hydrosquall / hydrosquall/tiingo-python

[Feature Request] Add support for fetching intraday volume data in the get_dataframe method

Open
#462 15 comments 0 reactions 0 assignees View on GitHub
enhancement good first issue help wanted
Dominant language
Python
Stars
319
Forks
58
PR merge metrics
No merged PRs in 30d

Description

For intraday prices, Tiingo can provide the IEX volume if explicitly requested as
"?columns=open,high,low,close,volume" per their docs.

Unfortunately the get_dataframe doesn't expose this, when no metric_name is provided, it passes no value for the column parameter to Tiingo's APIs
```
url = self._get_url(stock, frequency)
response = self._request('GET', url, params=params)
df = pd.DataFrame(response.json())
```
I recommend providing a way to request the volume optionally so that the user can get all fields for OHLCV (and choose to discard volume as it may not be complete, or use it with that understanding)

Contributor guide

Open the contributing guide

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.