[Enhancement] Add option to request data in csv format in get_dataframe method

[2xmm]

• Tiingo Python version: 0.12
• Python version: 3.8.5
• Operating System: macOS 10.14.6

Description

Hi, I noticed in the tiingo docs they mention that a csv response is 4-5x faster than json (https://api.tiingo.com/documentation/general/overview -- 1.1.4 Response Formats).

Fetching data in csv format is implemented in get_ticker_price but not get_dataframe.

I've made the changes on my end adding a fmt paramerter to get_dataframe which can be set to csv. If you like, I'm happy to put together a pull request with these changes.

What I Did

N/A

[hydrosquall]

Hi @2xmm ,

I didn't know about that performance difference- that's terrific to know! I would be very glad to see this capability added to the library, thank you for reaching out. Your proposed solution sounds good + consistent with the design of other parts of the library.

There's a short guide about how to get started with a local development environment here: https://github.com/hydrosquall/tiingo-python/blob/master/CONTRIBUTING.rst#get-started

Let me know if you have any questions!

[2xmm]

Hi @hydrosquall, I've submitted the pull request and everything looks good so far. I noticed my vcrpy fixtures look different than the ones in the repo. Not sure why that is.

[hydrosquall]

Fixed by #524 . The vcrpy fixture issue may have been from a YAML formatting setting in a text editor (more discussion in the linked PR).