finagg: Financial Aggregation for Python

finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis.

finagg currently supports the following free APIs:

• The Bureau of Economic Analysis (BEA) API. The BEA API provides methods for retrieving a subset of economic statistical data as published by the BEA along with metadata that describes that economic statistical data.

• The Federal Reserve Economic Data (FRED) API. The FRED API provides methods for retrieving, searching, and describing economic data from a variety of sources. The FRED API is one of the most popular APIs in the finance industry.

• The Securities and Exchange Commission’s (SEC) EDGAR API. The SEC EDGAR API provides methods for retrieving XBRL data (e.g., earnings per share) from financial statements and methods for retrieving SEC filing submission histories (e.g., 10-Q/10-K forms). The SEC EDGAR API is one of the few APIs that provides historical and current company financial data for free.

Methods for aggregating data from these APIs are organized according to their API/subpackage and usage (i.e., finagg.<api/subpackage>.<usage>). For example, SEC EDGAR API methods are accesible under the subpackage finagg.sec.api (e.g., the SEC company facts API is accessible as finagg.sec.api.company_facts) while features aggregated from the SEC EDGAR API are accessible under the fully qualified name finagg.sec.feat (e.g., quarterly SEC features are accessible as finagg.sec.feat.quarterly).

Contents

• Conventions
  • Import Conventions
  • Package Organization
  • API Implementations
  • Almost Everything is a Dataframe
  • Helper Methods for Inspecting Available Data
  • Data Organization
  • Data Normalization
  • Feature Method Naming
• Walkthroughs
  • Using the FRED API Subpackages
  • Using the SEC API Subpackages
• API
  • finagg package
• CLI
  • General
  • BEA
  • FRED
  • SEC
• Release Notes
  • 1.0.2
  • 1.0.1
  • 1.0.0

Index

Alphabetically-ordered index of all package members.