Infront Desktop API for Python

Instructions for retrieval of time series: GetHistory()

Import the Infront library

In [1]:
from InfrontConnect import infront

Insert your login credentials: your terminal user and password

In [3]:
infront.InfrontConnect(user = "myuser",password = "mypassword")

 Connected to Infront Desktop API for Python 3.

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Use GetHistory() to fetch historical time series. The output is a dictionary that contain Pandas DataFrames.

Formats

tickers: A list containing strings in the format "FEED:TICKER", i.e. tickers = ["NYS:BLK","NYS:CAT"]

fields: A list containing valid strings, i.e. fields = ["last","bid","ask","volume","turnover"]

start_date: A string with the date in a YYYY-MM-DD format, i.e. "2017-06-06"

end_date: A string with the date in a YYYY-MM-DD format, i.e. "2017-06-06"

In [4]:
MySymbols = infront.GetHistory(tickers = ["NYS:BP","NYS:BRK.B"], fields = ["bid","ask","turnover","volume","last"],start_date = "2017-06-21", end_date = "2017-05-22")
In [6]:
MySymbols['BP']
Out[6]:
ask bid last turnover volume
date
2017-05-22 36.95 36.82 36.960 2.332507e+08 6302869.0
2017-05-23 36.93 36.80 36.930 1.575259e+08 4258443.0
2017-05-24 37.16 36.85 36.895 2.035401e+08 5507565.0
2017-05-25 36.49 36.40 36.395 3.148840e+08 8605443.0
2017-05-26 36.46 36.41 36.410 1.223791e+08 3362022.0
2017-05-30 36.50 36.27 36.280 4.703852e+08 7053589.0
2017-05-31 36.41 36.16 36.150 2.815436e+08 7775964.0
2017-06-01 36.26 36.25 36.240 2.269039e+08 6252619.0
2017-06-02 35.92 35.87 35.910 2.158363e+08 6019583.0
2017-06-05 36.07 35.93 36.075 1.443149e+08 4006303.0
2017-06-06 36.20 36.00 36.240 1.559371e+08 4328494.0
2017-06-07 35.42 35.37 35.440 3.097888e+08 8703641.0
2017-06-08 35.20 35.00 35.410 2.279749e+08 6433782.0
2017-06-09 35.86 35.63 35.821 2.024137e+08 5671667.0
2017-06-12 36.03 35.81 35.800 1.458350e+08 4067397.0
2017-06-13 36.05 35.92 36.030 1.464208e+08 4073558.0
2017-06-14 35.35 35.32 35.340 1.871305e+08 5275829.0
2017-06-15 35.25 35.18 35.230 2.233121e+08 6352614.0
2017-06-16 36.02 35.80 36.000 1.757794e+08 4909793.0
2017-06-19 36.10 35.96 36.030 2.031372e+08 5620654.0
2017-06-20 35.09 34.97 34.990 2.969246e+08 8499186.0
2017-06-21 34.65 34.57 34.630 2.296686e+08 6617025.0
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