FINRAShortData

Process FINRA Short Daily Data feeds

Install

To install the package type:

pip install finrashortdata

Quick start

Example 1: Daily Short Volumes for past 2 days (inclusive)

import asyncio
from finrashortdata import daily_shorts
import pandas as pd

df : pd.DataFrame = asyncio.run(daily_shorts(offset=2))

Example 2: Daily Short Volumes for time_range

import asyncio
from finrashortdata import daily_shorts
from datetime import date
import pandas as pd

df : pd.DataFrame = asyncio.run(daily_shorts(
    start_date=date(year=2022, month=9, day=1), 
    end_date=date(year=2022, month=9, day=10)))

Scripts work as-is

Licensing

GNU GPL v.3

Questions & Comments

Use the Issues section

Contributing

If you'd like to contribute to the project, drop me a line at mailto:[email protected]