Data

The quantflow.data module provides async HTTP clients for fetching market data, economic indicators, and financial reference data from external sources.

Installation

Data fetching requires the optional data extra:

pip install quantflow[data]

Sources

Module	Description
Deribit	Crypto options, futures, and volatility surfaces from the Deribit exchange
Financial Modeling Prep	Equity prices, company profiles, and sector data
FRED	US macroeconomic time series from the St. Louis Fed
Federal Reserve	Federal Reserve H.15 selected interest rate data
Yahoo	Equity option chains from Yahoo Finance

Usage

All clients are async context managers. Use them with async with to ensure connections are properly closed:

from quantflow.data.deribit import Deribit

async with Deribit() as cli:
    loader = await cli.volatility_surface_loader("btc")