Pre-computed market data for
Django apps.
TickerDB Python SDK + Django. Pre-computed market data in your views and API endpoints, no infrastructure.
Install the SDK.
One dependency. No MCP server, no WebSocket connections — just a Python package that calls the TickerDB HTTP API.
$ pip install tickerdb Two views, five minutes.
Initialize the client at module level, call methods from your view functions. Every method returns a dictionary ready for JsonResponse.
from django.http import JsonResponse from tickerdb import TickerDB client = TickerDB("tdb_your_api_key") def summary_view(request, ticker): result = client.summary(ticker) return JsonResponse(result["data"]) def summary_events_view(request, ticker): field = request.GET.get("field", "rsi_zone") band = request.GET.get("band", "deep_oversold") result = client.summary(ticker, field=field, band=band) return JsonResponse(result["data"])
Track state changes effortlessly.
Most market data APIs return point-in-time snapshots. TickerDB tracks state transitions — your agent sees what changed, not just what is.
def watchlist_changes_view(request): result = client.watchlist_changes() return JsonResponse(result["data"])
{ "timeframe": "daily", "run_date": "2026-03-28", "changes": { "AAPL": [ { "field": "rsi_zone", "from": "neutral", "to": "oversold" }, { "field": "trend_direction", "from": "uptrend", "to": "downtrend" } ] }, "ticker_context": { "AAPL": { "last_changed_date": "2026-03-28" } }, "tickers_checked": 2, "tickers_changed": 1 }
Put market intelligence behind a service layer.
Django views are easier to test when TickerDB calls live in a small service module rather than being repeated across views, serializers, and management commands. The service can normalize ticker symbols, select the response fields your application owns, and translate upstream failures into one predictable application exception.
Because TickerDB serves end-of-day context, short application-level caching is usually a natural fit. Django's cache framework lets the same lookup serve templates, Django REST Framework views, Celery tasks, and scheduled portfolio reports without tying that choice to a specific Redis or Memcached deployment.
from django.conf import settings from django.core.cache import cache from tickerdb import TickerDB client = TickerDB(settings.TICKERDB_API_KEY) def market_context(ticker: str): symbol = ticker.upper() key = f"market-context:{symbol}" return cache.get_or_set( key, lambda: client.summary(symbol)["data"], timeout=300, )
Feed an AI agent.
TickerDB's categorical-first output is designed for LLMs. Feed a summary directly into a prompt — the model already understands terms like "oversold" and "strong_uptrend" without extra context.
import anthropic from tickerdb import TickerDB client = TickerDB("tdb_your_api_key") ai = anthropic.Anthropic() def briefing_view(request, ticker): summary = client.summary(ticker)["data"] message = ai.messages.create( model="claude-sonnet-4-20250514", max_tokens=1024, messages=[{ "role": "user", "content": f"Analyze this market data for {ticker} and provide a brief:\n{summary}" }] ) return JsonResponse({"analysis": message.content})
What you can call.
Every method returns a dict with `data` and `rate_limits`. No raw data to parse, no indicator math to maintain.
Full technical + fundamental snapshot for a single asset.
Search across all assets with multi-field filters.
Discover all queryable fields and their types.
Batch EOD summaries for a portfolio.
State changes for your saved watchlist tickers.
Create a webhook for watchlist change alerts.
List the webhooks on your account.
Delete a webhook you no longer need.
What your agent sees.
Every tool returns categorical facts — not raw OHLCV data. Your agent can branch on "oversold" without needing to know what RSI > 70 means.
{ "ticker": "NVDA", "data_status": "eod", "as_of_date": "2026-04-11", "trend": { "direction": "strong_uptrend", "ma_alignment": "aligned_bullish" }, "momentum": { "rsi_zone": "overbought", "macd_state": "expanding_positive", "direction": "accelerating" }, "volatility": { "regime": "normal", "regime_trend": "stable" }, "fundamentals": { "valuation_zone": "fair_value", "pe_vs_historical_zone": "premium", "last_earnings_surprise": "beat" } }
Built for how agents consume data.
Market-state data, less prompt engineering
Responses like "rsi_zone": "oversold" are already in a format the model understands. No need to explain what RSI > 70 means.
Compact responses
Tool-call context windows are limited. TickerDB responses are a fraction of the tokens you'd need to pass raw OHLCV data.
Pre-computed data
No infrastructure to maintain. No cron jobs, no indicator math. TickerDB handles computation and syncing.