Instruments

The Instruments endpoints allow for retrieval of instrument and fundamental data. These endpoints are Search Instruments and Get Instrument.

Get Instrument

pyTD provides access to Get Instruments through the get_instrument function. Simply enter a symbol:

In [1]: from pyTD.instruments import get_instrument

In [2]: get_instrument("AAPL")
Out[2]: 
                                  AAPL
assetType                       EQUITY
cusip                        037833100
description  Apple Inc. - Common Stock
exchange                        NASDAQ
symbol                            AAPL

or a CUSIP ID:

In [3]: get_instrument("68389X105")
Out[3]: 
                                   68389X105
assetType                             EQUITY
cusip                              68389X105
description  Oracle Corporation Common Stock
exchange                                NYSE
symbol                                  ORCL

Search Instruments

Search Instruments is implemented through get_instruments.

projection

There are five types of searches which can be performed:

1. symbol-search (default): Retrieve instrument data of a specific symbol or CUSIP (similar to get_instrument)

In [4]: from pyTD.instruments import get_instruments

In [5]: get_instruments("AAPL")
Out[5]: 
                                  AAPL
assetType                       EQUITY
cusip                        037833100
description  Apple Inc. - Common Stock
exchange                        NASDAQ
symbol                            AAPL

2. symbol-regex: Retrieve instrument data for all symbols matching regex. Example: symbol=XYZ.* will return all symbols beginning with XYZ

In [6]: get_instruments("AAP.*", projection="symbol-regex")
Out[6]: 
            ...
assetType   ...
cusip       ...
description ...
exchange    ...
symbol      ...

[5 rows x 13 columns]

3. desc-search: Retrieve instrument data for instruments whose description contains the word supplied. Example: symbol=FakeCompany will return all instruments with FakeCompany in the description.

In [7]: get_instruments("computer", projection="desc-search")
Out[7]: 
                                                     CMDXF                                               CPSI                    CSCWI                                        CSVI                                               CTG                                            CMSQF                                 CMSQY
assetType                                           EQUITY                                             EQUITY                   EQUITY                                      EQUITY                                            EQUITY                                           EQUITY                                EQUITY
cusip                                            205249105                                          205306103                205363112                                   20539A105                                         205477102                                        Q2721E105                             20557R105
description  Computer Modelling Group Ordinary Shares (GM)  Computer Programs and Systems, Inc. - Common S...  Computer Sciences Corp.  Computer Services Inc Ky Common Stock (QX)  Computer Task Group, Incorporated - Common Stock  Computershare Ltd Aud 0.20 Ordinary Shares (PC)  Computershare Ltd Sponsored ADR (PC)
exchange                                        Pink Sheet                                             NASDAQ                     NYSE                                  Pink Sheet                                            NASDAQ                                       Pink Sheet                            Pink Sheet
symbol                                               CMDXF                                               CPSI                    CSCWI                                        CSVI                                               CTG                                            CMSQF                                 CMSQY

4. desc-regex: Search description with full regex support. Example: symbol=XYZ.[A-C] returns all instruments whose descriptions contain a word beginning with XYZ followed by a character A through C.

In [8]: get_instruments("COM.*", projection="desc-regex")
Out[8]: 
            ...
assetType   ...
cusip       ...
description ...
exchange    ...
symbol      ...

[5 rows x 44 columns]
  1. fundamental: Returns fundamental data for a single instrument specified by exact symbol.
In [9]: get_instruments("AAPL", projection="fundamental").head()
Out[9]: 
                       AAPL
beta                1.09174
bookValuePerShare   2.79895
currentRatio        1.12384
divGrowthRate3Year        0
dividendAmount         2.92