Fetching the list of financial instruments

Financial instruments, also known as securities, are assets that can be traded in an exchange. In an exchange, there can be tens of thousands of financial instruments. The list of financial instruments is static in nature, as it doesn't change during the live trading hours. Financial instruments may change from time to time, but never within the same day. Having this data handy is the first step for algorithmic trading. This recipe shows how to fetch the list of financial instruments.

Getting ready

Make sure the broker_connection object is available in your Python namespace. Refer to the Technical requirements section of this chapter to set it up.

How to do it…

Fetch and display all the available financial instruments using broker_connection:

>>> instruments = broker_connection.get_all_instruments()
>>> instruments

We get the following output (your output may differ):

How it works…

This recipe fetches all the available financial instruments using the get_all_instruments() method of broker_connection, which returns a pandas.DataFrame object. This object is assigned to a new attribute, instruments, which is displayed in the output. This output may differ for you as new financial instruments are frequently added and existing ones expire regularly.