pip install bourse-quant: Insider and Congress Data as pandas DataFrames

The official Python package for the Bourse API: one-line functions that page through results, retry on errors and return pandas DataFrames with parsed timestamps.

A REST endpoint is only half an integration. Data teams still write pagination, retries and type conversion. bourse-quant does that for you.

Key takeaways

• pip install bourse-quant, set BOURSE_KEY, and bourse.get_insider_trades("NVDA") returns a DataFrame.
• Functions for insiders, Congress (Senate and House), Trump and Cabinet trades, 13F, lobbying, contracts, the Conviction Score, the Coincidence Tracker, 1-Click Insights, symbology and stress tests, plus get_dataset() for any of the 50+ datasets.
• Pages through every result, retries on HTTP 429 and 5xx with back-off, and raises clear errors otherwise.
• Dates and timestamps become timezone-aware pandas datetimes; download_bulk() fetches nightly Parquet or CSV files.
• An asyncio client fetches many tickers at once.

Example

``` import bourse

buys = bourse.get_insider_trades(code="P", since="2026-10-01") top = bourse.get_conviction(min_score=90) lmt = bourse.get_congress_trades(ticker="LMT", since="2025-01-01") risk = bourse.stress_test({"AAPL": 40, "MSFT": 30, "TLT": 30}) ```

Async

`` async with bourse.AsyncClient(concurrency=4) as b: frames = await b.gather(b.insider_trades, ["NVDA", "AAPL", "MSFT"]) ``

The package is MIT licensed. Reference: docs.bourse.pl. Plans and keys: developer page.

Bourse provides financial data and editorial information, parts of which are generated by AI. This page is for general education only. It is not personalised investment advice or a recommendation to buy or sell any financial instrument. Make your own decisions.