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update ONS to beta api v1 and support Timeseries v0.25 #105

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Merged
iblislin merged 1 commit into from
Nov 10, 2025
Merged

update ONS to beta api v1 and support Timeseries v0.25 #105

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4 changes: 2 additions & 2 deletions Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "MarketData"
uuid = "945b72a4-3b13-509d-9b46-1525bb5c06de"
authors = ["JuliaQuant <https://github.com/JuliaQuant>"]
version = "0.15.0"
version = "0.15.1"

[deps]
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
Expand All @@ -17,7 +17,7 @@ CSV = "0.7, 0.8, 0.9, 0.10"
HTTP = "0.8, 0.9, 1.0"
JSON3 = "1"
Reexport = "0.2, 1.0"
TimeSeries = "0.17, 0.18, 0.19, 0.20, 0.21, 0.22, 0.23, 0.24"
TimeSeries = "0.17, 0.18, 0.19, 0.20, 0.21, 0.22, 0.23, 0.24, 0.25"
julia = "1.6"

[extras]
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19 changes: 13 additions & 6 deletions src/downloads.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -146,7 +146,7 @@ function fred(data::AbstractString="CPIAUCNS")
end

"""
ons(timeseries::String="L522", dataset::String="MM23")::TimeArray
ons(timeseries::String="L522")::TimeArray

The ons() method is a wrapper to download financial and economic time series data from the Office for National Statistics (ONS).

Expand All @@ -161,9 +161,9 @@ is the Consumer Price Index including housing costs (CPIH) which is the ONS’s
# Examples

```julia
UK_RPI = ("CHAW","MM23")
UK_CPI = ("D7BT","MM23")
UK_CPIH = ("L522","MM23")
UK_RPI = ("CHAW")
UK_CPI = ("D7BT")
UK_CPIH = ("L522")
```

# References
Expand All @@ -175,11 +175,15 @@ https://www.ons.gov.uk/timeseriestool
- fred() which accesses the St. Louis Federal Reserve financial and economic data sets.
- yahoo() which is a wrapper from downloading financial time series for stocks from Yahoo Finance.
"""
function ons(timeseries::AbstractString = "L522", dataset::AbstractString = "MM23")
url = "https://api.ons.gov.uk/dataset/$dataset/timeseries/$timeseries/data"
function ons(timeseries::AbstractString = "L522")
url = "https://api.beta.ons.gov.uk/v1/search?content_type=timeseries&cdids=$timeseries"
res = HTTP.get(url)
@assert res.status == 200
json = JSON3.read(HTTP.payload(res))
uri = json["items"][1]["uri"]
res = HTTP.get("https://api.beta.ons.gov.uk/v1/data?uri=$uri")
@assert res.status == 200
json = JSON3.read(HTTP.payload(res))
ta = nothing
if "months" in keys(json)
data = json["months"]
Expand All @@ -203,3 +207,6 @@ function ons(timeseries::AbstractString = "L522", dataset::AbstractString = "MM2
end
TimeArray(ta, meta = json["description"])
end

# For compatibility with earlier versions
ons(timeseries::AbstractString, dataset::AbstractString) = ons(timeseries)