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hydrosquall / tiingo-python

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[Feature Request] Add support for fetching intraday volume data in the get_dataframe method

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whyrv
whyrv commented May 26, 2020

For intraday prices, Tiingo can provide the IEX volume if explicitly requested as
"?columns=open,high,low,close,volume" per their docs.

Unfortunately the get_dataframe doesn't expose this, when no metric_name is provided, it passes no value for the column parameter to Tiingo's APIs

                url = self._get_url(/sitelet?url=https%3A%2F%2Fweb.archive.org%2Fweb%2F20220211011719%2Fhttps%3A%2F%2Fgithub.com%2Ftopics%2Fstock%2C%2520frequency)
                response = self._request('GET', ur
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