Enhanced OnVista

Enhanced OnVista is a Python toolkit for making German market-data sources easier to work with in code.

The job is simple and useful: take data that normally lives in pages and brittle manual workflows, then turn it into something scripts can collect, rank, compare, and reuse. It sits close to Mono Trade, but the focus here is narrower: improve access to OnVista-style market data so downstream research does not start with copy-paste.

What it supports

• Access to German market data from OnVista-style sources.
• Instrument ranking and fundamentals extraction.
• Batch processing for larger research runs.
• Structured outputs that can feed scanners, comparisons, and reports.
• A bridge between raw market pages and repeatable analysis code.

Why this project exists

A lot of finance research starts in a browser. That is fine for one lookup, but it breaks down when the question becomes comparative: rank these instruments, check multiple fundamentals, collect a batch, or re-run the same research later. Manual workflows are slow, inconsistent, and hard to audit.

Enhanced OnVista turns that work into code. The value is not in pretending the data source is perfect. The value is in making the collection step explicit enough that failures, changes, and assumptions can be seen.

How it fits with Mono Trade

Mono Trade is the broader research stack. Enhanced OnVista is one possible data-access layer inside that world. It helps turn German market-data pages into structured inputs that other scanners or ranking tools can consume.

That separation matters. A connector should focus on retrieval and normalization. A scanner should focus on comparison. A research workflow should focus on the question. Keeping those layers separate makes the system easier to debug when a source changes or a ranking result looks wrong.

Product story

This is not a polished consumer app. It is engineering infrastructure for better research habits. It exists because repeatability matters: if a result cannot be collected again, compared again, or inspected later, it is not a very useful foundation for decisions.

Current direction

The next useful direction is stronger parsing resilience, clearer output contracts, better batch ergonomics, and tighter integration with broader market-data research workflows.

Public boundary

This is not investment advice and does not publish trading recommendations, broker credentials, account data, or execution rules. It is shared as an engineering project for market-data access and analysis.