#quantum #data-provider #ibex35

data_harvest

A library that harvests finance data from the Web

4 releases

new 0.2.1 Feb 14, 2025
0.2.0 Feb 14, 2025
0.1.1 Feb 14, 2025
0.1.0 Feb 10, 2025

#106 in Finance

Download history 57/week @ 2025-02-04 408/week @ 2025-02-11

465 downloads per month

MPL-2.0 license

78KB
734 lines

Rust Finance Data Harvest Library

License GitHub Actions Workflow Status

This library includes several modules that extract finance and stock related data from web sites. The main purpose of the library is to retrieve useful data for financial quantitative analysis, and organise it into a data base.

Supported Sources of Data

At the moment the following sources of data are supported:

Comisión Nacional de Valores

The CNMV is the Spanish stock exchange supervisor and regulator. Its web site includes many useful registers, though the access is complicated due to the organisation of the web site, and certainly not friendly for machines. The library supports extracting data about short positions against companies listed in the IBEX35.

Short Data Provider

This struct web_scrappers::CnmvProvider includes logic to extract the active short positions against a given company of the IBEX35. The module works together with the API defined in the Finance Lib crate, and uses the implementation of such API Finance Ibex. So have a look at them before using this module.

API

There is no defined API of this library because the main goal of the library is to keep a private data base with all the harvested data. Hence if you just need to scrap data from a supported web site, look for any of the modules within [web_scrappers].

Data Base Management

The modules within [feeders] are meant to call modules that produce data and push the new data to the private data base.

Dependencies

~43–59MB
~1M SLoC