go-datareader

README

go-datareader: financial datareader

go-datareader is a library for downloading financial data in a tabular form. It's written in Go and therefore aims to be a more performant counterpart of the Python's pandas-datareader.

The project currently supports the following data providers:

• Stooq
• FRED
• Bank of Canada

Advantages over pandas-datareader

The two main advantages of go-datareader over it's counterpart are:

• better overall performance due to strong typing and a compiled nature of the Go programming langauge, compared to the interpreted, dynamically-typed Python
• faster data extraction due to the usage of goroutines to send the requests concurrently.

Getting started

Run the following command to install the go-datareader:

$ go get -u github.com/AleksanderWWW/go-datareader

Example usage

Gather quotes for a couple of tickers from the last 100 days. The returned data is in the form of the gota dataframe. Symbols for which the data could not be obtained are omitted.

Stooq

stooqReader, err := reader.NewStooqDataReader(
		[]string{"PKO", "KGH", "PZU"},  // stooq tickers
		time.Now().AddDate(0, 0, -100),  // start date
		time.Now(),  // end date
		"d",  // daily
	)

// error handling
// ...

data := reader.GetData(stooqReader)  // returns a DataFrame object

In this example the quotes are obtained in a "daily" mode. Other available options are:

• "w": weekly
• "m": monthly
• "q": quarterly
• "y": yearly

---

FRED

fredReader, err := reader.NewFredDataReader(
		[]string{"SP500", "DJIA", "VIXCLS"},
		time.Now().AddDate(0, 0, -100),
		time.Now(),
	)

// error handling
// ...

data := reader.GetData(fredReader)

---

Bank of Canada

bocReader, err := reader.NewBOCDataReader(
		[]string{"FXUSDCAD", "FXCADIDR", "FXCADPEN"},
		time.Now().AddDate(0, 0, -100),
		time.Now(),
	)

// error handling
// ...

data := reader.GetData(bocReader)

The list of available symbols can be found here.

---

Tiingo

	startDate := time.Now().AddDate(0, 0, -4)
	endDate := time.Now()
	apiKey := "my-secret-api-key"
	os.Setenv("TIINGO_API_KEY", apiKey)  // either export the key as env variable...

	tiingoReader, err := reader.NewTiingoDailyReader(
		[]string{"ZZZOF", "000001"},
		tiingoReader, _ := reader.NewTiingoDailyReader(
		[]string{"ZZZOF", "000001"},
		reader.TiingoReaderConfig{
			StartDate: startDate,
			EndDate:   endDate,
			ApiKey:    apiKey  // ... or pass it here.
		},
	)

	)

	// error handling
	// ...

	data := reader.GetData(tiingoReader)

The list of available symbols can be found here. There are two ways to pass the Tiingo API token - either explicitly in the TiingoReaderConfig (takes precedence), or via a TIINGO_API_KEY envirionment variable (recommended option).