FinzData for BQuant users
Point-in-time market data, inside your BQuant notebook
The FinzData kit brings FinzData into BQuant, Bloomberg’s Python notebook environment, as ready-to-run notebooks. Pass the tickers you already use, a small resolver maps them to FinzData symbols, and the same notebook returns point-in-time, survivorship-free history, delisted names included. Free with a FinzData account.
Install in three steps
- Where BQuant allows public packages, run
pip install finzdatain a notebook cell. Where it does not, download the kit (wheel, four notebooks and licence) and upload it to your BQuant workspace. - Get a free API key with an email only at your FinzData account, then set it in a cell:
import os; os.environ["FINZDATA_API_KEY"] = "your-key". - Run the first notebook cell. It resolves a test ticker, returns a short history and prints the latest date covered, so a bad key or a blocked install shows up before you build on it.
Four notebooks in the kit
- SPX dealer gamma (GEX) regimes
- 13F crowding
- Futures carry and roll across every contract
- Macro vintages: first print versus latest revision (the last 12 months free; full vintage history with Macro Complete or a macro theme)
Pass Bloomberg-style tickers, get FinzData symbols
The resolver strips the market suffix and asset-class word and maps a generic futures ticker to its root. Keep it in the first cell.
import finzdata as fz
def resolve(ticker):
# "AAPL US Equity" -> "AAPL", "SPX Index" -> "SPX", "ES1 Index" -> "ES" (futures root)
t = ticker.replace(" US Equity", "").replace(" Index", "")
return t[:-1] if t.endswith("1") and t[:-1].isalpha() and len(t) <= 4 else t
aapl = fz.download(resolve("AAPL US Equity"), start="2020-01-01")
spx = fz.Ticker(resolve("SPX Index")).history(start="2020-01-01")
print(aapl.tail(), spx.tail())Options gamma exposure in the same notebook
fz.gex() returns the daily series; fz.gex_strikes() returns gamma by strike for one date (Institutional plans).
import finzdata as fz
daily = fz.gex("SPX") # daily gamma flip, net gamma, call and put walls
strikes = fz.gex_strikes("SPX", "2026-10-23") # gamma by strike for one date
print(daily.tail(), strikes.head())Full coverage, point in time
16,000+ US stocks that have traded on NYSE and Nasdaq since January 2000, delisted included; 231 ETFs; 139 futures markets with every contract since 2007; point-in-time options gamma (GEX) for single stocks, ETFs and the major indexes; CFTC COT since 1986; 13F holdings; SEC fundamentals as filed; 18,000+ macro series with every vintage kept; crypto since 2015; congressional trades and election spending. Bars: 1, 5, 15, 30-minute, hourly and daily.
Free account, full history when you need it
A free account gets 1,000 data calls a day and the last 12 months of daily US stock bars, COT, SEC fundamentals, US macro series and 13F ownership, plus the last 30 days of futures and daily GEX. Full history is bought once and kept: see the shop.
Independent integration
FinzData is independent and is not affiliated with or endorsed by Bloomberg L.P. Bloomberg and BQuant are named only to describe compatibility.
Frequently asked questions
Is the kit free?
Yes. The kit is free with a FinzData account. Data follows the usual FinzData plans: a free tier, and longer history bought once and kept.
What if BQuant does not allow installing public packages?
Download the kit, which contains the FinzData wheel and the notebooks, upload it to your BQuant workspace and run the first cell.
How do Bloomberg tickers map to FinzData symbols?
AAPL US Equity becomes AAPL, SPX Index becomes SPX, and a generic futures ticker such as ES1 Index maps to its root, ES.
What does point in time mean here?
Each value is what was knowable on that date: delisted names stay in, fundamentals are as filed, and macro series keep every vintage.
Is FinzData affiliated with Bloomberg?
No. FinzData is an independent integration, not affiliated with or endorsed by Bloomberg L.P.