Tired of people charging absurd amounts just to access historic stock and options data? Well look no further! This is a RESTful, Spring boot service and is your go to for storing and accessing historic stock and options data. Included in this service is and easy to use API, Yahoo Finance Options data parsers, and stock data sourced from Tiingo. However, this service is also easily extensible if you would like to use your own implementation to source the data. Feel free to fork this repo and implement it how you'd like.
Here is an overview of the technologies this service utilizes:
- Java 11
- Spring Boot
- Spring Web
- Postgresql
- H2 Database
- Maven
- Feign API Client
- Jsoup Html Parser
- JUnit
- Mock Server
- Liquibase
- Hibernate/JPA
- And more
There are multiple profiles this application can run under. It is recommended when starting
to use the default/local profile. However, there are other profiles as well, and you can also
add your own. The differences between profiles will be described below. To specify a specific profile
when running, add -Dspring.profiles.active={desired_profile},{another_desired_profile}. To learn more
about spring profiles, visit the documentation.
To build the service and run all tests, run the command mvn clean install. This will pull in all dependencies
and build a jar under the target/ directory.
This is the profile that is used when there is no profile specified. This profile will set up an in-memory H2 database. The database will be destroyed upon application termination so all data you have added will be lost.
- TIINGO_AUTH_TOKEN: The associated with your tiingo account.
Running with the local-save profile will create an H2 saved database. This databese will be preserved when the application is stopped. However, it is only recommended for testing purposes, as it is not very performant. If you would like to use this instead of setting up your own database, feel free.
This profile is the same as local except it does not make actual API calls to Tiingo or YahooFinance. This profile utilizes Mock Server in order to mock http/https calls. This profile is mainly used for tests.
This is the profile to use for production runs. Using this profile will utalize a PostgreSQL database. You will need to pass some environemnt variables containing the database-url, username, and password. Liquibase is used in the prod profile to handle the database schema changes.
- DATASOURCE_URL: the url of the datasource
- DATASOURCE_USERNAME: the username to the datasource
- DATASOURCE_PASSWORD: the password to the datasource
There are several api endpoints to interact with this service.
Gets historic/live options data based on specified criteria. If either the startDate or endDate
are included, historic data is returned, otherwise only live data is returned. All dates should be
in the ISO-8601 LocalDate format (i.e. 2021-12-30).
Method: GET
Endpoint: /data/option/{ticker}
Path Params:
ticker: The stock ticker to look for.
Query Params:
expirationDate- required:false- type:String; The expiration date of the options to look for.startDate- required:false- type:String; The start date of the options price data to return.endDate- required:false- type:String; the end date of the options price data to return.
Returns: A List of OptionsChains.
Gets all options data (stored and live) for a specified ticker.
Method: GET
Endpoint: /data/option/{ticker}/all
Path Params:
ticker: The stock ticker to look for.
Returns: A List of OptionsChains.
Gets stock data based on specified params. If no params are past, the most recent data is retrieved.
Method: GET
Endpoint: /data/stock/{ticker}
Path Params:
ticker: The stock ticker to look for.
Query Params:
startDate- required:false- type:String; The start date of the options price data to return.endDate- required:false- type:String; the end date of the options price data to return.
Returns: A list of EndOfDayStockData.
Get the most recent live stock data.
Method: GET
Endpoint: /data/stock/{ticker}/live
Path Params:
ticker: The stock ticker to look for.
Returns: A LiveStockData.
Search for a stock on all exchanges.
Method: GET
Endpoint: /data/stock/search
Query Params:
q- required:true- type:String; The query to search for (example:"apple")
Returns: A List of StockSearchResult.
Get all the stocks that are currently being tracked. Tracked stocks are stocks that the end-of-day options load job will use to add price data to the database.
Method: GET
Endpoint: /data/tracked
Query Params:
activeOnly- required:false- default:true- type:boolean; Filters return values by if they are actively being tracked.
Returns: A List of TrackedStock
Adds a list stocks to be tracked by the options load job.
Method: POST
Endpoint: /data/tracked
Request Body:
[
"TIK",
"TIK2",
...
]
Updates the active tracked stocks.
Method: PUT
Endpoint: /data/tracked/active
Request Body:
{
"TIK" : false,
"TIK2" : true,
...
}
This job runs at the end of every trading day (excluding holidays). This job reads data from yahoo finance options chain and adds the price data to the database. If a read fails (usually due to too many calls to yahoo finance), then it will be added to a retry queue for retry later. The job reads 2 complete option chains every 5 min.
Custom options data loaders can be added by extending the OptionsChainLoadService abstract class and implementing the abstract methods.
Custom stock data loaders can be added by implementing the StockDataLoadService