https://github.com/1rocketdude/market_profile

graphically display the market profile for any security using data downloaded from Tiingo
https://github.com/1rocketdude/market_profile

Last synced: 23 days ago
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graphically display the market profile for any security using data downloaded from Tiingo

• Host: GitHub
• URL: https://github.com/1rocketdude/market_profile
• Owner: 1rocketdude
• License: lgpl-3.0
• Created: 2018-10-09T19:19:22.000Z (about 6 years ago)
• Default Branch: master
• Last Pushed: 2018-11-11T04:37:48.000Z (about 6 years ago)
• Last Synced: 2024-01-29T03:38:20.565Z (11 months ago)
• Language: Python
• Size: 6.84 KB
• Stars: 5
• Watchers: 3
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# market_profile

graphically display the market profile for any security using data downloaded from Tiingo

This is demonstration code only - it is not meant to be run straight out of the box.

Requires, at a minimum, a TIINGO data account from https://api.tiingo.com/. This account is currently free

for individual use and has a fairly sizable connection threshold to allow the downloading of

intraday and end-of-day symbol data. A second required parameter is the location of the symbol cache to minimize

usage of Tiingo bandwidth. Every full day of data, once downloaded, is cached for later use.

The reason for creating this code was to produce a (very) rough approximation of market profile tools

from professional trading platforms. This allows one to quickly see how the market auction for a particular

symbol is taking shape during the day.

For a detailed description of the Steidlmayer Market Profile TPO (Time Price Opportunity), see

https://en.wikipedia.org/wiki/Market_profile.

The Tiingo-python API is documented at https://tiingo-python.readthedocs.io