Intrinio Wrapper API¶

Low-level wrapper for direct Intrinio SDK access.

Advanced API

This is a low-level API intended for advanced use cases. For most scenarios, use the high-level functions:

ohlcv_from_intrinio() for fetching OHLCV data
securities_from_intrinio() for fetching securities lists

Overview¶

The chronos_lab.intrinio module provides the Intrinio class for direct access to the Intrinio SDK, custom pagination handling, and access to additional Intrinio APIs beyond stock prices.

When to Use This API¶

Custom pagination requirements
Access to additional Intrinio APIs (Company, Exchange, etc.)
Fine-grained control over API parameters
Direct SDK method calls

When NOT to Use This API¶

Standard OHLCV data fetching (use ohlcv_from_intrinio())
Securities list fetching (use securities_from_intrinio())
Simple data retrieval operations

Available SDK APIs¶

The Intrinio class exposes these SDK API objects:

_SecurityApi: Security prices, fundamentals, ownership
_CompanyApi: Company information, filings, news
_StockExchangeApi: Exchange and market data

For complete SDK documentation, see: https://docs.intrinio.com/documentation/python

Class¶

chronos_lab.intrinio.Intrinio ¶

Intrinio(api_key=None, proxy=None)

Low-level wrapper for Intrinio SDK financial data API operations.

Provides methods for accessing institutional-quality financial data with automatic pagination handling, rate limit management, and error handling. Manages Intrinio SDK configuration and provides access to underlying API objects for advanced usage.

NOTE: This is a low-level class. For typical use cases, prefer high-level functions in chronos_lab.sources module (ohlcv_from_intrinio, securities_from_intrinio).

Attributes:

Name	Type	Description
`_config`		Intrinio SDK Configuration object
`_ApiClient`		Base API client for request handling. See Intrinio SDK docs for advanced usage: https://docs.intrinio.com/documentation/python
`_SecurityApi`		Security-related API endpoints (prices, fundamentals, ownership)
`_CompanyApi`		Company information API endpoints (filings, news, data points)
`_StockExchangeApi`		Stock exchange and market data API endpoints

Examples:

Basic initialization: >>> from chronos_lab.intrinio import Intrinio >>> >>> # With API key from config file >>> intr = Intrinio() >>> >>> # With explicit API key >>> intr = Intrinio(api_key='your_api_key_here') >>> >>> # With proxy configuration >>> intr = Intrinio(api_key='your_key', proxy='http://proxy:8080')

Fetch securities list: >>> result = intr.get_all_securities( ... active=True, ... delisted=False, ... code='EQS', ... composite_mic='USCOMP' ... ) >>> if result['statusCode'] == 0: ... securities = result['payload']

Fetch daily stock prices: >>> result = intr.get_security_stock_prices( ... identifier='AAPL', ... start_date='2024-01-01', ... end_date='2024-12-31', ... frequency='daily' ... ) >>> prices = result['stockPrices']

Advanced SDK access: >>> intr = Intrinio() >>> # Access Security API for fundamentals >>> fundamentals = intr._SecurityApi.get_security_reported_fundamentals( ... identifier='AAPL', ... statement_code='income_statement', ... fiscal_year=2024 ... ) >>> # Access Company API for news >>> news = intr._CompanyApi.get_company_news( ... identifier='AAPL', ... page_size=10 ... )

Initialize Intrinio SDK with API credentials and configuration.

Sets up Intrinio SDK configuration and initializes API clients for accessing financial data endpoints.

Parameters:

Name	Type	Description	Default
`api_key`		Intrinio API key. If None, reads from INTRINIO_API_KEY in ~/.chronos_lab/.env configuration file.	`None`
`proxy`		Optional HTTP proxy URL (e.g., 'http://proxy.example.com:8080').	`None`

Examples:

>>> # Use API key from configuration
>>> intr = Intrinio()
>>>
>>> # Provide API key explicitly
>>> intr = Intrinio(api_key='your_intrinio_api_key')
>>>
>>> # With proxy
>>> intr = Intrinio(api_key='your_key', proxy='http://proxy:8080')

get_all_securities ¶

get_all_securities(max_number_pages_returned=100, next_page=None, **kwargs)

Fetch all securities with automatic pagination handling.

Retrieves a comprehensive list of securities from Intrinio API with support for filtering by status, type, exchange, and other criteria. Automatically handles pagination to fetch all matching securities up to the specified page limit.

Parameters:

Name	Description	Default
`max_number_pages_returned`	Maximum number of pages to retrieve (default: 100). Each page typically contains 100 securities.	`100`
`next_page`	Optional pagination token for resuming from a specific page.	`None`
`**kwargs`	Additional filter parameters passed to Intrinio API: - active: True/False to filter by active status - delisted: True/False to filter by delisted status - code: Security type code (e.g., 'EQS' for equity, 'ETF') - composite_mic: Composite MIC code (e.g., 'USCOMP' for US exchanges) - include_non_figi: Include securities without FIGI identifiers - primary_listing: Filter to primary listings only - page_size: Number of securities per page (default: 100)	`{}`

Returns:

Type	Description
	Dictionary with fetch results: - 'statusCode': 0 on success, -1 on error - 'payload': List of security dictionaries with metadata

Examples:

Fetch all US equity securities: >>> intr = Intrinio() >>> result = intr.get_all_securities( ... active=True, ... delisted=False, ... code='EQS', ... composite_mic='USCOMP', ... primary_listing=True ... ) >>> if result['statusCode'] == 0: ... securities = result['payload'] ... print(f"Found {len(securities)} securities")

Fetch ETFs with pagination limit: >>> result = intr.get_all_securities( ... active=True, ... code='ETF', ... max_number_pages_returned=50 ... )

Note

Automatically handles pagination; continues until no more pages or limit reached
Rate limits apply based on subscription tier
Returns all accumulated data from all pages in single payload

get_security_stock_prices ¶

get_security_stock_prices(max_number_pages_returned=100, next_page=None, dividend_only=False, split_ratio_only=False, output_df=True, interval=False, **kwargs)

Fetch historical or intraday stock prices with automatic pagination and rate limit handling.

Retrieves OHLCV price data for a security with support for both historical (daily+) and intraday frequencies. Automatically handles pagination and rate limiting (429 errors) with intelligent retry logic.

Parameters:

Name	Description	Default
`max_number_pages_returned`	Maximum number of pages to retrieve (default: 100). Each page typically contains 100 price bars.	`100`
`next_page`	Optional pagination token for resuming from a specific page.	`None`
`dividend_only`	If True, return only dividend information (default: False).	`False`
`split_ratio_only`	If True, return only split ratio information (default: False).	`False`
`output_df`	If True, return empty DataFrame on error; if False, return response dict (default: True).	`True`
`interval`	If True, fetch intraday prices; if False, fetch daily+ prices (default: False).	`False`
`**kwargs`	Required and optional parameters for Intrinio API: Required: - identifier: Security identifier (ticker, FIGI, or Intrinio ID) For historical prices (interval=False): - frequency: 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' - start_date: Start date (YYYY-MM-DD) - end_date: End date (YYYY-MM-DD) For intraday prices (interval=True): - interval_size: '1m', '5m', '10m', '15m', '30m', '60m', '1h' - start_date: Start datetime - end_date: End datetime Optional: - page_size: Number of records per page (default: 100) - sort_order: 'asc' or 'desc'	`{}`

Returns:

Type	Description
	If output_df=True: Empty pandas DataFrame on error
	If output_df=False: Dictionary with: - 'statusCode': 0 on success, -1 on error - 'stockPrices': List of price dictionaries - 'security': Security metadata dictionary

Examples:

Fetch daily prices: >>> intr = Intrinio() >>> result = intr.get_security_stock_prices( ... identifier='AAPL', ... start_date='2024-01-01', ... end_date='2024-12-31', ... frequency='daily', ... output_df=False, ... interval=False ... ) >>> if result['statusCode'] == 0: ... prices = result['stockPrices'] ... security = result['security']

Fetch intraday 5-minute bars: >>> result = intr.get_security_stock_prices( ... identifier='SPY', ... start_date='2024-01-15 09:30:00', ... end_date='2024-01-15 16:00:00', ... interval_size='5m', ... output_df=False, ... interval=True ... )

Fetch with automatic rate limit handling: >>> # Rate limits are automatically handled with retry logic >>> result = intr.get_security_stock_prices( ... identifier='MSFT', ... start_date='2023-01-01', ... frequency='daily', ... output_df=False ... )

Note

Automatically retries on 429 (rate limit) errors with intelligent wait
Wait time calculated to next minute boundary plus 5 second buffer
Historical and intraday data use different API endpoints
Pagination continues automatically until all data retrieved