OHLC

This module provides Open, High, Low, Close (OHLC) data 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.

Daily Data

from ohlc import ohlc

from datetime import datetime

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

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))

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