macrosynergy.download.transaction_costs#

download_transaction_costs(file_url='https://macrosynergy-trading-costs.s3.eu-west-2.amazonaws.com/transaction-costs.parquet', verbose=False, categorical=False, file_format='auto', **kwargs)[source]#

Download trading costs data from the S3 bucket.

Parameters:
  • file_url (str) – URL of the file to download. If the file format is “auto”, the function will try to infer the file format from the URL extension.

  • verbose (bool) – Print progress information.

  • file_format (str) – Format of the file to download. Default is “auto”, where the function will try to infer the format from the URL extension. Supported formats are “csv” and “parquet”.

  • **kwargs (args) – Additional keyword arguments to pass to requests.get. This can be used to pass additional headers, proxy settings, cert verification, etc.

Return type:

QuantamentalDataFrame