Python SDK on GitHub

Introduction

For over ten years, Empirasign has made its Market Data available via a REST API. Our Parser API has been publicly available since 2017. While any REST-based API is language agnostic, Python is the language of choice for most of our clients. To these ends, we have worked on building new and improved Python access classes, utility functions, and example scripts. Most of this code has been housed at a variety of links and pages across our site. Today, we announce the unification of all this code under one Python-based SDK hosted on GitHub.

NO BREAKING CHANGES!

This SDK and its new methods and scripts introduces no breaking changes for anyone using legacy API methods. Only new and good things are introduced herein.

What's in the Repo?

Market Data API

Version 1 of our Market Data API is much easier to work with than the legacy version. All access methods are encapsulated within one utility class. Authentication methods are now consistent across all API endpoints.

Parser API

Similar to the Market Data API, all access patterns and methods are handled via one utility class. This class allows for email message submission in either RFC or MSG format. In addition to parsing endpoints, utility endpoints which handle ticker and identifier resolution can also be found here.

The SDK also includes a number of example scripts for common client use cases.

bwic_poll.py: Make a real-time local copy of all available BWIC data (list contents, price talk, and trade color). In this example, SQLite is used for data persistence, but the code can easily be modified for any other SQL database. Once you create a local store of real-time market data it's a breeze to integrate this data with other internal systems. These can include cash-flow engines, CRM, risk, and valuation tools. There is another example script, runs_poll.py, which does the same thing, but for runs data.

eod_data_grab.py: If your market data needs are close-of-business driven, this is the most effective way to utilize the Empirasign API. This script is also useful to those who want to ensure they never miss a quote or BWIC. There is a longer write-up available here.

intex_mktd.py: Use the Market Data API to keep your INTEX market data directory well-fed. When this script is in action, INTEXCalc will automatically have access to Empirasign's latest market data. We've written more about Empirasign - INTEX integration on our blog, here and here.

parse_run.py: This script will parse a run email from the command line, and is great for testing. If you'd prefer a GUI for such tests, please head on over to our Email File Parser blog entry. When you're ready to industrialize this process seek out the parse_imap_inbox.py script.

Getting Started

1. pip install git+https://github.com/empirasign/python-api.git
2. Obtain Parser or Market Data API credentials from your Empirasign Representative.
3. Get started building!

Legacy Resources

All legacy resources will be maintained for the foreseeable future. GitHub is great for code hosting and providing updates and change logs, but our website will remain the best place for tutorials, data dictionaries, and other resources. A few pages you may want to keep in mind are linked below.

Legacy Market Data API Documentation

www.empirasign.com/api-mbs/

Developer Resources

www.empirasign.com/developer-resources/

Parser and Market Data API OpenAPI Specification (fka Swagger)

www.empirasign.com/v1/parser-api-docs/
www.empirasign.com/v1/market-api-docs/

Conclusion

We introduced our new Python SDK. We also highlighted a few example use cases and where to look for documentation. If you would like to further discuss these items, please reach out to us at [email protected] or 646-837-8848. If you or a colleague would like a Free Trial to Empirasign, please head on over to our Free Trial Registration Page.