Finage Python API Docs | dltHub

Build a Finage-to-database pipeline in Python using dlt with AI harness support for Claude Code, Cursor, and Codex.

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Finage is a market data API platform providing real-time and historical financial market data via REST endpoints. The REST API base URL is https://api.finage.co.uk and all requests require an API key passed as a query parameter.

dlt is an open-source Python library that handles authentication, pagination, and schema evolution automatically. dlthub provides AI context files that enable code assistants to generate production-ready pipelines. Install with uv add "dlt[hub]" and start loading Finage data in under 10 minutes.


What data can I load from Finage?

Here are some of the endpoints you can load from Finage:

ResourceEndpointMethodData selectorDescription
stock_last_quote/last/stock/{symbol}GETGet the last quote for a symbol.
stock_last_trade/last/trade/stock/{symbol}GETGet the last trade for a symbol.
market_news/market/newsGETRetrieve the latest market news.
economic_calendar/economic/calendarGETRetrieve economic calendar events.
ipo_calendar/ipo/calendarGETRetrieve upcoming IPO calendar events.

How do I authenticate with the Finage API?

All REST API requests require an API key to be passed as an 'apikey' query parameter.

1. Get your credentials

To obtain Finage API credentials, navigate to the official Finage registration page at https://moon.finage.co.uk/register. Once registered, log in to the Finage Dashboard. Your API key will be displayed in your account profile or within the API/Developer section of the dashboard. Note that if you intend to use WebSockets, your specific socket token, subdomain, and port information are also accessible within the WebSocket section of this same dashboard.

2. Add them to .dlt/secrets.toml

[sources.finage_source] api_key = "your_api_key_here"

dlt reads this automatically at runtime — never hardcode tokens in your pipeline script. For production environments, see setting up credentials with dlt for environment variable and vault-based options.


How do I set up and run the pipeline?

Set up a virtual environment and install dlt:

uv init uv add "dlt[hub]"

1. Install the dlt AI harness:

uv run dlthub ai init --agent <your-agent> # <agent>: claude | cursor | codex

This installs project rules, a secrets management skill, appropriate ignore files, and configures the dlt MCP server for your agent. Learn more →

2. Install the rest-api-pipeline toolkit:

uv run dlthub ai toolkit install rest-api-pipeline

This loads the skills and context about dlt the agent uses to build the pipeline iteratively, efficiently, and safely. The agent uses MCP tools to inspect credentials — it never needs to read your secrets.toml directly. Learn more →

3. Start LLM-assisted coding:

Use /find-source to load data from the Finage API into DuckDB.

The rest-api-pipeline toolkit takes over from here — it reads relevant API documentation, presents you with options for which endpoints to load, and follows a structured workflow to scaffold, debug, and validate the pipeline step by step.

4. Run the pipeline:

uv run python finage_pipeline.py

If everything is configured correctly, you'll see output like this:

Pipeline finage_pipeline load step completed in 0.26 seconds 1 load package(s) were loaded to destination duckdb and into dataset finage_data The duckdb destination used duckdb:/finage.duckdb location to store data Load package 1749667187.541553 is LOADED and contains no failed jobs

Inspect your pipeline and data:

uv run dlthub show

This opens the Pipeline Dashboard where you can verify pipeline state, load metrics, schema (tables, columns, types), and query the loaded data directly.


Python pipeline example

This example loads last/stock/{symbol} and snapshot/stock from the Finage API into DuckDB. It mirrors the endpoint and data selector configuration from the table above:

import dlt from dlt.sources.rest_api import RESTAPIConfig, rest_api_resources @dlt.source def finage_source(api_key=dlt.secrets.value): config: RESTAPIConfig = { "client": { "base_url": "https://api.finage.co.uk", "auth": {"type": "api_key", "api_key": api_key, "name": "apikey"}, }, "resources": [ {"name": "aggregates", "endpoint": {"path": "/agg/stock/{symbol}/{multiplier}/{timespan}/{from}/{to}", "data_selector": "results"}}, {"name": "ipo_calendar", "endpoint": {"path": "/ipo/calendar", "data_selector": "results"}} ], } yield from rest_api_resources(config) def get_data() -> None: pipeline = dlt.pipeline( pipeline_name="finage_pipeline", destination="duckdb", dataset_name="finage_data", ) load_info = pipeline.run(finage_source()) print(load_info)

To add more endpoints, append entries from the resource table to the "resources" list using the same name, path, and data_selector pattern.


How do I query the loaded data?

Once the pipeline runs, dlt creates one table per resource. You can query with Python or SQL.

Python (pandas DataFrame):

import dlt data = dlt.pipeline("finage_pipeline").dataset() sessions_df = data.market_news.df() print(sessions_df.head())

SQL (DuckDB example):

SELECT * FROM finage_data.market_news LIMIT 10;

In a marimo or Jupyter notebook:

import dlt data = dlt.pipeline("finage_pipeline").dataset() data.market_news.df().head()

See how to explore your data in marimo Notebooks and how to query your data in Python with dataset.


What destinations can I load Finage data to?

dlt supports loading into any of these destinations — only the destination parameter changes:

DestinationExample value
DuckDB (local, default)"duckdb"
PostgreSQL"postgres"
BigQuery"bigquery"
Snowflake"snowflake"
Redshift"redshift"
Databricks"databricks"
Filesystem (S3, GCS, Azure)"filesystem"

Change the destination in dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. See the full destinations list.


Next steps

Continue your data engineering journey with the other toolkits of the dltHub AI harness:

  • data-exploration — Build custom notebooks, charts, and dashboards for deeper analysis with marimo notebooks.
  • dlthub-platform — Deploy, schedule, and monitor your pipeline in production.
uv run dlthub ai toolkit install data-exploration uv run dlthub ai toolkit install dlthub-platform

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