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)