MarketLists.jl

October 19, 2022

MarketLists.jl on GitHub

Introduction

MarketLists provides a convinience package to download sets of stock symbols.
There are 6 basic functions provided by MarketLists.

The two get Options functions list the valid enchanges, and indexes handled by the other frunctions in the package

getExchangeOptions()
3-element Vector{String}:
 "NASDAQ"
 "NYSE"
 "AMEX"

getIndexOptions()
12-element Vector{Pair{String, String}}:
 "CQQQ" => "China Tech ETF"
  "DGT" => "DOW Global"
  "DIA" => "DOW 30"
  "MDY" => "S&P 400"
 "ONEK" => "Russell 1000"
  "QQQ" => "Nasdaq 100"
  ...

The getExchangeMembers function downloads the current members of the given exchange in JSON format.

  getExchangeMembers("NASDAQ")
  Dict{Symbol, Union{Int16, String, Vector{UInt8}}} with 3 entries:
    :code    => 200
    :message => "OK"
    :body    => "{\"data\":{\"headers\":{\"symbol ...

The getIndexMembersFile function downloads the current index ETF holdings as a file, which is stored in the system temp directory

getIndexMembersFile("SPY")
Dict{Symbol, Union{Int16, String, Vector{UInt8}}} with 3 entries:
  :file    => "/tmp/holdings-daily-us-en-spy.xlsx"
  :code    => 200
  :message => "OK"

Finally there are 2 additional convienence functions to convert the Exchange JSON, and the Index ETF data to DataFrames.

• parseExchangeResponseToDataFrame
• parseIndexMembersFileToDataFrame