alpha-data-py 1.0.14

client to communicate with alphaticks

alpha-data-py

A client to fetch data from the alphaticks data base

Installation

You can install alpha-data-py using the following command:

pip install alpha-data-py

Usage

In order to use the library, you need an API key from alphaticks. Go to alphaticks.io, Account -> Licenses -> AlphaData and click on Add credentials.

Now that you have your credentials ready, you can create a client, fetch a security, and fetch the data you need for that security.

import datetime
from adata import Client, FREQ_1M

c = Client(API_KEY, API_SECRET)
secs = c.get_securities()
for s in secs:
    if s.symbol == "BTCUSDT" and s.exchange == "fbinance":
        sec = s

start = datetime.datetime(2022, 1, 1)
end = datetime.datetime(2022, 1, 5)
it = c.get_historical_ohlcv(sec, FREQ_1M, start, end)
while it.next():
    print(it.o, it.h, it.l, it.c, it.v)