bf4py

A Python Package for retrieving data from boerse-frankfurt.de

🚨 NEW: Stream real-time data! For details see Reference below... 🚨

Description

This package uses an undocumented API to retrieve data that is available on www.boerse-frankfurt.de (no web-scraping!). It can be used by everyone who is interested in the german stock market as an alternative to available packages like yfinance which provides data for the US stock market.

So far functions for retrieving basic data are available, especially for equities, company information and news. Some more for bonds, funds, commodities and derivatives will come in future depending on demand, since most of the data from the website is provided via API.

Important notice

Data is usually delayed by 15Min by the provider and some data like bid/ask history are available only for short periods of history.

API Reference

Functions are encapsuled in submodules. See docstrings for details about parameters. Return values are always dicts with self-describing keys, so just try out.

bf4py.general

.eod_data(...)
.data_sheet_header(...)
.instrument_information(...)
.index_instruments(...)

bf4py.equities

.equity_details(...)
.key_data(...)
.bid_ask_history(...)
.times_sales(...)
.related_indices(...)

bf4py.company

.about(...)
.upcoming_events(...)
.contact_information(...)
.company_information(...)
.ipo_details(...)

bf4py.news

.news_by_category(...)
.news_by_isin(...)
.news_by_id(...)

bf4py.derivatives

.trade_history(...)
.instrument_data(...)

bf4py.live_data - NEW

.price_infromation(...)
.live_quotes(...)
.bid_ask_overview(...)

Examples

import bf4py
from datetime import datetime, timedelta

Get some basic data about a stock:

isin = 'DE0008404005' # Allianz SE
bf4py.general.data_sheet_header(isin)

Yields in:

{'participationCertificate': False,
 'isin': 'DE0008404005',
 'wkn': '840400',
 'instrumentName': {'originalValue': 'ALLIANZ SE NA O.N.',
  'translations': {'others': 'Allianz SE'}},
 'exchangeSymbol': 'ALV',
 'instrumentTypeKey': 'equity',
 'underlyingValueList': None,
 'issuer': None,
 'companyIcon': 'https://erscontent.deutsche-boerse.com/erscontentXML/logo/995.jpg',
 'isParticipationCertificate': False}

Get the daily OHLC data of that stock on XETRA for one year:

end_date = date.today()
start_date = end_date - timedelta(days=365)

history = bf4py.general.eod_data(isin, start_date, end_date)

Returns:

[{'date': '2022-03-29',
  'open': 217.3,
  'close': 218.55,
  'high': 220.45,
  'low': 216.4,
  'turnoverPieces': 1242298,
  'turnoverEuro': 271453308.35
 }, ...]

Get the times and sales list of that stock on XETRA:

start_date = datetime.now() - timedelta(days=1)
end_date = datetime.now()

ts = bf4py.equities.times_sales(isin, start_date, end_date)

Result is a list of dicts where each dict is an executed trade:

[{'time': '2022-02-18T17:37:22+01:00',
 'price': 214.1,
 'turnover': 567076.0,
 'turnoverInEuro': 121410971.6}, ...]

Get live-data

For getting live data just create an receiver-client and start streaming:

client = bf4py.live_data.quote_box(isin)
client.open_stream()

Print output will be like:

{'isin': 'DE0008404005', 'bidLimit': 191.76, 'askLimit': 191.8, 'bidSize': 1135.0, 'askSize': 109.0, 'lastPrice': 191.78, 'timestampLastPrice': '2022-06-08T15:06:07+02:00', 'changeToPrevDayAbsolute': -4.38, 'changeToPrevDayInPercent': -2.2328711257, 'spreadAbsolute': 0.04, 'spreadRelative': 0.0208594076, 'timestamp': '2022-06-08T15:06:12+02:00', 'nominal': False, 'tradingStatus': 'CONTINUOUS'}

Finally stop transmission

client.close()

Notes:

• By default output is sent to print() function but you can provide your own callback function for data evaluation
• Received data is stored in client.data
• Sometimes it will need some seconds to start receiving data continuously
• You can not reuse a client but must create a new one as soon as a connection is closed by intend or error
• You can check client's status by client.active

Requirements

urllib
hashlib
requests
json
sseclient

Misc

Börse Frankfurt, Allianz and XETRA are registered brand names of their respective owners. I'm not connected in any way to one of the mentioned companys. Beyond that, I give no guarantee for the future functioning of the package as this depends on the technical framework of the provider.

Furthermore I'm not a developer, I'm just interested in exploring data. If you have an idea for improvement just let me know.