iex

README

IEX Data Fetcher

This module builds a MarketStore background worker which fetches historical price data of US stocks from IEX's API. It runs as a goroutine behind the MarketStore process and keeps writing to the disk. The module uses the HTTP interface to query the latest bars and stay up-to-date. Note that only 1Min -> 1D bars are supported at this time.

Configuration

iex.so comes with the server by default, so you can simply configure it in the MarketStore configuration file.

Options

Name	Type	Default	Description
daily	boolean	false	Pull daily (1D) bars
intraday	string	false	Pull intraday (1Min bars)
symbols	slice of strings	none	The symbols to retrieve chart bars for

Example

Add the following to your config file:

bgworkers:
  - module: iex.so
    config:
        daily: true
        intraday: true
        symbols:
          - AAPL
          - SPY

Backfilling

IEX's /chart API doesn't support querying intraday bar history further back than the current market day. In order to properly backfill intraday bars before running the plugin live, a backfill script has been included for the specific purpose of backfilling the history of intraday (1Min) bars. Daily bars will automatically be backfilled by the plugin for the trailing 5 years upon the recipt of a 1D bar for a given symbol. Also note that intraday bars will be backfilled for the given market day in the event of starting the system up after market open, or unexpected intraday downtime.