Custom bundle to import IEX data into zipline (http://www.zipline.io).
Useful because the standard bundles do not include ETFs.
This file should be placed at site-packages/zipline/data/bundles/iex.py
Add the followign code in ~/.zipline/extension.py
from zipline.data.bundles import register
from zipline.data.bundles.iex import iex_equities
etfs = { 'SPY','XLB','XLE','XLF','XLI','XLK','XLP','XLU','XLV','XLY' }
register( 'IEX', iex_equities(etfs) )
To import the selected symbols from IEX run
zipline ingest -b IEX