GDAX data for Pandas in the style of DataReader.
Project description
A library to retrieve GDAX historical data into a Pandas DataFrame, in a similar style to Pandas DataReader.
Free software: BSD license
Installation
pip install pandas-datareader-gdax
Example
import pytz
from datetime import datetime
from pandas_datareader_gdax import get_data_gdax
# Retrieve the GDAX data into a dataframe
df = get_data_gdax(
'BTC-USD',
granularity=5*60,
start=datetime(2016, 6, 1, 7, 0, 0, tzinfo=pytz.timezone('UTC')),
end=datetime(2017, 9, 1, 6, 59, 59, tzinfo=pytz.timezone('UTC'))
)
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