client to communicate with alphaticks
A client to fetch data from the alphaticks data base
You can install alpha-data-py using the following command:
pip install alpha-data-py
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)
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