Market Data¶
Get current quote¶
Retrieves current quote for the specified symbol:
1 import pprint
2
3 from lime_trader import LimeClient
4
5 client = LimeClient.from_file(file_path="credentials.json")
6 quote = client.market.get_current_quote(symbol="AAPL")
7 pprint.pprint(quote)
Get current quotes list¶
Retrieves current quotes for all symbols specified on the request list:
1 import pprint
2
3 from lime_trader import LimeClient
4
5 client = LimeClient.from_file(file_path="credentials.json")
6 quotes = client.market.get_current_quotes(symbols=["AAPL", "AMZN"])
7 pprint.pprint(quotes)
Get quotes history¶
Returns candle structures aggregated by 5 minutes for the last 7 days:
1 import datetime
2 import pprint
3
4 from lime_trader import LimeClient
5 from lime_trader.models.market import Period
6
7 client = LimeClient.from_file(file_path="credentials.json")
8 quotes = client.market.get_quotes_history(symbol="AAPL", period=Period.MINUTE_5,
9 from_date=datetime.datetime.now() - datetime.timedelta(days=7),
10 to_date=datetime.datetime.now())
11 pprint.pprint(quotes)
Get trading schedule¶
Returns trading session info depending on current date and time:
1 import pprint
2
3 from lime_trader import LimeClient
4
5 client = LimeClient.from_file(file_path="credentials.json")
6 schedule = client.market.get_trading_schedule()
7 pprint.pprint(schedule)
Lookup securities¶
Searches the securities reference by the specified criteria. The criteria can be a symbol, part of a symbol or part of a company name. Gets first 100 items.
1 import pprint
2
3 from lime_trader import LimeClient
4 from lime_trader.models.page import PageRequest
5
6 client = LimeClient.from_file(file_path="credentials.json")
7 result = client.market.lookup_securities(query="AA",
8 page=PageRequest(size=100))
9 pprint.pprint(result)
Get time and sales history page¶
Retrieves the time and sales history, first page of size 20, ordered by descending timestamp:
1 import datetime
2 import pprint
3
4 from lime_trader import LimeClient
5 from lime_trader.models.page import PageRequest
6
7 client = LimeClient.from_file(file_path="credentials.json")
8 result = client.market.time_and_sales(symbol="AAPL",
9 from_date=datetime.datetime.now() - datetime.timedelta(days=7),
10 to_date=datetime.datetime.now(),
11 page=PageRequest(page=1, size=20)
12 )
13 pprint.pprint(result)
Iterate through all pages of time and sales history¶
Iterates pages of the time and sales history for the last 7 days, starting with page 1, size 20, ordered by descending timestamp:
1 import datetime
2 import pprint
3
4 from lime_trader import LimeClient
5 from lime_trader.models.page import PageRequest
6
7 client = LimeClient.from_file(file_path="credentials.json")
8
9 for page in client.market.iterate_time_and_sales(symbol="AAPL",
10 from_date=datetime.datetime.now() - datetime.timedelta(days=7),
11 to_date=datetime.datetime.now(),
12 start_page=PageRequest(page=1, size=20)
13 ):
14 pprint.pprint(page)