On this page

request

Data requests from other symbols and timeframes

request

Request data from other symbols, timeframes, and economic sources. The most commonly used function is request.security(), which allows you to evaluate expressions from different symbols and timeframes. PyneCore also provides currency conversion rates and stubs for dividend/earnings data.

Quick Example

from pynecore.lib import (
    close, high, low, open, bar_index, ta, script, request, label
)

@script.indicator(title="Multi-Symbol SMA", overlay=True)
def main():
    # Get 20-bar SMA from a different symbol at 1-hour timeframe
    btc_sma: float = request.security("BTCUSD", "60", ta.sma(close, 20))
    
    # Convert a value from EUR to USD
    rate: float = request.currency_rate("EUR", "USD")
    converted: float = close * rate
    
    # Compare current symbol's close with Bitcoin
    if close > btc_sma:
        label.new(bar_index, high, "Price above BTC SMA")

Functions

security()

Evaluates an expression from a specified symbol and timeframe.

Parameter	Type	Description
symbol	str	Symbol to request (e.g., “BTCUSD”, “SPY”)
timeframe	str	Timeframe as string (e.g., “60”, “D”, “W”)
expression	any	Expression to evaluate in the target context
gaps	barmerge	Gap handling mode (`barmerge.gaps_off` or `barmerge.gaps_on`)
lookahead	barmerge	Alignment mode: `barmerge.lookahead_off`, `barmerge.lookahead_on`, or `barmerge.lookahead_last_closed`
ignore_invalid_symbol	bool	Return `na` for invalid symbols instead of raising an error
currency	str	Target currency — auto-converts result using `CurrencyRateProvider`
calc_bars_count	int	Number of bars to calculate (not yet used)

Returns: The result of the expression evaluated in the target context. Type matches the expression type.

Example:

sma_value: float = request.security("EURUSD", "D", ta.sma(close, 50))  # Daily 50-bar SMA
upper_band: float = request.security("SPY", "240", ta.highest(high, 14))  # Highest of last 14 bars

Lookahead behavior: barmerge.lookahead_off (the default) and the PyneSys-native barmerge.lookahead_last_closed return closed security bars and are repaint-free. With barmerge.lookahead_on, same-symbol higher-timeframe requests use the containing higher-timeframe bar. In historical data, a bare value can therefore expose that completed bar’s final value; use close[1] inside the expression when the intent is the prior closed bar. In live mode, the same-symbol higher-timeframe bar is aggregated from the chart data and is unconfirmed. A cross-symbol higher-timeframe request cannot build that developing bar, so it yields na until the period closes.

Implementation: SecurityTransformer rewrites calls into the security execution protocol at compile time; the Python stub itself is not called by a transformed script. Conditional calls and nested security requests are supported.

security_lower_tf()

Requests intrabar values from a lower timeframe, returning an array of values per chart bar.

Parameter	Type	Description
symbol	str	Symbol to request
timeframe	str	Lower timeframe (must be ≤ chart timeframe)
expression	any	Expression to evaluate per intrabar
ignore_invalid_symbol	bool	Return empty array for invalid symbols
currency	str	Target currency — auto-converts result using `CurrencyRateProvider`
ignore_invalid_timeframe	bool	Ignore invalid timeframe errors
calc_bars_count	int	Number of bars to calculate (not yet used)

Returns: Array of values, one per intrabar within each chart bar. Empty array if no data.

Example:

ltf_closes: list[float] = request.security_lower_tf("EURUSD", "5", close)  # All 5-min closes per chart bar
ltf_volumes: list[float] = request.security_lower_tf("SPY", "15", volume)  # All 15-min volumes

Note: Fully implemented with multiprocessing support. Returns an array of intrabar values per chart bar. If the chart timeframe is lower than the requested timeframe, returns empty arrays.

currency_rate()

Gets the exchange rate between two currencies at the current bar’s timestamp.

Parameter	Type	Description
from_currency	str	Source currency code (e.g., “EUR”, “GBP”)
to_currency	str	Target currency code (e.g., “USD”)

Returns: Exchange rate as float, or na if no data is available.

Example:

eur_to_usd: float = request.currency_rate("EUR", "USD")  # 1.095
gbp_to_eur: float = request.currency_rate("GBP", "EUR")  # 1.168

Note: Looks up rates from OHLCV data whose metadata matches the requested currency pair. Automatically uses inverse pairs (1.0 / rate) if only the reverse pair is available.

dividends()

Requests dividend data for a symbol.

Parameter	Type	Description
ticker	str	Symbol ticker
field	str	Dividend field (not yet supported)
gaps	barmerge	Gap handling mode
lookahead	barmerge	Lookahead mode
ignore_invalid_symbol	bool	Return `na` instead of raising error
currency	str	Currency the returned values are converted to

Returns: Dividend value or na.

Note: Returns na when ignore_invalid_symbol=True. Otherwise raises NotImplementedError. No actual dividend data support yet. Used by indicators that reference request.dividends() but do not require real data (e.g., VWAP).

splits()

Requests stock split data for a symbol.

Parameter	Type	Description
ticker	str	Symbol ticker
field	str	Split field (numerator, denominator)
gaps	barmerge	Gap handling mode
lookahead	barmerge	Lookahead mode
ignore_invalid_symbol	bool	Return `na` instead of raising error

Returns: Split value or na.

Note: Returns na when ignore_invalid_symbol=True. Otherwise raises NotImplementedError. No actual split data support yet.

earnings()

Requests earnings data for a symbol.

Parameter	Type	Description
ticker	str	Symbol ticker
field	str	Earnings field (actual, estimate, standardized)
gaps	barmerge	Gap handling mode
lookahead	barmerge	Lookahead mode
ignore_invalid_symbol	bool	Return `na` instead of raising error
currency	str	Currency the returned values are converted to

Returns: Earnings value or na.

Note: Returns na when ignore_invalid_symbol=True. Otherwise raises NotImplementedError. No actual earnings data support yet.

financial()

Requests financial data from FactSet.

Returns: Financial value as float.

Note: Not yet implemented in PyneCore. Requires FactSet data feed (TradingView-only feature).

economic()

Requests economic data such as GDP, inflation rate, or employment statistics.

Returns: Economic indicator value as float.

Note: Not yet implemented in PyneCore. Requires TradingView economic data feed.

quandl()

Requests data from Nasdaq Data Link (formerly Quandl).

Note: Not implemented. The function raises NotImplementedError.

seed()

Requests data from user-maintained GitHub repositories (Pine Seeds).

Parameter	Type	Description
source	str	Seed repository name (e.g. `"seed_crypto_santiment"`)
symbol	str	Data series name within the repository
expression	series or tuple	Expression evaluated in the seed context
ignore_invalid_symbol	bool	Return `na` for invalid symbols
calc_bars_count	int	Number of bars to calculate (unused)

Returns: na, or a tuple of na when expression is a tuple.

Note: Seed repositories are unavailable to PyneCore. The function returns na, allowing scripts that guard the result with na() to take their fallback path. A tuple expression keeps its arity, so devAct, devActSMA = request.seed(src, sym, (close, ta.sma(close, 10))) unpacks into two na values instead of failing. An array expression yields a single na, matching TradingView, where calling an array function on the result halts the script.

footprint()

Requests volume footprint data for the current bar.

Parameter	Type	Description
ticks_per_row	int	Number of ticks per footprint row
va_percent	int	Value Area percentage

Returns: Footprint | na.

Note: Footprint data requires Level 2 / tick-by-tick market data, which standard OHLCV files do not contain. PyneCore returns na so scripts can use their normal unavailable-data fallback.

Compatibility Notes

Implemented: request.security(), request.security_lower_tf(), request.currency_rate()
Partial support: request.dividends(), request.earnings(), request.splits() — return na when ignore_invalid_symbol=True, raise NotImplementedError otherwise
Unavailable data fallbacks: request.seed() and request.footprint() return na. request.financial() returns na only when ignore_invalid_symbol=True; otherwise it, along with request.economic() and request.quandl(), raises NotImplementedError.
Gap handling: Both barmerge.gaps_off (forward-fill, default) and barmerge.gaps_on (return na between periods) are supported
Currency conversion: The currency parameter auto-converts results using CurrencyRateProvider when OHLCV metadata for the currency pair is available
Lookahead modes: barmerge.lookahead_off, barmerge.lookahead_on, and barmerge.lookahead_last_closed are supported; their differing historical, live, and cross-symbol behavior is described above.
Data sources: request.security() and request.security_lower_tf() require separate OHLCV data files per symbol/timeframe. request.currency_rate() uses OHLCV metadata to auto-detect currency pairs.

map

Key-value map operations

strategy

Strategy order management — …

request

request link

Quick Example link

Functions link

security() link

security_lower_tf() link

currency_rate() link

dividends() link

splits() link

earnings() link

financial() link

economic() link

quandl() link

seed() link

footprint() link

Compatibility Notes link

request

Quick Example

Functions

security()

security_lower_tf()

currency_rate()

dividends()

splits()

earnings()

financial()

economic()

quandl()

seed()

footprint()

Compatibility Notes