Oanda

Note

Refer to Oanda Jupyter Notebook for more details.

Table of Contents

• Installation

• Usage

• Historical OHLA and Volume for 1 Currency

• Setting the Frequency

Installation

Install with pip:

pip install oandapyV20

Or install with Github:

pip install git+https://github.com/hootnot/oanda-api-v20.git

Usage

Note

This library requires a config file for accessing the API. An example config file can be found here.

You also need to set up an account on Oanda’s Website to receive an access token and username.

Import all necessary libraries:

import pandas as pd
    import tpqoa

    api = tpqoa.tpqoa("oanda.cfg")

Historical OHLA and Volume for 1 Currency

Outputs the OHLCV for the given ticker, within the given start and end dates.

ticker = "US30_USD"
start = "2018-09-01"
end = "2019-09-01"

api.get_history(ticker, start, end, "D", "B")

Setting the Frequency

Sets the frequency to every 1 minute, dented by M1

api.get_history("EUR_USD", "2019-08-01", "2019-09-01", "M1", "B")

Sets the frequency to about every 5 seconds, using S5

api.get_history(“EUR_USD”, “2019-09-01”, “2019-09-04”, “S5”, “B”)