 'min', '5min', '10min', '15min', '30min', 'hour', 'daily', 'week', 'month'.
- symbol_code - code of symbol. Examples: 'MSFT', 'YHOO', 'EURUSD'.
Using example:
get_data(1352678400, 1352937600, 'hour','MSFT')Function get_data return JSON string. JSON has the following structure:
{
"Open": {
"date_1": "value_1",
"date_2": "value_2",
"date_3": "value_3"
},
"High": {
"date_1": "value_1",
"date_2": "value_2",
"date_3": "value_3"
},
"Low": {
"date_1": "value_1",
"date_2": "value_2",
"date_3": "value_3"
},
"Close": {
"date_1": "value_1",
"date_2": "value_2",
"date_3": "value_3"
},
"Volume": {
"date_1": "value_1",
"date_2": "value_2",
"date_3": "value_3"
}
}Example response:
{
"Open":{
"1352743200000":28.94,
"1352746800000":28.755,
"1352750400000":28.33,
"1352754000000":28.285,
"1352757600000":28.48,
"1352761200000":28.43,
},
"High":{
"1352743200000":29.0,
"1352746800000":28.755,
"1352750400000":28.33,
"1352754000000":28.49,
"1352757600000":28.53,
"1352761200000":28.43,
},
"Low":{
"1352743200000":28.6,
"1352746800000":28.32,
"1352750400000":28.25,
"1352754000000":28.28,
"1352757600000":28.41,
"1352761200000":28.28,
},
"Close":{
"1352743200000":28.76,
"1352746800000":28.325,
"1352750400000":28.285,
"1352754000000":28.48,
"1352757600000":28.43,
"1352761200000":28.3,
},
"Volume":{
"1352743200000":874079,
"1352746800000":1615805,
"1352750400000":1389951,
"1352754000000":1078498,
"1352757600000":679577,
"1352761200000":946919,
}
}
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