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[Feature Request] Add support for fetching intraday volume data in the get_dataframe method #462
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Hi @whyrv , This is great feedback, thanks for taking a look and providing this idea! When thinking about how to expose this to users, how would you feel if |
Hi, your suggestion makes sense. I hacked this locally by overriding this method by passing an additional flag includeIntradayVolume as follows
You could do this and document that volume is IEX only for intraday or flip the boolean. thanks for looking into this. |
Hi @whyrv, happy to hear that this worked, thanks for sharing your solution. I'd be happy to review a PR if you are interested in making a PR with this adjustment, otherwise I'll leave this open for contributions / add it next time I cut a feature release . |
Hello @whyrv, Cheers |
Hi, This is the relevant set of changes I had made (search for ### below) in the get_dataframe API I mentioned above. regards.
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Hi, |
@hydrosquall I could work on getting a PR later this week. |
That would be very welcome! Thanks @datatalking |
So I looked for the 'get_dataframe' method, it doesn't look like anybody actually specifically named in which file since it's in three. I'm guessing you are talking about test_tingo_pandas.py? |
The other part of the solution is adding the additional parameter Which creates my next question, how do you have it defined? Tiingo can also provide the |
@datatalking @hydrosquall Any update on this issue? I really need volume data wtih intraday, need to pass volume to the columns params as mentioned in doc,, but not sure how to do with this library? The number of shares traded on IEX only. This value will only be exposed if explicitly passed to the "columns" request parameter. E.g. ?columns=open,high,low,close,volume |
@rizclive and @hydrosquall I've not worked on this since OP, I could look at it this weekend if this feature still needed or available? |
@hydrosquall I have tried passing metric_name='volume' but its doesn't seems to be working when I specify lower timeframe then daily. Thanks! |
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
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)
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