This Library provides read access to the Artesian API
You can install the package directly from pip.
pip install artesian-sdk
Alternatively, to install this package go to the release page .
The Artesian.SDK instance can be configured using API-Key authentication
from Artesian import ArtesianConfig
cfg = ArtesianConfig("https://arkive.artesian.cloud/{tenantName}/", "{api-key}")
The following breaking changes has been introduced in v3 respect to v2.
Python >=3.8 is required. Python 3.7 is not supported due missing 'typing' features.
With Artesian-SDK v3 we introduced SubPkg to split the different part of the library. The new SubPkg are:
- Artesian.Query: contains all classes for querying Artesian data.
- Artesian.GMEPublicOffers: contains all classes for querying GME Public Offers
- (NEW) Artesian.MarketData: contains all classes to interact with the MarketData registry of Artesian. Register a new MarketData, change its Tags, etc. See documentation below.
To upgrade is enough to prefix the QueryService with 'Query.' or import it from Artesian.Query.
Were was used:
from Artesian import *
cfg = ArtesianConfig("https://arkive.artesian.cloud/{tenantName}/", "{api-key}")
qs = QueryService(cfg)
now you have to:
from Artesian import ArtesianConfig
from Artesian.Query import QueryService
cfg = ArtesianConfig("https://arkive.artesian.cloud/{tenantName}/", "{api-key}")
qs = QueryService(cfg)
To align the casing of the entries of the Enum, we adopted PascalCase to align it with the Artesian API.
Where before was used
.inGranularity(Granularity.HOUR) \
now is
.inGranularity(Granularity.Hour) \
Using the ArtesianConfig cfg
we create an instance of the QueryService which is used to create Actual, Versioned and Market Assessment time series queries
from Artesian import ArtesianConfig, Granularity
from Artesian.Query import QueryService, RelativeInterval
cfg = ArtesianConfig("https://arkive.artesian.cloud/{tenantName}/", "{api-key}")
qs = QueryService(cfg)
data = qs.createActual() \
.forMarketData([100011484,100011472,100011477,100011490,100011468,100011462,100011453]) \
.inAbsoluteDateRange("2018-01-01","2018-01-02") \
.inTimeZone("UTC") \
.inGranularity(Granularity.Hour) \
.execute()
print(data)
To construct an Actual Time Series Extraction the following must be provided.
Actual Query | Description |
---|---|
Market Data ID | Provide a market data id or set of market data id's to query |
Time Granularity | Specify the granularity type |
Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
from Artesian import ArtesianConfig, Granularity
from Artesian.Query import QueryService, RelativeInterval
qs = QueryService(cfg)
q = qs.createVersioned() \
.forMarketData([100042422,100042283,100042285,100042281,100042287,100042291,100042289]) \
.inAbsoluteDateRange("2018-01-01","2018-01-02") \
.inTimeZone("UTC") \
.inGranularity(Granularity.Hour)
print(q)
ret = q.forMUV().execute()
print(ret)
ret = q.forLastNVersions(2).execute()
print(ret)
ret = q.forLastOfDays("2019-03-12","2019-03-16").execute()
print(ret)
ret = q.forLastOfDays("P0Y0M-2D","P0Y0M2D").execute()
print(ret)
ret = q.forLastOfDays("P0Y0M-2D").execute()
print(ret)
ret = q.forLastOfMonths("2019-03-12","2019-03-16").execute()
print(ret)
ret = q.forLastOfMonths("P0Y-1M0D","P0Y1M0D").execute()
print(ret)
ret = q.forLastOfMonths("P0Y-1M0D").execute()
print(ret)
ret = q.forVersion("2019-03-12T14:30:00").execute()
print(ret)
ret = q.forMostRecent("2019-03-12","2019-03-16").execute()
print(ret)
ret = q.forMostRecent("2019-03-12T12:30:05","2019-03-16T18:42:30").execute()
print(ret)
ret = q.forMostRecent("P0Y0M-2D","P0Y0M2D").execute()
print(ret)
ret = q.forMostRecent("P0Y0M-2D").execute()
print(ret)
ret = q.forMostRecent("2019-03-12","2019-03-16").execute()
print(ret)
ret = q.forMostRecent("P0Y-1M0D","P0Y1M0D").execute()
print(ret)
ret = q.forMostRecent("P0Y-1M0D").execute()
print(ret)
To construct a Versioned Time Series Extraction the following must be provided.
Versioned Query | Description |
---|---|
Market Data ID | Provide a market data id or set of market data id's to query |
Time Granularity | Specify the granularity type |
Versioned Time Extraction Window | Versioned extraction time window |
Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
from Artesian import ArtesianConfig
from Artesian.Query import QueryService, RelativeInterval
qs = QueryService(cfg)
data = qs.createMarketAssessment() \
.forMarketData([100000032,100000043]) \
.forProducts(["D+1","Feb-18"]) \
.inAbsoluteDateRange("2018-01-01","2018-01-02") \
.execute()
print(data)
To construct a Market Assessment Time Series Extraction the following must be provided.
Mas Query | Description |
---|---|
Market Data ID | Provide a market data id or set of market data id's to query |
Product | Provide a product or set of products |
Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
from Artesian import ArtesianConfig
from Artesian.Query import QueryService, RelativeInterval
qs = QueryService(cfg)
data = qs.createBidAsk() \
.forMarketData([100000032,100000043]) \
.forProducts(["D+1","Feb-18"]) \
.inAbsoluteDateRange("2018-01-01","2018-01-02") \
.execute()
print(data)
To construct a Bid Ask Time Series Extraction the following must be provided.
Mas Query | Description |
---|---|
Market Data ID | Provide a market data id or set of market data id's to query |
Product | Provide a product or set of products |
Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
from Artesian import ArtesianConfig
from Artesian.Query import QueryService, RelativeInterval
qs = QueryService(cfg)
data = qs.createAuction() \
.forMarketData([100011484,100011472,100011477,100011490,100011468,100011462,100011453]) \
.inAbsoluteDateRange("2018-01-01","2018-01-02") \
.inTimeZone("UTC") \
.execute()
print(data)
To construct an Auction Time Series Extraction the following must be provided.
Auction Query | Description |
---|---|
Market Data ID | Provide a market data id or set of market data id's to query |
Time Extraction Window | An extraction time window for data to be queried |
Go to Time Extraction window section
Extraction window types for queries.
Date Range
.inAbsoluteDateRange("2018-08-01", "2018-08-10")
Relative Interval
.inRelativeInterval(RelativeInterval.RollingWeek)
Period
.inRelativePeriod("P5D")
Period Range
.inRelativePeriodRange("P-3D", "P10D")
All extraction types (Actual,Versioned, Market Assessment and BidAsk) have an optional filler strategy.
var versionedSeries = qs
.createVersioned() \
.forMarketData([100000001]) \
.forLastNVersions(1) \
.inGranularity(Granularity.Day) \
.inAbsoluteDateRange(new Date("2018-1-1"), new Date("2018-1-10")) \
.withFillLatestValue("P5D") \
.execute()
Use 'Null' to fill the missing timepoint with 'None' values.
.withFillNull()
Use 'None' to not fill at all: timepoints are not returned if not present.
.withFillNone()
Custom Value can be provided for each MarketDataType.
Custom Value for Actual extraction type.
.withFillCustomValue(123)
Custom Value for BidAsk extraction type.
.withFillCustomValue(
bestBidPrice = 15.0,
bestAskPrice = 20.0,
bestBidQuantity = 30.0,
bestAskQuantity = 40.0,
lastPrice = 50.0,
lastQuantity = 60.0)
Custom Value for Market Assessment extraction type.
.withFillCustomValue(
settlement = 10.0,
open = 20.0,
close = 30.0,
high = 40.0,
low = 50.0,
volumePaid = 60.0,
volueGiven = 70.0,
volume = 80.0)
Custom Value for Versioned extraction type.
.withFillCustomValue(123)
Latest Value to propagate the latest value, not older than a certain threshold only if there is a value at the end of the period.
.withFillLatestValue("P5D")
.withFillLatestValue("P5D", "False")
Latest Value to propagate the latest value, not older than a certain threshold even if there's no value at the end.
.withFillLatestValue("P5D", "True")
Using MarketDataService is possible to query all the Versions and all the Products curves which has been written in a MarketData.
from Artesian.MarketData import MarketDataService
mds = MarketDataService(cfg)
To list MarketData curves
page = 1
pageSize = 100
res = mds.readCurveRange(100042422, page, pageSize, versionFrom="2016-12-20" , versionTo="2019-03-12")
Using MarketDataService is possible to query and search the MarketData collection with faceted results. Supports paging, filtering and free text.
from Artesian.MarketData import MarketDataService
mds = MarketDataService(cfg)
To list MarketData curves
page = 1
pageSize = 100
searchText = "Riconsegnato_"
filters = {"ProviderName": ["SNAM", "France"]}
sorts=["MarketDataId asc"]
doNotLoadAdditionalInfo=True
res = mds.searchFacet(page, pageSize, searchText, filters, sorts, doNotLoadAdditionalInfo)
Artesian support Query over GME Public Offers which comes in a custom and dedicated format.
from Artesian.GMEPublicOffers import GMEPublicOfferService, Market, Purpose, Status, Zone, Scope, UnitType, GenerationType, BAType
qs = GMEPublicOfferService(cfg)
data = qs.createQuery() \
.forDate("2020-04-01") \
.forMarket([Market.MGP]) \
.forStatus(Status.ACC) \
.forPurpose(Purpose.BID) \
.forZone([Zone.NORD]) \
.withPagination(1,100) \
.execute()
print(data)
To construct a GME Public Offer Extraction the following must be provided.
GME Public Offer Query | Description |
---|---|
Time Extraction Window | An extraction time window for data to be queried |
Market | Provide a market or set of markets to query |
Status | Provide a status or set of statuses to query |
Purpose | Provide a purpose or set of purposes to query |
Zone | Provide a zone to query |
Extraction options for GME Public Offer queries.
.forDate("2020-04-01")
.forPurpose(Purpose.BID)
.forStatus(Status.ACC)
.forOperator(["Operator_1", "Operator_2"])
.forUnit(["UP_1", "UP_2"])
.forMarket([Market.MGP])
.forScope([Scope.ACC, Scope.RS])
.forBAType([BAType.NETT, BAType.NERV])
.forZone([Zone.NORD])
.forUnitType([UnitType.UCV, UnitType.UPV])
.forGenerationType(GenerationType.GAS)
.withPagination(1,10)
Using the MarketDataService is possible to register MarketData and write curves into it using the UpsertData method.
Depending on the Type of the MarketData, the UpsertData should be composed as per example below.
from Artesian import ArtesianConfig, Granularity, MarketData
from Artesian.MarketData import AggregationRule
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
mkd = MarketData.MarketDataEntityInput(
providerName = mkdid.provider,
marketDataName = mkdid.name,
originalGranularity=Granularity.Day,
type=MarketData.MarketDataType.ActualTimeSerie,
originalTimezone="CET",
aggregationRule=AggregationRule.AverageAndReplicate,
tags={
'TestSDKPython': ['PythonValue2']
}
)
registered = mkservice.readMarketDataRegistryByName(mkdid.provider, mkdid.name)
if (registered is None):
registered = mkservice.registerMarketData(mkd)
data = MarketData.UpsertData(mkdid, 'CET',
rows=
{
datetime(2020,1,1): 42.0,
datetime(2020,1,2): 43.0,
},
downloadedAt=datetime(2020,1,3).replace(tzinfo=tz.UTC)
)
mkservice.upsertData(data)
In case we want to write an hourly (or lower) time series the timezone for the upsert data must be UTC:
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
mkd = MarketData.MarketDataEntityInput(
providerName = mkdid.provider,
marketDataName = mkdid.name,
originalGranularity=Granularity.Hour,
type=MarketData.MarketDataType.ActualTimeSerie,
originalTimezone="CET",
aggregationRule=AggregationRule.AverageAndReplicate,
tags={
'TestSDKPython': ['PythonValue2']
}
)
registered = mkservice.readMarketDataRegistryByName(mkdid.provider, mkdid.name)
if (registered is None):
registered = mkservice.registerMarketData(mkd)
data = MarketData.UpsertData(mkdid, 'UTC',
rows=
{
datetime(2020,1,1,5,0,0): 42.0,
datetime(2020,1,2,6,0,0): 43.0,
datetime(2020,1,2,7,0,0): 44.0,
datetime(2020,1,2,8,0,0): 45.0,
datetime(2020,1,2,9,0,0): 46.0,
},
downloadedAt=datetime(2020,1,3).replace(tzinfo=tz.UTC)
)
mkservice.upsertData(data)
from Artesian import ArtesianConfig, Granularity, MarketData
from Artesian.MarketData import AggregationRule
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
mkd = MarketData.MarketDataEntityInput(
providerName = mkdid.provider,
marketDataName = mkdid.name,
originalGranularity=Granularity.Day,
type=MarketData.MarketDataType.VersionedTimeSerie,
originalTimezone="CET",
aggregationRule=AggregationRule.AverageAndReplicate,
tags={
'TestSDKPython': ['PythonValue2']
}
)
registered = mkservice.readMarketDataRegistryByName(mkdid.provider, mkdid.name)
if (registered is None):
registered = mkservice.registerMarketData(mkd)
data = MarketData.UpsertData(mkdid, 'CET',
rows=
{
datetime(2020,1,1): 42.0,
datetime(2020,1,2): 43.0,
},
version= datetime(2020,1,3,12,0),
downloadedAt=datetime(2020,1,3).replace(tzinfo=tz.UTC)
)
mkservice.upsertData(data)
from Artesian import ArtesianConfig, Granularity, MarketData
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
mkd = MarketData.MarketDataEntityInput(
providerName = mkdid.provider,
marketDataName = mkdid.name,
originalGranularity=Granularity.Day,
type=MarketData.MarketDataType.MarketAssessment,
originalTimezone="CET",
tags={
'TestSDKPython': ['PythonValue2']
}
)
registered = mkservice.readMarketDataRegistryByName(mkdid.provider, mkdid.name)
if (registered is None):
registered = mkservice.registerMarketData(mkd)
marketAssessment = MarketData.UpsertData(MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME'), 'CET',
marketAssessment=
{
datetime(2020,1,1):
{
"Feb-20": MarketData.MarketAssessmentValue(open=10.0, close=11.0),
"Mar-20": MarketData.MarketAssessmentValue(open=20.0, close=21.0)
},
datetime(2020,1,2):
{
"Feb-20": MarketData.MarketAssessmentValue(open=11.0, close=12.0),
"Mar-20": MarketData.MarketAssessmentValue(open=21.0, close=22.0)
}
},
downloadedAt=datetime(2020,1,3).replace(tzinfo=tz.UTC)
)
mkservice.upsertData(marketAssessment)
from Artesian import ArtesianConfig,Granularity,MarketData
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
mkd = MarketData.MarketDataEntityInput(
providerName = mkdid.provider,
marketDataName = mkdid.name,
originalGranularity=Granularity.Day,
type=MarketData.MarketDataType.BidAsk,
originalTimezone="CET",
tags={
'TestSDKPython': ['PythonValue2']
}
)
registered = mkservice.readMarketDataRegistryByName(mkdid.provider, mkdid.name)
if (registered is None):
registered = mkservice.registerMarketData(mkd)
bidAsk = MarketData.UpsertData(MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME'), 'CET',
bidAsk={
datetime(2020,1,1):
{
"Feb-20":MarketData.BidAskValue(bestBidPrice=15.0, lastQuantity=14.0),
"Mar-20":MarketData.BidAskValue(bestBidPrice=25.0, lastQuantity=24.0)
},
datetime(2020,1,2):
{
"Feb-20":MarketData.BidAskValue(bestBidPrice=15.0, lastQuantity=14.0),
"Mar-20":MarketData.BidAskValue(bestBidPrice=25.0, lastQuantity=24.0)
}
},
downloadedAt=datetime(2020,1,3).replace(tzinfo=tz.UTC)
)
mkservice.upsertData(bidAsk)
from Artesian import ArtesianConfig,Granularity,MarketData
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
mkd = MarketData.MarketDataEntityInput(
providerName = mkdid.provider,
marketDataName = mkdid.name,
originalGranularity=Granularity.Day,
type=MarketData.MarketDataType.Auction,
originalTimezone="CET",
tags={
'TestSDKPython': ['PythonValue2']
}
)
registered = mkservice.readMarketDataRegistryByName(mkdid.provider, mkdid.name)
if (registered is None):
registered = mkservice.registerMarketData(mkd)
auctionRows = MarketData.UpsertData(MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME'), 'CET',
auctionRows={
datetime(2020,1,1): MarketData.AuctionBids(datetime(2020,1,1),
bid=[
MarketData.AuctionBidValue(11.0, 12.0),
MarketData.AuctionBidValue(13.0, 14.0),
],
offer=[
MarketData.AuctionBidValue(21.0, 22.0),
MarketData.AuctionBidValue(23.0, 24.0),
]
)
},
downloadedAt=datetime(2020,1,3).replace(tzinfo=tz.UTC)
)
mkservice.upsertData(auctionRows)
Using the MarketDataService is possible to delete MarketData and its curves.
Using the MarketDataService is possible to delete MarketData and its curves.
from Artesian import ArtesianConfig
from Artesian.MarketData import MarketDataService
cfg = ArtesianConfg()
mkservice = MarketDataService(cfg)
mkservice.deleteMarketData(100042422)
Depending on the Type of the MarketData, the DeletData should be composed as per example below. The timezone is optional: for DateSeries if provided must be equal to MarketData OriginalTimezone Default:MarketData OriginalTimezone. For TimeSeries Default:CET
from Artesian import ArtesianConfig, Granularity, MarketData
from Artesian.MarketData import AggregationRule
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
deleteData = MarketData.DeleteData(
ID=mkdid,
timezone='CET',
rangeStart=datetime(2020, 1, 1, 6),
rangeEnd=datetime(2020, 1, 1, 18),
)
mkdservice.deleteData(deleteData)
from Artesian import ArtesianConfig, Granularity, MarketData
from Artesian.MarketData import AggregationRule
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
deleteData = MarketData.DeleteData(
ID=mkdid,
timezone='CET',
rangeStart=datetime(2020, 1, 1, 0),
rangeEnd=datetime(2020, 1, 7, 0),
version=datetime(2020, 1, 1, 0)
)
mkdservice.deleteData(deleteData)
from Artesian import ArtesianConfig, Granularity, MarketData
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
deleteData = MarketData.DeleteData(
ID= mkdid,
timezone='CET',
rangeStart=datetime(2020, 1, 1, 0),
rangeEnd=datetime(2020, 1, 3, 0),
product=["Feb-20"]
)
mkdservice.deleteData(deleteData)
from Artesian import ArtesianConfig, Granularity, MarketData
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
deleteData = MarketData.DeleteData(
ID= mkdid,
timezone='CET',
rangeStart=datetime(2020, 1, 1, 0),
rangeEnd=datetime(2020, 1, 3, 0),
product=["Feb-20"]
)
mkdservice.deleteData(deleteData)
from Artesian import ArtesianConfig, Granularity, MarketData
from Artesian.MarketData import AggregationRule
from datetime import datetime
from dateutil import tz
cfg = ArtesianConfg()
mkservice = MarketData.MarketDataService(cfg)
mkdid = MarketData.MarketDataIdentifier('PROVIDER', 'MARKETDATANAME')
deleteData = MarketData.DeleteData(
ID=mkdid,
timezone='CET',
rangeStart=datetime(2020, 1, 1, 6),
rangeEnd=datetime(2020, 1, 1, 18),
)
mkdservice.deleteData(deleteData)
Artesian SDK uses asyncio internally, this causes a conflict with Jupyter. You can work around this issue by add the following at the beginning of the notebook.
!pip install nest_asyncio
import nest_asyncio
nest_asyncio.apply()