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How to normalize your own data API into point-in-time batches with Finathink

Save a data connection, map its fields, run a trial pull and check PIT status and fingerprints before research uses it.

  • Money
  • Advanced
  • 60 minutes
  • From the README
  • Any agent

Credentials. Your data vendor key must stay in an environment variable or system keychain reference; never paste it into a config file, prompt or research record.

Who it is forA researcher with an existing market data API who wants its data checked for point-in-time correctness before running any analysis.

The problemData pulled from APIs can leak future information or silently change fields, which invalidates backtests.

The outcomeA normalized DataBatch with recorded data fingerprint, field quality, source notes and point-in-time status, with credential values kept out of research records.

What you need first

  • Python 3.11 or later
  • A local copy of the repo (inferred: git clone https://github.com/ceyyy427/finathink.git)
  • No broker, live trading account or real vendor credentials are needed for the offline sample run

Steps

  1. Read docs/USER_DATA_API_GUIDE.md to see the connection contract and field mapping format
  2. Save your data API connection config and field mapping in the app's provider settings
  3. Store the credential as an environment variable or system keychain reference, not as a value in the config
  4. Run an explicit trial connection to pull JSON data and standardize it into a DataBatch
  5. Review the recorded fingerprint, field quality and PIT status before using the batch in any research run

Prompt for your agent

In the finathink repo, follow docs/USER_DATA_API_GUIDE.md to map the fields of <data API name> and run one explicit trial connection. Report the DataBatch fingerprint, field quality summary and PIT status. Verify that no credential value appears in any saved research record or log.

Caveat. The README states that real vendors are EXTERNAL_UNVERIFIED and the repo has no real credentials, so the connection step only works with an API you supply and configure yourself.

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