Making your first request

Making your first data request is easy, let’s dive into what you need.

Installation #

First, install our Python package from the official index: https://pypi.org/project/quantglobal/

Once installed, open your preferred IDE (we recommend Spyder) and import the package.

Note: When importing the package, the name ‘QuantGlobal’ is case-sensitive.

Pulling Data #

For this example, we’ll make a query for the Google Dual Class Arbitrage Index values on November 30th, 2022.

Valid parameters #

• key
  • the email address associated with your account (e.g., ‘your_address@ email.com’)
• strategy
  • ‘dca’ (Dual Class Arbitrage)
  • ‘pt’ (Pairs Trading)
  • ‘pt_extended’ (Pairs Trading w/ Extended Data)
• underlying
  • For Dual Class Arbitrage (‘dca’), the valid underlying parameters are:
    • ‘google’, ‘zillow’, ‘fox’, ‘news’
  • For Pairs Trading (both ‘pt’ and ‘pt_extended’), the valid underlying parameters are:
    • ‘communications’, ‘consumer_discretionary’, ‘consumer_staples’, ‘energy’, ‘financials’, ‘healthcare’, ‘industrials’, ‘basic_materials’, ‘technology’, ‘utilities’
• from_date / end_date (optional)
  • date in YYYY-mm-dd format

import QuantGlobal as qg
data = qg.download(key = 'authenticated_user@email.com', strategy = 'dca', underlying = 'google', from_date = '2022-11-30', end_date = '2022-12-01')

After the line is executed, the API returns a pandas dataframe object structured as follows:

Congratulations, you have completed your first data request!