mirror of
https://github.com/hydrosquall/tiingo-python.git
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feat: Add financial analysis endpoints (Fundamentals, Funds)
Add OpenAPI specifications for fundamental data: - Company fundamentals with financial statements and metrics - Mutual fund and ETF fees, holdings, and analytics 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
Cameron Yick
360
openapi/paths/fundamentals.yaml
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360
openapi/paths/fundamentals.yaml
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@@ -0,0 +1,360 @@
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# Tiingo Fundamentals API Endpoints
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# Reference these using: $ref: './fundamentals.yaml#/definitions'
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definitions: &definitions
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get:
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summary: Get Fundamental Definitions
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description: |
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Returns available fundamental metrics and their metadata. Use this endpoint to discover
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which fields are available and what they represent.
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operationId: getFundamentalDefinitions
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tags:
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- Fundamentals
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parameters:
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- $ref: '../parameters/_index.yaml#/TokenParam'
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- name: tickers
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in: query
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required: false
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schema:
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oneOf:
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- type: string
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- type: array
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items:
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type: string
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description: |
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Specific tickers to return meta data for. If no string passed, will return meta data
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for all available tickers. Can either be a single ticker, a comma-separated list of tickers,
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or an array of strings (string[]).
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examples:
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single:
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value: "AAPL"
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summary: Single ticker
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multiple:
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value: "AAPL,GOOGL,MSFT"
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summary: Multiple tickers (comma-separated)
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array:
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value: ["AAPL", "GOOGL", "MSFT"]
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summary: Array of tickers
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- $ref: '../parameters/_index.yaml#/FormatParam'
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responses:
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'200':
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description: Successful response with fundamental definitions
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content:
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application/json:
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schema:
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type: array
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items:
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$ref: '../schemas/fundamentals-schemas.yaml#/FundamentalDefinition'
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examples:
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definitions:
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summary: Example fundamental definitions
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value:
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- dataCode: "peRatio"
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name: "Price/Earnings Ratio"
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description: "The price to earnings ratio of the company"
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statementType: "overview"
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units: ""
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- dataCode: "netIncome"
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name: "Net Income"
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description: "The net income of the company"
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statementType: "incomeStatement"
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units: "$"
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text/csv:
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schema:
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type: string
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description: CSV formatted data
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'400':
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$ref: '../responses/_index.yaml#/BadRequest'
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'401':
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$ref: '../responses/_index.yaml#/Unauthorized'
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'404':
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$ref: '../responses/_index.yaml#/NotFound'
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'429':
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$ref: '../responses/_index.yaml#/TooManyRequests'
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'500':
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$ref: '../responses/_index.yaml#/InternalServerError'
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statements: &statements
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get:
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summary: Get Financial Statements
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description: |
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Returns historical statement data extracted from quarterly and annual statements
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(Balance Sheet, Income Statement, Cash Flow, and Overview metrics). Data is updated
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usually within 12-24 hours of being made available by the SEC.
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The `asReported` parameter controls whether you get the most recent revised data
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(false, default) or the data as it was originally reported (true).
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operationId: getFinancialStatements
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tags:
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- Fundamentals
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parameters:
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- $ref: '../parameters/_index.yaml#/TickerPathParam'
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- $ref: '../parameters/_index.yaml#/TokenParam'
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- name: asReported
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in: query
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required: false
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schema:
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type: boolean
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default: false
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description: |
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When false (default), returns the most recent data including any revisions for the reporting period.
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The dates will correspond to the fiscal end of the quarter or year.
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When true, returns the data as it was reported on the release date.
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The date will correspond to the date the filings were posted on the SEC.
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- $ref: '../parameters/_index.yaml#/StartDateParam'
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- $ref: '../parameters/_index.yaml#/EndDateParam'
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- name: sort
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in: query
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required: false
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schema:
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type: string
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enum:
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- date
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- -date
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default: date
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description: |
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Sort direction and column to sort by. Prepend "-" for descending order,
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otherwise ascending. For Fundamentals statements, only the "date" field may be sorted upon.
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examples:
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ascending:
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value: "date"
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summary: Sort by date ascending
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descending:
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value: "-date"
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summary: Sort by date descending
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- $ref: '../parameters/_index.yaml#/FormatParam'
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responses:
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'200':
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description: Successful response with financial statements
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content:
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application/json:
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schema:
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type: array
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items:
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$ref: '../schemas/fundamentals-schemas.yaml#/FinancialStatement'
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examples:
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statements:
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summary: Example financial statement
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value:
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- date: "2023-12-29T00:00:00.000Z"
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quarter: 1
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year: 2024
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statementData:
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balanceSheet:
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- dataCode: "totalAssets"
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value: 352755000000
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incomeStatement:
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- dataCode: "revenue"
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value: 383285000000
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- dataCode: "netIncome"
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value: 96995000000
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cashFlow:
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- dataCode: "operatingCashFlow"
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value: 110543000000
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overview:
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- dataCode: "peRatio"
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value: 29.45
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text/csv:
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schema:
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type: string
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description: CSV formatted data (flat/2-D structure for spreadsheet compatibility)
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'400':
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$ref: '../responses/_index.yaml#/BadRequest'
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'401':
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$ref: '../responses/_index.yaml#/Unauthorized'
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'404':
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$ref: '../responses/_index.yaml#/NotFound'
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'429':
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$ref: '../responses/_index.yaml#/TooManyRequests'
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'500':
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$ref: '../responses/_index.yaml#/InternalServerError'
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daily: &daily
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get:
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summary: Get Daily Fundamentals
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description: |
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Returns daily fundamental metrics that rely on price data and update daily
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(Market Capitalization, P/E Ratios, P/B Ratios, etc.).
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IMPORTANT: New daily metrics are continuously added, so fields will change over time.
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Use the `columns` parameter if you require specific columns in a particular order.
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operationId: getDailyFundamentals
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tags:
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- Fundamentals
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parameters:
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- $ref: '../parameters/_index.yaml#/TickerPathParam'
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- $ref: '../parameters/_index.yaml#/TokenParam'
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- $ref: '../parameters/_index.yaml#/StartDateParam'
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- $ref: '../parameters/_index.yaml#/EndDateParam'
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- name: sort
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in: query
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required: false
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schema:
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type: string
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pattern: '^-?[a-zA-Z]+$'
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description: |
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Sort direction and column to sort by. Prepend "-" for descending order,
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otherwise ascending. E.g. sort=date (ascending) or sort=-date (descending).
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examples:
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ascending:
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value: "date"
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summary: Sort by date ascending
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descending:
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value: "-date"
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summary: Sort by date descending
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- name: columns
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in: query
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required: false
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schema:
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type: string
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pattern: '^[a-zA-Z]+(,[a-zA-Z]+)*$'
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description: |
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Comma-separated list of columns to return. Ensures consistent output even as
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new metrics are added. E.g. columns=date,marketCap,peRatio will always return
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only those columns in that exact order.
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examples:
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basic:
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value: "date,marketCap,peRatio"
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summary: Basic metrics
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extended:
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value: "date,marketCap,enterpriseVal,peRatio,pbRatio,trailingPEG1Y"
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summary: Extended metrics
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- $ref: '../parameters/_index.yaml#/FormatParam'
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responses:
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'200':
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description: Successful response with daily fundamental metrics
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content:
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application/json:
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schema:
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type: array
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items:
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$ref: '../schemas/fundamentals-schemas.yaml#/DailyMetric'
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examples:
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daily:
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summary: Example daily fundamentals
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value:
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- date: "2023-12-29T00:00:00.000Z"
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marketCap: 3050000000000
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enterpriseVal: 2950000000000
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peRatio: 29.45
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pbRatio: 48.32
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trailingPEG1Y: 2.15
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- date: "2023-12-28T00:00:00.000Z"
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marketCap: 3040000000000
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enterpriseVal: 2940000000000
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peRatio: 29.38
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pbRatio: 48.20
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trailingPEG1Y: 2.14
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text/csv:
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schema:
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type: string
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description: CSV formatted data
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'400':
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$ref: '../responses/_index.yaml#/BadRequest'
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'401':
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$ref: '../responses/_index.yaml#/Unauthorized'
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'404':
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$ref: '../responses/_index.yaml#/NotFound'
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'429':
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$ref: '../responses/_index.yaml#/TooManyRequests'
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'500':
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$ref: '../responses/_index.yaml#/InternalServerError'
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meta: &meta
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get:
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summary: Get Fundamentals Metadata
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description: |
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Returns company metadata and information about when data was last updated.
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IMPORTANT: As new meta data about companies and their fundamentals is added,
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the endpoint output will change. Use the `columns` parameter if you require
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specific columns in a particular order.
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operationId: getFundamentalsMeta
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tags:
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- Fundamentals
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parameters:
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- $ref: '../parameters/_index.yaml#/TokenParam'
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- name: tickers
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in: query
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required: false
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schema:
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oneOf:
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- type: string
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- type: array
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items:
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type: string
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description: |
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Specific tickers to return meta data for. If no string passed, will return meta data
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for all available tickers. Can either be a single ticker, a comma-separated list of tickers,
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or an array of strings (string[]).
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examples:
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single:
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value: "AAPL"
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summary: Single ticker
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multiple:
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value: "AAPL,GOOGL"
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summary: Multiple tickers (comma-separated)
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array:
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value: ["AAPL", "GOOGL"]
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summary: Array of tickers
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- name: columns
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in: query
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required: false
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schema:
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type: string
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pattern: '^[a-zA-Z]+(,[a-zA-Z]+)*$'
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description: |
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Comma-separated list of columns to return. Ensures consistent output even as
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new metadata is added. E.g. columns=ticker,name will always return only those
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columns in that exact order.
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examples:
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basic:
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value: "ticker,name"
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summary: Basic info
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extended:
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value: "ticker,name,sector,industry,isActive"
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summary: Extended info
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- $ref: '../parameters/_index.yaml#/FormatParam'
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responses:
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'200':
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description: Successful response with company metadata
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content:
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application/json:
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schema:
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type: array
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items:
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$ref: '../schemas/fundamentals-schemas.yaml#/FundamentalMeta'
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examples:
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meta:
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summary: Example company metadata
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value:
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- permaTicker: "AAPL"
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ticker: "AAPL"
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name: "Apple Inc."
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isActive: true
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isADR: false
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sector: "Technology"
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industry: "Consumer Electronics"
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sicCode: 3571
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sicSector: "Industrial and Commercial Machinery and Computer Equipment"
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sicIndustry: "Electronic Computers"
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reportingCurrency: "USD"
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location: "California"
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companyWebsite: "https://www.apple.com"
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secFilingWebsite: "https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=0000320193&type=&dateb=&owner=exclude&count=100"
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statementLastUpdated: "2024-01-15T10:30:00.000Z"
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dailyLastUpdated: "2024-01-15T08:00:00.000Z"
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text/csv:
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schema:
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type: string
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description: CSV formatted data
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'400':
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$ref: '../responses/_index.yaml#/BadRequest'
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'401':
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$ref: '../responses/_index.yaml#/Unauthorized'
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'404':
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$ref: '../responses/_index.yaml#/NotFound'
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'429':
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$ref: '../responses/_index.yaml#/TooManyRequests'
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'500':
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$ref: '../responses/_index.yaml#/InternalServerError'
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132
openapi/paths/funds.yaml
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132
openapi/paths/funds.yaml
Normal file
@@ -0,0 +1,132 @@
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# Tiingo Mutual Fund and ETF Fees API Endpoints
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# Reference: /docs/api_extracted/mutual-fund-etf-fees.md
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fund-overview: &fund-overview
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get:
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summary: Get Fund Overview
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description: |
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Obtain top-level fund data, including description and share classes.
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This endpoint provides comprehensive information about a mutual fund or ETF,
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including its full name, description, share class, net expense ratio, and
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related share classes with their respective expense ratios.
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**Note:** This endpoint is available for enterprise and institutional clients only.
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Contact Sales@tiingo.com for licensing and pricing.
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operationId: getFundOverview
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tags:
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- Funds
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parameters:
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- $ref: '../parameters/_index.yaml#/TickerPathParam'
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- $ref: '../parameters/_index.yaml#/TokenParam'
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responses:
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'200':
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description: Successful response with fund overview data
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content:
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application/json:
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schema:
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$ref: '../schemas/funds-schemas.yaml#/FundOverview'
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examples:
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vtsax:
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summary: Vanguard Total Stock Market Index Fund
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value:
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ticker: "VTSAX"
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name: "Vanguard Total Stock Market Index Fund"
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description: "Long description of the fund..."
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shareClass: "Admiral Shares"
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netExpense: 0.0035
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otherShareClasses:
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- ticker: "VTSMX"
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name: "Vanguard Total Stock Market Index Fund"
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shareClass: "Investor Shares"
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netExpense: 0.0055
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- ticker: "VTSIX"
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name: "Vanguard Total Stock Market Index Fund"
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shareClass: "Institutional Shares"
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netExpense: 0.0020
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'400':
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$ref: '../responses/_index.yaml#/BadRequest'
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'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
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||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
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fund-metrics: &fund-metrics
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get:
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summary: Get Fund Fee Metrics
|
||||
description: |
|
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Obtain detailed current and historical fee data for a mutual fund or ETF.
|
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|
||||
This endpoint provides comprehensive fee information including net and gross expense ratios,
|
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management fees, 12b-1 fees, load fees, redemption fees, and custom fees. The data includes
|
||||
both current and historical fee information with prospectus dates.
|
||||
|
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Fee data covers:
|
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- Expense ratios (net/gross)
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- Management and distribution fees
|
||||
- Load fees (front/back/dividend)
|
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- Shareholder and account fees
|
||||
- Redemption and exchange fees
|
||||
- Custom fees (e.g., check processing fees)
|
||||
|
||||
All fee values are expressed as decimals (e.g., 0.0035 = 0.35%).
|
||||
|
||||
**Note:** This endpoint is available for enterprise and institutional clients only.
|
||||
Contact Sales@tiingo.com for licensing and pricing.
|
||||
operationId: getFundMetrics
|
||||
tags:
|
||||
- Funds
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
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||||
'200':
|
||||
description: Successful response with detailed fund fee metrics
|
||||
content:
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||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/funds-schemas.yaml#/FundMetrics'
|
||||
examples:
|
||||
vtsax:
|
||||
summary: Vanguard Total Stock Market Index Fund Fees
|
||||
value:
|
||||
prospectusDate: "2024-01-15"
|
||||
netExpense: 0.0035
|
||||
grossExpense: 0.0040
|
||||
managementFee: 0.0025
|
||||
12b1: 0.0000
|
||||
non12b1: 0.0000
|
||||
otherExpenses: 0.0015
|
||||
acquiredFundFees: 0.0000
|
||||
feeWaiver: 0.0005
|
||||
exchangeFeeUSD: 0.0000
|
||||
exchangeFeePercent: 0.0000
|
||||
frontLoad: 0.0000
|
||||
backLoad: 0.0000
|
||||
dividendLoad: 0.0000
|
||||
shareholderFee: 0.0000
|
||||
accountFeeUSD: 0.0000
|
||||
accountFeePercent: 0.0000
|
||||
redemptionFeeUSD: 0.0000
|
||||
redemptionFeePercent: 0.0000
|
||||
portfolioTurnover: 0.05
|
||||
miscFees: 0.0000
|
||||
customFees:
|
||||
- label: "Check Processing Fee"
|
||||
value: 0.0000
|
||||
units: "$"
|
||||
parentFee: "shareholderFee"
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
Reference in New Issue
Block a user