Getting Started#
abstract · Cargo Docs
Installation#
Add finance-query to your Cargo.toml:
[dependencies]
finance-query = "3"
tokio = { version = "1", features = ["full"] }Optional Features#
[dependencies]
finance-query = { version = "3", features = ["dataframe", "backtesting"] }| Feature | Description |
|---|---|
polygon | Polygon.io API (5 req/sec free) |
fmp | Financial Modeling Prep API (250 req/day free) |
alphavantage | Alpha Vantage API (25 req/day free) |
crypto | CoinGecko cryptocurrency data (keyless, 30 req/min) |
fred | FRED macro-economic data (120 req/min, free API key) |
dataframe | Polars DataFrame integration for data analysis |
backtesting | Strategy backtesting engine (includes indicators) |
indicators | 42 technical indicators (auto-enabled with backtesting) |
risk | Risk analytics: VaR, Sharpe/Sortino/Calmar, beta, drawdown (includes indicators) |
rss | RSS/Atom news feed aggregation |
sentiment | Offline VADER sentiment scoring for news titles and transcripts (keyless) |
translation | Translate human-readable response fields (built-in dictionary + pluggable backend) |
translation-offline | Local opus-mt machine-translation backend (needs cmake + a C++ toolchain) |
Quick Example#
use finance_query::{Ticker, Interval, TimeRange, format::Raw};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Default: Yahoo Finance (no API key required)
let ticker = Ticker::builder("AAPL").logo().build().await?;
// Get quote
let quote = ticker.quote::<Raw>().await?;
println!("{}: ${:.2}", quote.symbol,
quote.regular_market_price.unwrap_or(0.0));
// Get chart
let chart = ticker.chart(Interval::OneDay, TimeRange::OneMonth).await?;
println!("Candles: {}", chart.candles.len());
Ok(())
}
checked claims
✓de_quotemedian time1.0 ms<4.0 ms
The network round-trip dominates each call — deserialization is far from the bottleneck.
Multi-Provider Data Sources#
Finance Query supports multiple data providers through feature flags:
export POLYGON_API_KEY="your-key"
export FMP_API_KEY="your-key"
use finance_query::{Capability, Fetch, Provider, Providers};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Route quote to Polygon, fall back to Yahoo (routing lives on Providers::builder)
let providers = Providers::builder()
.route(Capability::QUOTE, [Provider::Polygon, Provider::Yahoo])
.fetch(Fetch::Sequential)
.build()
.await?;
let ticker = providers.ticker("AAPL").build().await?;
Ok(())
}
→ Multi-Provider Architecture for all providers and strategies
Key Features#
📊 Stock Data & Analysis#
use finance_query::{Ticker, format::Raw};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Quotes, financials, options, news
let ticker = Ticker::builder("MSFT").logo().build().await?;
let quote = ticker.quote::<Raw>().await?; // fetch quote with logo if available
let financials = ticker.financial_data().await?;
let options = ticker.options(None).await?;
Ok(())
}
→ Ticker API for complete reference
📦 Batch Operations#
use finance_query::{Interval, Tickers, TimeRange};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Fetch multiple symbols efficiently
let tickers = Tickers::builder(vec!["AAPL", "MSFT", "GOOGL"]).logo().build().await?;
let quotes = tickers.quotes().await?; // fetch quotes with logos if available
let sparks = tickers.spark(Interval::OneDay, TimeRange::FiveDays).await?;
Ok(())
}
→ Batch Tickers for multi-symbol operations
🔍 Market Discovery#
use finance_query::{finance, Screener, SearchOptions};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Search, screeners, trending stocks
let results = finance::search("Tesla", &SearchOptions::default()).await?;
let actives = finance::screener(Screener::MostActives, 25).await?;
let trending = finance::trending(None).await?;
Ok(())
}
checked claims
✓de_searchmedian time5.3 µs<20.0 µs
→ Finance Module for market-wide data
📊 DataFrame Support#
use finance_query::{Interval, Ticker, TimeRange};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Convert to Polars DataFrames
let ticker = Ticker::new("AAPL").await?;
let chart = ticker.chart(Interval::OneDay, TimeRange::OneMonth).await?;
let df = chart.to_dataframe()?;
println!("Rows: {}", df.height());
Ok(())
}
→ DataFrame Support for data analysis
📈 Technical Indicators#
use finance_query::{Interval, Ticker, TimeRange};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// 42 indicators: RSI, MACD, Bollinger Bands, etc.
let ticker = Ticker::new("AAPL").await?;
let indicators = ticker.indicators(Interval::OneDay, TimeRange::ThreeMonths).await?;
if let Some(rsi) = indicators.rsi_14 {
println!("RSI: {:.2}", rsi);
}
Ok(())
}
→ Technical Indicators for all available indicators
🔬 Backtesting#
use finance_query::backtesting::SmaCrossover;
use finance_query::{Interval, Ticker, TimeRange};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Test strategies against historical data
let ticker = Ticker::new("AAPL").await?;
let result = ticker.backtest(
SmaCrossover::new(10, 20),
Interval::OneDay,
TimeRange::OneYear,
None,
).await?;
println!("Return: {:.2}%", result.metrics.total_return_pct);
Ok(())
}
→ Backtesting for strategy building
📡 Real-time Streaming#
use finance_query::streaming::PriceStream;
use futures::StreamExt;
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Subscribe to real-time price updates via WebSocket
let mut stream = PriceStream::subscribe(["AAPL", "NVDA", "TSLA"]).await?;
while let Some(price) = stream.next().await {
println!("{}: ${:.2} ({:+.2}%)",
price.id,
price.price,
price.change_percent
);
}
Ok(())
}
→ Real-time Streaming for WebSocket details
📁 SEC EDGAR Filings#
use finance_query::edgar;
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Init once per process (SEC requires contact email)
edgar::init("user@example.com")?;
// Resolve ticker to CIK number
let cik = edgar::resolve_cik("AAPL").await?; // 320193
// Fetch all SEC filings metadata
let submissions = edgar::submissions(cik).await?;
if let Some(recent) = submissions.filings.as_ref().and_then(|f| f.recent.as_ref()) {
println!("Recent filings: {}", recent.form.len());
}
// Fetch structured XBRL financial data
let facts = edgar::company_facts(cik).await?;
Ok(())
}
→ EDGAR Module for SEC filing data
⚠️ Risk Analytics#
use finance_query::{Interval, Ticker, TimeRange};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// VaR, Sharpe/Sortino/Calmar ratio, Beta, max drawdown
let ticker = Ticker::new("AAPL").await?;
let summary = ticker.risk(Interval::OneDay, TimeRange::OneYear, Some("SPY")).await?;
println!("VaR 95%: {:.2}%", summary.var_95 * 100.0);
println!("Sharpe: {:.2}", summary.sharpe.unwrap_or(0.0));
println!("Max Drawdown: {:.2}%", summary.max_drawdown * 100.0);
println!("Beta vs SPY: {:.2}", summary.beta.unwrap_or(0.0));
Ok(())
}
→ Risk Analytics for portfolio risk metrics
Next Steps#
Start Here:
- Ticker API - Single symbol operations
- Multi-Provider Architecture - Configure and combine data providers
- Technical Indicators - RSI, MACD, Bollinger Bands, and more
- Backtesting - Test trading strategies
Advanced:
- Batch Tickers - Multi-symbol efficiency
- Finance Module - Market-wide searches
- DataFrame Support - Data analysis with Polars
- Configuration - Regional settings and customization
- Real-time Streaming - WebSocket price feeds
- SEC EDGAR - SEC filings and XBRL data
- Risk Analytics - Portfolio risk metrics
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