We are importing a couple of libraries to assist us with this task.
In [1]:
import pandas as pd
import oandapy
import configparser
In [2]:
config = configparser.ConfigParser()
config.read('../config/config_v1.ini')
account_id = config['oanda']['account_id']
api_key = config['oanda']['api_key']
The oandapy wraps the Oanda API in a format that make our codes cleaner and the task of extracting information from the API easier.
The configparser is an in-built Python library where it allows us to read configuration files easily. The documentation can be found via this link. It is a good practice to segregate your Python code from your API keys.
Using the configparser, we extract the relevant Account ID and API Key information.
We shall come back to the pandas library later.
In [3]:
oanda = oandapy.API(environment="practice",
access_token=api_key)
We instantiate (create an instance) to prepare for the API call we are about to make. We named this instance as oanda. This name is flexible. In this case, we follow the documentation provide in oandapy.
We make a request call to oandas using their in-built API. All responses will be in JSON format. The oandapy wrapper convert the JSON to a native Python object saving us a lot of tidying up work. The code below make a get_prices request call to oanda. The data will be stored in the response variable. You can use any variable name instead of response for your code. I am using response here to maintain consistency with oandapy.
In [4]:
response = oanda.get_prices(instruments=
"AUD_USD,NZD_USD,EUR_USD")
print(response)
{'prices': [{'ask': 0.75469, 'time': '2017-01-27T13:53:35.761438Z', 'instrument': 'AUD_USD', 'bid': 0.75455}, {'ask': 0.72605, 'time': '2017-01-27T13:53:35.848960Z', 'instrument': 'NZD_USD', 'bid': 0.72587}, {'ask': 1.06915, 'time': '2017-01-27T13:53:35.776101Z', 'instrument': 'EUR_USD', 'bid': 1.06903}]}
Using the instance we created earlier with the name oanda, we make an API call using get_prices method whilst passing the argument instruments="AUD_USD,NZD_USD,EUR_USD" to the API. The argument provided tells the Oanda API to return information only on these instruments. All the data is to be stored in the response variable.
We then print the variable to screen to observe what information has been returned.
The returned data is in the format of Python dictionary object. We can tell that it is a Python dictionary object by the curly braces {}.
'prices' here is the key. to access the dictionary elements, we use square brackets along with the key to obtain its value. Example:
In [5]:
response['prices']
Out[5]:
[{'ask': 0.75469,
'bid': 0.75455,
'instrument': 'AUD_USD',
'time': '2017-01-27T13:53:35.761438Z'},
{'ask': 0.72605,
'bid': 0.72587,
'instrument': 'NZD_USD',
'time': '2017-01-27T13:53:35.848960Z'},
{'ask': 1.06915,
'bid': 1.06903,
'instrument': 'EUR_USD',
'time': '2017-01-27T13:53:35.776101Z'}]
The above value is in the format of Python lists object. Python lists object can be identified by the squared brackets [].
To access the ask price for the first lists object:
In [6]:
response["prices"][0]['ask']
Out[6]:
0.75469
We can store individual value for future use
In [7]:
data = response['prices']
time_stamp = data[0]['time']
instrument = data[0]['instrument']
bid_price = data[0]['bid']
ask_price = data[0]['ask']
print("[{}] {} bid={} ask={}".format(time_stamp,
instrument,
bid_price,
ask_price))
[2017-01-27T13:53:35.761438Z] AUD_USD bid=0.75455 ask=0.75469
We can also use the pandas DataFrame to display the value in a familiar and easier to read table format. The pandas library is a powerful library created for the sole purpose of data analysis
In [8]:
pd.DataFrame(response["prices"])
Out[8]:
ask
bid
instrument
time
0
0.75469
0.75455
AUD_USD
2017-01-27T13:53:35.761438Z
1
0.72605
0.72587
NZD_USD
2017-01-27T13:53:35.848960Z
2
1.06915
1.06903
EUR_USD
2017-01-27T13:53:35.776101Z
get_instruments(self, account_id, **params)
In [9]:
response = oanda.get_instruments(account_id)
pd.DataFrame(response['instruments']).head()
Out[9]:
displayName
instrument
maxTradeUnits
pip
0
AUD/CAD
AUD_CAD
10000000
0.0001
1
AUD/CHF
AUD_CHF
10000000
0.0001
2
AUD/HKD
AUD_HKD
10000000
0.0001
3
AUD/JPY
AUD_JPY
10000000
0.01
4
AUD/NZD
AUD_NZD
10000000
0.0001
In [10]:
pd.DataFrame(response['instruments']).tail()
Out[10]:
displayName
instrument
maxTradeUnits
pip
89
Gold
XAU_USD
2000
0.01
90
Gold/Silver
XAU_XAG
2000
0.01
91
Palladium
XPD_USD
500
0.01
92
Platinum
XPT_USD
500
0.01
93
ZAR/JPY
ZAR_JPY
10000000
0.01
get_history(self, **params)
In [11]:
response = oanda.get_history(instrument="EUR_USD")
print(response)
{'granularity': 'S5', 'instrument': 'EUR_USD', 'candles': [{'highAsk': 1.06781, 'complete': True, 'lowAsk': 1.06765, 'lowBid': 1.06753, 'closeBid': 1.0677, 'openAsk': 1.06765, 'openBid': 1.06753, 'time': '2017-01-27T13:06:40.000000Z', 'closeAsk': 1.06781, 'volume': 7, 'highBid': 1.0677}, {'highAsk': 1.0678, 'complete': True, 'lowAsk': 1.06774, 'lowBid': 1.0676, 'closeBid': 1.06768, 'openAsk': 1.0678, 'openBid': 1.06767, 'time': '2017-01-27T13:06:45.000000Z', 'closeAsk': 1.0678, 'volume': 6, 'highBid': 1.06768}, {'highAsk': 1.06791, 'complete': True, 'lowAsk': 1.06783, 'lowBid': 1.06771, 'closeBid': 1.06778, 'openAsk': 1.06783, 'openBid': 1.06771, 'time': '2017-01-27T13:06:50.000000Z', 'closeAsk': 1.06791, 'volume': 4, 'highBid': 1.06778}, {'highAsk': 1.06789, 'complete': True, 'lowAsk': 1.06787, 'lowBid': 1.06774, 'closeBid': 1.06774, 'openAsk': 1.06789, 'openBid': 1.06777, 'time': '2017-01-27T13:06:55.000000Z', 'closeAsk': 1.06787, 'volume': 4, 'highBid': 1.06777}, {'highAsk': 1.06789, 'complete': True, 'lowAsk': 1.06783, 'lowBid': 1.06771, 'closeBid': 1.06776, 'openAsk': 1.06783, 'openBid': 1.06771, 'time': '2017-01-27T13:07:00.000000Z', 'closeAsk': 1.06789, 'volume': 4, 'highBid': 1.06776}, {'highAsk': 1.06794, 'complete': True, 'lowAsk': 1.06781, 'lowBid': 1.06768, 'closeBid': 1.06768, 'openAsk': 1.06792, 'openBid': 1.06778, 'time': '2017-01-27T13:07:05.000000Z', 'closeAsk': 1.06781, 'volume': 7, 'highBid': 1.0678}, {'highAsk': 1.06779, 'complete': True, 'lowAsk': 1.06779, 'lowBid': 1.06765, 'closeBid': 1.06765, 'openAsk': 1.06779, 'openBid': 1.06765, 'time': '2017-01-27T13:07:10.000000Z', 'closeAsk': 1.06779, 'volume': 1, 'highBid': 1.06765}, {'highAsk': 1.06783, 'complete': True, 'lowAsk': 1.06781, 'lowBid': 1.06768, 'closeBid': 1.0677, 'openAsk': 1.06781, 'openBid': 1.06768, 'time': '2017-01-27T13:07:20.000000Z', 'closeAsk': 1.06783, 'volume': 2, 'highBid': 1.0677}, {'highAsk': 1.06787, 'complete': True, 'lowAsk': 1.06783, 'lowBid': 1.06771, 'closeBid': 1.06771, 'openAsk': 1.06785, 'openBid': 1.06773, 'time': '2017-01-27T13:07:25.000000Z', 'closeAsk': 1.06783, 'volume': 4, 'highBid': 1.06775}, {'highAsk': 1.06781, 'complete': True, 'lowAsk': 1.06781, 'lowBid': 1.06768, 'closeBid': 1.06768, 'openAsk': 1.06781, 'openBid': 1.06768, 'time': '2017-01-27T13:07:30.000000Z', 'closeAsk': 1.06781, 'volume': 1, 'highBid': 1.06768}, {'highAsk': 1.06782, 'complete': True, 'lowAsk': 1.06782, 'lowBid': 1.06771, 'closeBid': 1.06771, 'openAsk': 1.06782, 'openBid': 1.06771, 'time': '2017-01-27T13:07:35.000000Z', 'closeAsk': 1.06782, 'volume': 1, 'highBid': 1.06771}, {'highAsk': 1.0678, 'complete': True, 'lowAsk': 1.0678, 'lowBid': 1.06768, 'closeBid': 1.06768, 'openAsk': 1.0678, 'openBid': 1.06768, 'time': '2017-01-27T13:07:40.000000Z', 'closeAsk': 1.0678, 'volume': 1, 'highBid': 1.06768}, {'highAsk': 1.06779, 'complete': True, 'lowAsk': 1.06776, 'lowBid': 1.06763, 'closeBid': 1.06763, 'openAsk': 1.06779, 'openBid': 1.06765, 'time': '2017-01-27T13:07:45.000000Z', 'closeAsk': 1.06776, 'volume': 2, 'highBid': 1.06765}, {'highAsk': 1.06779, 'complete': True, 'lowAsk': 1.06779, 'lowBid': 1.06767, 'closeBid': 1.06767, 'openAsk': 1.06779, 'openBid': 1.06767, 'time': '2017-01-27T13:07:55.000000Z', 'closeAsk': 1.06779, 'volume': 1, 'highBid': 1.06767}, {'highAsk': 1.06782, 'complete': True, 'lowAsk': 1.06782, 'lowBid': 1.06769, 'closeBid': 1.06769, 'openAsk': 1.06782, 'openBid': 1.06769, 'time': '2017-01-27T13:08:00.000000Z', 'closeAsk': 1.06782, 'volume': 1, 'highBid': 1.06769}, {'highAsk': 1.06784, 'complete': True, 'lowAsk': 1.06782, 'lowBid': 1.06769, 'closeBid': 1.06772, 'openAsk': 1.06784, 'openBid': 1.06772, 'time': '2017-01-27T13:08:05.000000Z', 'closeAsk': 1.06784, 'volume': 3, 'highBid': 1.06772}, {'highAsk': 1.06789, 'complete': True, 'lowAsk': 1.06786, 'lowBid': 1.06774, 'closeBid': 1.06777, 'openAsk': 1.06786, 'openBid': 1.06774, 'time': '2017-01-27T13:08:20.000000Z', 'closeAsk': 1.06789, 'volume': 2, 'highBid': 1.06777}, {'highAsk': 1.06794, 'complete': True, 'lowAsk': 1.06792, 'lowBid': 1.0678, 'closeBid': 1.06783, 'openAsk': 1.06792, 'openBid': 1.0678, 'time': '2017-01-27T13:08:45.000000Z', 'closeAsk': 1.06794, 'volume': 2, 'highBid': 1.06783}, {'highAsk': 1.068, 'complete': True, 'lowAsk': 1.06795, 'lowBid': 1.06783, 'closeBid': 1.06783, 'openAsk': 1.06797, 'openBid': 1.06784, 'time': '2017-01-27T13:08:50.000000Z', 'closeAsk': 1.06795, 'volume': 4, 'highBid': 1.06787}, {'highAsk': 1.06798, 'complete': True, 'lowAsk': 1.06795, 'lowBid': 1.06782, 'closeBid': 1.06782, 'openAsk': 1.06798, 'openBid': 1.06785, 'time': '2017-01-27T13:08:55.000000Z', 'closeAsk': 1.06795, 'volume': 2, 'highBid': 1.06785}, {'highAsk': 1.06797, 'complete': True, 'lowAsk': 1.06797, 'lowBid': 1.06784, 'closeBid': 1.06784, 'openAsk': 1.06797, 'openBid': 1.06784, 'time': '2017-01-27T13:09:00.000000Z', 'closeAsk': 1.06797, 'volume': 1, 'highBid': 1.06784}, {'highAsk': 1.06799, 'complete': True, 'lowAsk': 1.06799, 'lowBid': 1.06787, 'closeBid': 1.06787, 'openAsk': 1.06799, 'openBid': 1.06787, 'time': '2017-01-27T13:09:05.000000Z', 'closeAsk': 1.06799, 'volume': 1, 'highBid': 1.06787}, {'highAsk': 1.06797, 'complete': True, 'lowAsk': 1.06795, 'lowBid': 1.06781, 'closeBid': 1.06781, 'openAsk': 1.06797, 'openBid': 1.06784, 'time': '2017-01-27T13:09:10.000000Z', 'closeAsk': 1.06795, 'volume': 2, 'highBid': 1.06784}, {'highAsk': 1.06794, 'complete': True, 'lowAsk': 1.06791, 'lowBid': 1.0678, 'closeBid': 1.06782, 'openAsk': 1.06791, 'openBid': 1.0678, 'time': '2017-01-27T13:09:15.000000Z', 'closeAsk': 1.06794, 'volume': 2, 'highBid': 1.06782}, {'highAsk': 1.06801, 'complete': True, 'lowAsk': 1.06795, 'lowBid': 1.06782, 'closeBid': 1.06789, 'openAsk': 1.06796, 'openBid': 1.06785, 'time': '2017-01-27T13:09:20.000000Z', 'closeAsk': 1.06801, 'volume': 4, 'highBid': 1.06789}, {'highAsk': 1.06799, 'complete': True, 'lowAsk': 1.06796, 'lowBid': 1.06784, 'closeBid': 1.06784, 'openAsk': 1.06799, 'openBid': 1.06785, 'time': '2017-01-27T13:09:25.000000Z', 'closeAsk': 1.06796, 'volume': 2, 'highBid': 1.06785}, {'highAsk': 1.06798, 'complete': True, 'lowAsk': 1.06798, 'lowBid': 1.06787, 'closeBid': 1.06787, 'openAsk': 1.06798, 'openBid': 1.06787, 'time': '2017-01-27T13:09:30.000000Z', 'closeAsk': 1.06798, 'volume': 1, 'highBid': 1.06787}, {'highAsk': 1.06803, 'complete': True, 'lowAsk': 1.06794, 'lowBid': 1.06781, 'closeBid': 1.06781, 'openAsk': 1.06796, 'openBid': 1.06784, 'time': '2017-01-27T13:09:35.000000Z', 'closeAsk': 1.06794, 'volume': 8, 'highBid': 1.06791}, {'highAsk': 1.06796, 'complete': True, 'lowAsk': 1.06796, 'lowBid': 1.06783, 'closeBid': 1.06783, 'openAsk': 1.06796, 'openBid': 1.06783, 'time': '2017-01-27T13:09:40.000000Z', 'closeAsk': 1.06796, 'volume': 1, 'highBid': 1.06783}, {'highAsk': 1.06797, 'complete': True, 'lowAsk': 1.06797, 'lowBid': 1.06786, 'closeBid': 1.06786, 'openAsk': 1.06797, 'openBid': 1.06786, 'time': '2017-01-27T13:10:00.000000Z', 'closeAsk': 1.06797, 'volume': 1, 'highBid': 1.06786}, {'highAsk': 1.06811, 'complete': True, 'lowAsk': 1.06794, 'lowBid': 1.06781, 'closeBid': 1.06798, 'openAsk': 1.06795, 'openBid': 1.06784, 'time': '2017-01-27T13:10:05.000000Z', 'closeAsk': 1.06811, 'volume': 11, 'highBid': 1.06798}, {'highAsk': 1.0682, 'complete': True, 'lowAsk': 1.06815, 'lowBid': 1.068, 'closeBid': 1.06804, 'openAsk': 1.06815, 'openBid': 1.068, 'time': '2017-01-27T13:10:10.000000Z', 'closeAsk': 1.0682, 'volume': 3, 'highBid': 1.06804}, {'highAsk': 1.06827, 'complete': True, 'lowAsk': 1.06821, 'lowBid': 1.06808, 'closeBid': 1.06813, 'openAsk': 1.06821, 'openBid': 1.06808, 'time': '2017-01-27T13:10:15.000000Z', 'closeAsk': 1.06825, 'volume': 7, 'highBid': 1.06815}, {'highAsk': 1.06823, 'complete': True, 'lowAsk': 1.06816, 'lowBid': 1.06803, 'closeBid': 1.06806, 'openAsk': 1.06823, 'openBid': 1.06811, 'time': '2017-01-27T13:10:20.000000Z', 'closeAsk': 1.06818, 'volume': 7, 'highBid': 1.06811}, {'highAsk': 1.0682, 'complete': True, 'lowAsk': 1.06816, 'lowBid': 1.06803, 'closeBid': 1.06806, 'openAsk': 1.0682, 'openBid': 1.06808, 'time': '2017-01-27T13:10:25.000000Z', 'closeAsk': 1.06819, 'volume': 4, 'highBid': 1.06808}, {'highAsk': 1.06823, 'complete': True, 'lowAsk': 1.06822, 'lowBid': 1.06808, 'closeBid': 1.06812, 'openAsk': 1.06822, 'openBid': 1.06808, 'time': '2017-01-27T13:10:30.000000Z', 'closeAsk': 1.06823, 'volume': 2, 'highBid': 1.06812}, {'highAsk': 1.06824, 'complete': True, 'lowAsk': 1.06816, 'lowBid': 1.06803, 'closeBid': 1.0681, 'openAsk': 1.06821, 'openBid': 1.0681, 'time': '2017-01-27T13:10:35.000000Z', 'closeAsk': 1.06824, 'volume': 6, 'highBid': 1.0681}, {'highAsk': 1.06821, 'complete': True, 'lowAsk': 1.06816, 'lowBid': 1.06803, 'closeBid': 1.06803, 'openAsk': 1.0682, 'openBid': 1.06808, 'time': '2017-01-27T13:10:40.000000Z', 'closeAsk': 1.06816, 'volume': 5, 'highBid': 1.06808}, {'highAsk': 1.06813, 'complete': True, 'lowAsk': 1.06813, 'lowBid': 1.06802, 'closeBid': 1.06802, 'openAsk': 1.06813, 'openBid': 1.06802, 'time': '2017-01-27T13:10:45.000000Z', 'closeAsk': 1.06813, 'volume': 1, 'highBid': 1.06802}, {'highAsk': 1.0681, 'complete': True, 'lowAsk': 1.0681, 'lowBid': 1.06798, 'closeBid': 1.06798, 'openAsk': 1.0681, 'openBid': 1.06798, 'time': '2017-01-27T13:10:50.000000Z', 'closeAsk': 1.0681, 'volume': 1, 'highBid': 1.06798}, {'highAsk': 1.06818, 'complete': True, 'lowAsk': 1.06812, 'lowBid': 1.068, 'closeBid': 1.06803, 'openAsk': 1.06812, 'openBid': 1.068, 'time': '2017-01-27T13:10:55.000000Z', 'closeAsk': 1.06815, 'volume': 4, 'highBid': 1.06805}, {'highAsk': 1.06813, 'complete': True, 'lowAsk': 1.0681, 'lowBid': 1.06798, 'closeBid': 1.06798, 'openAsk': 1.06813, 'openBid': 1.068, 'time': '2017-01-27T13:11:00.000000Z', 'closeAsk': 1.0681, 'volume': 2, 'highBid': 1.068}, {'highAsk': 1.06807, 'complete': True, 'lowAsk': 1.06807, 'lowBid': 1.06796, 'closeBid': 1.06796, 'openAsk': 1.06807, 'openBid': 1.06796, 'time': '2017-01-27T13:11:05.000000Z', 'closeAsk': 1.06807, 'volume': 1, 'highBid': 1.06796}, {'highAsk': 1.06805, 'complete': True, 'lowAsk': 1.06805, 'lowBid': 1.06793, 'closeBid': 1.06793, 'openAsk': 1.06805, 'openBid': 1.06793, 'time': '2017-01-27T13:11:10.000000Z', 'closeAsk': 1.06805, 'volume': 1, 'highBid': 1.06793}, {'highAsk': 1.06803, 'complete': True, 'lowAsk': 1.06803, 'lowBid': 1.06791, 'closeBid': 1.06791, 'openAsk': 1.06803, 'openBid': 1.06791, 'time': '2017-01-27T13:11:20.000000Z', 'closeAsk': 1.06803, 'volume': 1, 'highBid': 1.06791}, {'highAsk': 1.068, 'complete': True, 'lowAsk': 1.068, 'lowBid': 1.06787, 'closeBid': 1.06787, 'openAsk': 1.068, 'openBid': 1.06787, 'time': '2017-01-27T13:11:25.000000Z', 'closeAsk': 1.068, 'volume': 1, 'highBid': 1.06787}, {'highAsk': 1.06797, 'complete': True, 'lowAsk': 1.06792, 'lowBid': 1.0678, 'closeBid': 1.06782, 'openAsk': 1.06797, 'openBid': 1.06784, 'time': '2017-01-27T13:11:35.000000Z', 'closeAsk': 1.06796, 'volume': 4, 'highBid': 1.06784}, {'highAsk': 1.06798, 'complete': True, 'lowAsk': 1.06798, 'lowBid': 1.06785, 'closeBid': 1.06785, 'openAsk': 1.06798, 'openBid': 1.06785, 'time': '2017-01-27T13:11:40.000000Z', 'closeAsk': 1.06798, 'volume': 1, 'highBid': 1.06785}, {'highAsk': 1.0681, 'complete': True, 'lowAsk': 1.068, 'lowBid': 1.06789, 'closeBid': 1.06797, 'openAsk': 1.068, 'openBid': 1.06789, 'time': '2017-01-27T13:11:45.000000Z', 'closeAsk': 1.0681, 'volume': 5, 'highBid': 1.06797}, {'highAsk': 1.06819, 'complete': True, 'lowAsk': 1.06812, 'lowBid': 1.068, 'closeBid': 1.06807, 'openAsk': 1.06812, 'openBid': 1.068, 'time': '2017-01-27T13:11:50.000000Z', 'closeAsk': 1.06819, 'volume': 4, 'highBid': 1.06807}, {'highAsk': 1.06824, 'complete': True, 'lowAsk': 1.06823, 'lowBid': 1.0681, 'closeBid': 1.06813, 'openAsk': 1.06823, 'openBid': 1.0681, 'time': '2017-01-27T13:11:55.000000Z', 'closeAsk': 1.06824, 'volume': 2, 'highBid': 1.06813}, {'highAsk': 1.06827, 'complete': True, 'lowAsk': 1.0682, 'lowBid': 1.06807, 'closeBid': 1.06815, 'openAsk': 1.06822, 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'highBid': 1.06945}, {'highAsk': 1.06962, 'complete': True, 'lowAsk': 1.06958, 'lowBid': 1.06945, 'closeBid': 1.06948, 'openAsk': 1.06958, 'openBid': 1.06945, 'time': '2017-01-27T13:51:20.000000Z', 'closeAsk': 1.0696, 'volume': 6, 'highBid': 1.0695}, {'highAsk': 1.06965, 'complete': True, 'lowAsk': 1.06957, 'lowBid': 1.06945, 'closeBid': 1.06945, 'openAsk': 1.06963, 'openBid': 1.0695, 'time': '2017-01-27T13:51:25.000000Z', 'closeAsk': 1.06958, 'volume': 9, 'highBid': 1.06952}, {'highAsk': 1.06956, 'complete': True, 'lowAsk': 1.06941, 'lowBid': 1.06928, 'closeBid': 1.06929, 'openAsk': 1.06956, 'openBid': 1.06942, 'time': '2017-01-27T13:51:30.000000Z', 'closeAsk': 1.06941, 'volume': 8, 'highBid': 1.06942}, {'highAsk': 1.06947, 'complete': True, 'lowAsk': 1.06945, 'lowBid': 1.06931, 'closeBid': 1.06934, 'openAsk': 1.06945, 'openBid': 1.06931, 'time': '2017-01-27T13:51:35.000000Z', 'closeAsk': 1.06947, 'volume': 2, 'highBid': 1.06934}, {'highAsk': 1.06953, 'complete': True, 'lowAsk': 1.06936, 'lowBid': 1.06925, 'closeBid': 1.06925, 'openAsk': 1.0695, 'openBid': 1.06936, 'time': '2017-01-27T13:51:40.000000Z', 'closeAsk': 1.06936, 'volume': 10, 'highBid': 1.06939}, {'highAsk': 1.06934, 'complete': True, 'lowAsk': 1.06926, 'lowBid': 1.06914, 'closeBid': 1.06914, 'openAsk': 1.06934, 'openBid': 1.06921, 'time': '2017-01-27T13:51:45.000000Z', 'closeAsk': 1.06926, 'volume': 6, 'highBid': 1.06921}, {'highAsk': 1.06931, 'complete': True, 'lowAsk': 1.06924, 'lowBid': 1.06911, 'closeBid': 1.06915, 'openAsk': 1.06924, 'openBid': 1.06911, 'time': '2017-01-27T13:51:50.000000Z', 'closeAsk': 1.06931, 'volume': 3, 'highBid': 1.06915}, {'highAsk': 1.06937, 'complete': True, 'lowAsk': 1.06926, 'lowBid': 1.06914, 'closeBid': 1.06917, 'openAsk': 1.06927, 'openBid': 1.06914, 'time': '2017-01-27T13:51:55.000000Z', 'closeAsk': 1.06929, 'volume': 12, 'highBid': 1.06924}, {'highAsk': 1.0694, 'complete': True, 'lowAsk': 1.06927, 'lowBid': 1.06914, 'closeBid': 1.06926, 'openAsk': 1.06927, 'openBid': 1.06914, 'time': '2017-01-27T13:52:00.000000Z', 'closeAsk': 1.0694, 'volume': 6, 'highBid': 1.06926}, {'highAsk': 1.06944, 'complete': True, 'lowAsk': 1.06932, 'lowBid': 1.0692, 'closeBid': 1.0692, 'openAsk': 1.06936, 'openBid': 1.06925, 'time': '2017-01-27T13:52:05.000000Z', 'closeAsk': 1.06932, 'volume': 11, 'highBid': 1.06932}, {'highAsk': 1.06935, 'complete': True, 'lowAsk': 1.06933, 'lowBid': 1.06919, 'closeBid': 1.06919, 'openAsk': 1.06935, 'openBid': 1.06921, 'time': '2017-01-27T13:52:10.000000Z', 'closeAsk': 1.06933, 'volume': 4, 'highBid': 1.06922}, {'highAsk': 1.06939, 'complete': True, 'lowAsk': 1.06935, 'lowBid': 1.06921, 'closeBid': 1.06924, 'openAsk': 1.06935, 'openBid': 1.06921, 'time': '2017-01-27T13:52:15.000000Z', 'closeAsk': 1.06937, 'volume': 4, 'highBid': 1.06926}, {'highAsk': 1.06938, 'complete': True, 'lowAsk': 1.06937, 'lowBid': 1.06924, 'closeBid': 1.06924, 'openAsk': 1.06938, 'openBid': 1.06927, 'time': '2017-01-27T13:52:20.000000Z', 'closeAsk': 1.06937, 'volume': 2, 'highBid': 1.06927}, {'highAsk': 1.06939, 'complete': True, 'lowAsk': 1.06932, 'lowBid': 1.0692, 'closeBid': 1.06923, 'openAsk': 1.06939, 'openBid': 1.06926, 'time': '2017-01-27T13:52:25.000000Z', 'closeAsk': 1.06934, 'volume': 5, 'highBid': 1.06926}, {'highAsk': 1.06937, 'complete': True, 'lowAsk': 1.06932, 'lowBid': 1.0692, 'closeBid': 1.06922, 'openAsk': 1.06937, 'openBid': 1.06925, 'time': '2017-01-27T13:52:30.000000Z', 'closeAsk': 1.06934, 'volume': 4, 'highBid': 1.06925}, {'highAsk': 1.06941, 'complete': True, 'lowAsk': 1.06936, 'lowBid': 1.06924, 'closeBid': 1.06929, 'openAsk': 1.06936, 'openBid': 1.06924, 'time': '2017-01-27T13:52:35.000000Z', 'closeAsk': 1.06941, 'volume': 3, 'highBid': 1.06929}, {'highAsk': 1.06941, 'complete': True, 'lowAsk': 1.06939, 'lowBid': 1.06927, 'closeBid': 1.06929, 'openAsk': 1.06939, 'openBid': 1.06927, 'time': '2017-01-27T13:52:40.000000Z', 'closeAsk': 1.06941, 'volume': 2, 'highBid': 1.06929}, {'highAsk': 1.06944, 'complete': True, 'lowAsk': 1.06941, 'lowBid': 1.06929, 'closeBid': 1.06929, 'openAsk': 1.06944, 'openBid': 1.06931, 'time': '2017-01-27T13:52:45.000000Z', 'closeAsk': 1.06941, 'volume': 2, 'highBid': 1.06931}, {'highAsk': 1.06944, 'complete': True, 'lowAsk': 1.06936, 'lowBid': 1.06924, 'closeBid': 1.06924, 'openAsk': 1.06944, 'openBid': 1.06931, 'time': '2017-01-27T13:52:55.000000Z', 'closeAsk': 1.06936, 'volume': 4, 'highBid': 1.06931}, {'highAsk': 1.0694, 'complete': True, 'lowAsk': 1.06932, 'lowBid': 1.0692, 'closeBid': 1.06926, 'openAsk': 1.0694, 'openBid': 1.06927, 'time': '2017-01-27T13:53:00.000000Z', 'closeAsk': 1.06936, 'volume': 6, 'highBid': 1.06927}, {'highAsk': 1.06941, 'complete': True, 'lowAsk': 1.06917, 'lowBid': 1.06904, 'closeBid': 1.0691, 'openAsk': 1.06941, 'openBid': 1.06927, 'time': '2017-01-27T13:53:05.000000Z', 'closeAsk': 1.06923, 'volume': 14, 'highBid': 1.06927}, {'highAsk': 1.06926, 'complete': True, 'lowAsk': 1.06924, 'lowBid': 1.0691, 'closeBid': 1.0691, 'openAsk': 1.06926, 'openBid': 1.06912, 'time': '2017-01-27T13:53:10.000000Z', 'closeAsk': 1.06924, 'volume': 2, 'highBid': 1.06912}, {'highAsk': 1.06927, 'complete': True, 'lowAsk': 1.06924, 'lowBid': 1.0691, 'closeBid': 1.0691, 'openAsk': 1.06927, 'openBid': 1.06913, 'time': '2017-01-27T13:53:15.000000Z', 'closeAsk': 1.06924, 'volume': 6, 'highBid': 1.06914}, {'highAsk': 1.06926, 'complete': True, 'lowAsk': 1.06911, 'lowBid': 1.06898, 'closeBid': 1.06898, 'openAsk': 1.06926, 'openBid': 1.06914, 'time': '2017-01-27T13:53:20.000000Z', 'closeAsk': 1.06911, 'volume': 7, 'highBid': 1.06914}, {'highAsk': 1.0691, 'complete': True, 'lowAsk': 1.06906, 'lowBid': 1.06894, 'closeBid': 1.06899, 'openAsk': 1.06908, 'openBid': 1.06896, 'time': '2017-01-27T13:53:25.000000Z', 'closeAsk': 1.0691, 'volume': 6, 'highBid': 1.06899}, {'highAsk': 1.06922, 'complete': True, 'lowAsk': 1.06915, 'lowBid': 1.069, 'closeBid': 1.06908, 'openAsk': 1.06915, 'openBid': 1.069, 'time': '2017-01-27T13:53:30.000000Z', 'closeAsk': 1.06922, 'volume': 4, 'highBid': 1.06908}, {'highAsk': 1.06924, 'complete': False, 'lowAsk': 1.06915, 'lowBid': 1.06903, 'closeBid': 1.06908, 'openAsk': 1.06924, 'openBid': 1.06911, 'time': '2017-01-27T13:53:35.000000Z', 'closeAsk': 1.0692, 'volume': 6, 'highBid': 1.06911}]}
In [12]:
res = pd.DataFrame(response["candles"])
res.head()
Out[12]:
closeAsk
closeBid
complete
highAsk
highBid
lowAsk
lowBid
openAsk
openBid
time
volume
0
1.06781
1.06770
True
1.06781
1.06770
1.06765
1.06753
1.06765
1.06753
2017-01-27T13:06:40.000000Z
7
1
1.06780
1.06768
True
1.06780
1.06768
1.06774
1.06760
1.06780
1.06767
2017-01-27T13:06:45.000000Z
6
2
1.06791
1.06778
True
1.06791
1.06778
1.06783
1.06771
1.06783
1.06771
2017-01-27T13:06:50.000000Z
4
3
1.06787
1.06774
True
1.06789
1.06777
1.06787
1.06774
1.06789
1.06777
2017-01-27T13:06:55.000000Z
4
4
1.06789
1.06776
True
1.06789
1.06776
1.06783
1.06771
1.06783
1.06771
2017-01-27T13:07:00.000000Z
4
In [13]:
res.columns = ['Close_Ask', 'Close_Bid', 'Complete',
'High_Ask', 'High_Bid', 'Low_Ask', 'Low_Bid',
'Open_Ask', 'Open_Bid', 'Time', 'Volume']
res = res.reindex_axis(['Time', 'Open_Bid', 'Open_Ask',
'High_Bid', 'High_Ask', 'Low_Bid',
'Low_Ask', 'Close_Bid', 'Close_Ask',
'Complete', 'Volume'],
axis=1)
In [14]:
res.tail()
Out[14]:
Time
Open_Bid
Open_Ask
High_Bid
High_Ask
Low_Bid
Low_Ask
Close_Bid
Close_Ask
Complete
Volume
495
2017-01-27T13:53:15.000000Z
1.06913
1.06927
1.06914
1.06927
1.06910
1.06924
1.06910
1.06924
True
6
496
2017-01-27T13:53:20.000000Z
1.06914
1.06926
1.06914
1.06926
1.06898
1.06911
1.06898
1.06911
True
7
497
2017-01-27T13:53:25.000000Z
1.06896
1.06908
1.06899
1.06910
1.06894
1.06906
1.06899
1.06910
True
6
498
2017-01-27T13:53:30.000000Z
1.06900
1.06915
1.06908
1.06922
1.06900
1.06915
1.06908
1.06922
True
4
499
2017-01-27T13:53:35.000000Z
1.06911
1.06924
1.06911
1.06924
1.06903
1.06915
1.06908
1.06920
False
6
Content source: anthonyng2/FX-Trading-with-Python-and-Oanda
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