OHLC

This module provides Open, High, Low, Close (OHLC) data (and volume) for trading applications.

The data currently comes from IQFeed, so you will need an account with API access from them.

Dependencies

IQFeed

Usage

All data is returned as a pandas DataFrame.

Both the start and end dates default to the current day.

Daily Data

from ohlc import ohlc

from datetime import datetime

daily_data = ohlc('SPY', start_date = datetime(2024, 1, 1))

Example data:

           Date    Open     High     Low   Close     Volume
0    2024-01-02  472.16  473.670  470.49  472.65  123007793
1    2024-01-03  470.43  471.190  468.17  468.79  103585866
2    2024-01-04  468.30  470.960  467.05  467.28   84232169
3    2024-01-05  467.49  470.440  466.43  467.92   86118913
4    2024-01-08  468.43  474.750  468.30  474.60   74879074
..          ...     ...      ...     ...     ...        ...
221  2024-11-15  589.72  590.200  583.86  585.75   75988766
222  2024-11-18  586.22  589.490  585.34  588.15   37084081
223  2024-11-19  584.71  591.045  584.03  590.30   49412046
224  2024-11-20  590.38  590.790  584.63  590.50   50032576
225  2024-11-21  593.40  595.120  587.45  593.67   46750285

Intraday / Minute Data

from ohlc import ohlc

from datetime import datetime

intraday_data = ohlc('SPY', minutes = 5, start_date = datetime(2024, 1, 1), end_date = datetime(2024, 1, 31))

If neither the start nor end date is provided, data for the current day is returned:

from ohlc import ohlc

todays_data = ohlc('SPY', minutes = 5)