data_request
============

.. py:module:: data_request


Classes
-------

.. autoapisummary::

   data_request.DataRequest


Module Contents
---------------

.. py:class:: DataRequest(source: str = 'ccxt', tickers: Union[str, List[str]] = 'btc', quote_ccy: Optional[str] = None, markets: Optional[Union[str, List[str]]] = None, freq: str = 'd', exch: Optional[str] = None, asset_class: Optional[str] = None, cat: Optional[str] = None, countries: Optional[Union[str, List[str]]] = None, mkt_type: Optional[str] = 'spot', start_date: Optional[Union[str, datetime.datetime, pandas.Timestamp]] = None, end_date: Optional[Union[str, datetime.datetime, pandas.Timestamp]] = None, fields: Union[str, List[str]] = ['close'], tz: Optional[str] = None, trials: Optional[int] = 3, pause: Optional[float] = 0.1, source_tickers: Optional[Union[str, List[str]]] = None, source_markets: Optional[Union[str, List[str]]] = None, source_freq: Optional[str] = None, source_start_date: Optional[Union[str, int, datetime.datetime, pandas.Timestamp]] = None, source_end_date: Optional[Union[str, int, datetime.datetime, pandas.Timestamp]] = None, source_fields: Optional[Union[str, List[str]]] = None)

   Object for defining data retrieval parameters.

   The DataRequest object serves as the command pattern, holding all necessary
   parameters (assets, dates, frequency, source, etc.) required to fetch and
   process data from any supported data vendor.


   .. py:property:: source

      Returns data source for data request.


   .. py:property:: tickers

      Returns tickers for data request.


   .. py:property:: quote_ccy

      Returns quote currency for data request.


   .. py:property:: markets

      Returns markets for data request.


   .. py:property:: freq

      Returns frequency of observations for data request.


   .. py:property:: exch

      Returns exchange for data request.


   .. py:property:: asset_class

      Returns asset class for data request.


   .. py:property:: cat

      Returns category for data request.


   .. py:property:: countries

      Returns country codes for data request.


   .. py:property:: mkt_type

      Returns market type for data request.


   .. py:property:: start_date

      Returns start date for data request.


   .. py:property:: end_date

      Returns end date for data request.


   .. py:property:: fields

      Returns fields for data request.


   .. py:property:: tz

      Returns timezone for data request.


   .. py:property:: trials

      Returns number of trials for data request.


   .. py:property:: pause

      Returns number of seconds to pause between data requests.


   .. py:property:: source_tickers

      Returns tickers for data request in data source format.


   .. py:property:: source_markets

      Returns markets for data request in data source format.


   .. py:property:: source_freq

      Returns frequency of data request in data source format.


   .. py:property:: source_start_date

      Returns start date for data request in data source format.


   .. py:property:: source_end_date

      Returns end date for data request in data source format.


   .. py:property:: source_fields

      Returns fields for data request in data source format.