Python library for interacting with the Velo Data API
Project description
velo-python
Python library for Velo API access see full documentation here.
Install
pip install velodata
Usage
from velodata import lib as velo
# new velo client
client = velo.client('api_key')
# get futures and pick one
future = client.get_futures()[0]
# get futures columns and pick two
columns = client.get_futures_columns()[:2]
# last 10 minutes in 1 minute resolution
params = {
'type': 'futures',
'columns': columns,
'exchanges': [future['exchange']],
'products': [future['product']],
'begin': client.timestamp() - 1000 * 60 * 11,
'end': client.timestamp(),
'resolution': 1
}
# returns dataframe
client.get_rows(params)
Streaming rows
Row requests are broken up into batches past a certain size. If you don't want to wait for all your requests to finish before receiving any data, you can use this:
batches = client.batch_rows(params)
for df in client.stream_rows(batches):
print(df)
License
Copyright 2023 Velo Data, license MIT
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