quantlab.acquisition.tiingo#
Download daily (end-of-day) US stock prices from Tiingo.
TiingoAcquisition is the Tiingo-specific part of the acquisition layer.
It asks Tiingo’s daily price endpoint for one symbol’s whole date range per
request and hands the rows to the shared SymbolBatchAcquisition base class, which
handles resuming, concurrency, per-batch failures and writing the raw parquet
files (shards). Tiingo limits each account to a number of requests per hour
(its “request allocation”, called the quota here); running out of it stops
the whole run rather than failing symbols one by one.
The API key is read from TIINGO_API_KEY in the environment and is never
stored on a config or written to a log. TIINGO_SOURCE at the bottom of
the module registers the vendor with quantlab.acquisition.registry.
Classes
Download Tiingo end-of-day prices through the shared |