2024-10-19 14:06:22 +00:00
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# OHLC
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2024-11-22 21:21:31 +00:00
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This module provides Open, High, Low, Close (OHLC) data (and volume) for trading applications.
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2024-10-29 21:07:28 +00:00
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2024-10-30 07:06:23 +00:00
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The data currently comes from [IQFeed](https://www.iqfeed.net/), so you will need an account with API access from them.
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2024-10-29 21:08:39 +00:00
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## Dependencies
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2024-10-30 07:04:38 +00:00
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* [IQFeed](https://moshferatu.dev/moshferatu/iqfeed/src/branch/main)
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2024-10-29 21:08:39 +00:00
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2024-10-30 07:09:58 +00:00
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## Usage
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All data is returned as a ```pandas``` DataFrame.
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2024-10-30 07:16:09 +00:00
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Both the start and end dates default to the current day.
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2024-10-30 07:09:58 +00:00
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### Daily Data
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```python
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from ohlc import ohlc
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from datetime import datetime
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daily_data = ohlc('SPY', start_date = datetime(2024, 1, 1))
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```
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2024-11-22 20:19:03 +00:00
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Example data:
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```
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Date Open High Low Close Volume
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0 2024-01-02 472.16 473.670 470.49 472.65 123007793
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1 2024-01-03 470.43 471.190 468.17 468.79 103585866
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2 2024-01-04 468.30 470.960 467.05 467.28 84232169
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3 2024-01-05 467.49 470.440 466.43 467.92 86118913
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4 2024-01-08 468.43 474.750 468.30 474.60 74879074
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.. ... ... ... ... ... ...
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221 2024-11-15 589.72 590.200 583.86 585.75 75988766
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222 2024-11-18 586.22 589.490 585.34 588.15 37084081
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223 2024-11-19 584.71 591.045 584.03 590.30 49412046
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224 2024-11-20 590.38 590.790 584.63 590.50 50032576
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225 2024-11-21 593.40 595.120 587.45 593.67 46750285
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```
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2024-10-30 07:11:48 +00:00
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### Intraday / Minute Data
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```python
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from ohlc import ohlc
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from datetime import datetime
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intraday_data = ohlc('SPY', minutes = 5, start_date = datetime(2024, 1, 1), end_date = datetime(2024, 1, 31))
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```
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2024-10-30 07:13:56 +00:00
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If neither the start nor end date is provided, data for the current day is returned:
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```python
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from ohlc import ohlc
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todays_data = ohlc('SPY', minutes = 5)
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```
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2024-11-22 20:19:03 +00:00
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Example data:
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```
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Date Time Open High Low Close Volume
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0 2024-11-22 09:35:00 593.660 594.5100 593.5700 594.5100 1084785
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1 2024-11-22 09:40:00 594.480 594.7182 593.9800 594.7000 691893
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2 2024-11-22 09:45:00 594.710 595.7800 594.6800 595.5800 809901
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3 2024-11-22 09:50:00 595.610 596.1310 595.2300 595.6400 588006
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4 2024-11-22 09:55:00 595.630 595.6900 594.6900 595.3342 521905
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.. ... ... ... ... ... ... ...
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65 2024-11-22 15:00:00 595.520 595.6300 595.3800 595.3999 140253
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66 2024-11-22 15:05:00 595.390 595.3900 594.2300 594.5744 369153
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67 2024-11-22 15:10:00 594.570 595.0100 594.5200 594.6147 174254
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68 2024-11-22 15:15:00 594.620 594.6700 594.1700 594.2500 257970
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69 2024-11-22 15:20:00 594.255 594.6900 594.1801 594.6150 184050
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```
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2024-10-19 14:06:22 +00:00
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---
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