def test_deep(self):
dob = get_iex_book('GS', service='book')
if dob:
assert 'GS' in dob
else:
pytest.xfail(reason='Can only get Book when market open')
def test_deep(self):
dob = get_iex_book("GS", service="book")
if dob:
assert "GS" in dob
else:
pytest.xfail(reason="Can only get Book when market open")
def test_deep(self):
dob = get_iex_book('GS', service='system-event')
assert len(dob['eventResponse']) > 0
assert dob['timestamp'] > datetime.now() - timedelta(days=1)
# IEX
start = datetime(2015, 2, 9)
# end = datetime(2017, 5, 24)
# iex = web.DataReader('FB', 'iex', start)
# iex.info()
#
# print(iex.tail())
# Book Data
# DEEP is used to receive real-time depth of book quotations direct from IEX. The depth of book quotations received via DEEP provide an aggregated size of resting displayed orders at a price and side, and do not indicate the size or number of individual orders at any price level. Non-displayed orders and non-displayed portions of reserve orders are not represented in DEEP.
# DEEP also provides last trade price and size information. Trades resulting from either displayed or non-displayed orders matching on IEX will be reported. Routed executions will not be reported.
# Only works on trading days.
book = web.get_iex_book('AAPL')
print(list(book.keys()))
orders = pd.concat([pd.DataFrame(book[side]).assign(side=side) for side in ['bids', 'asks']])
print(orders.head())
for key in book.keys():
try:
print(f'\n{key}')
print(pd.DataFrame(book[key]))
except:
print(book[key])
print(pd.DataFrame(book['trades']).head())
# Quandl