hydrosquall / hydrosquall/tiingo-python
[Feature Request] Add support for fetching intraday volume data in the get_dataframe method
- 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
Assessment
This issue has not been assessed yet.