Questions tagged [ohlcv]
14 questions
1
vote
1 answer
How can I get specific time periods ohlcv in CCXT bitget?
Even if I type "since" keyword in ccxt bitget, always get only the latest information. The same code worked on ftx, what's the problem?
bitget = ccxt.bitget({'apiKey' : self.KEY,
'secret' : self.SECRET_KEY,
…
Dr.Kim
- 11
- 1
1
vote
0 answers
fetch info of bars by ccxt lib in python return timestamp in time zone incorrect
i fetch_ohlcv and return the data, and in data contains timestamp, and I don't understand why timestamp is in the 0th timezone, while I'm in the 7th timezone
i use testnet environment
exchange = ccxt.binance({
"apiKey": config.BINANCE_API_KEY,
…
Nguyễn Anh Mười
- 11
- 2
1
vote
0 answers
Javascript - Optimal Way for Data Binning
I have a problem to find the most performant way to bin some OHLCV data into different periods.
Assume that I have several ten-thousands of OHLCV data with a simple structure like:
{
"timestamp":1472688000000,
"open":77.644997,
…
Kadir.K
- 366
- 4
- 17
1
vote
1 answer
how to create custom boost accumulator for financial ohlcv data
I've the following problem. I've a set of OHLCV (Open, High, Low, Close, Volume) data for a symbol, with the following structure:
struct OHLCV {
double Open{0.0};
double High{0.0};
double Low{0.0};
double Close{0.0};
double…
Jepessen
- 11,744
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- 149
0
votes
0 answers
Kraken Historic Trade Data in CSV (Datetime, price, volume) to OHLCV
New here and new to newish to Python. I've been spinning my wheels for the better part of a week and I am not getting the results I expect. I have the historic 1 min trade data in csv with labeled columns of datetime, price, and volume. Like below:
…
Bread Bread
- 1
- 1
0
votes
0 answers
how can we use multiple timeframe (multiple candle use) in our single strategy in freqtrade
The fetched OHLC is on the daily candle or TF and we are using the previous day candle to fetch levels for trading today. Today's trades will obviously have to fetch the signals on a lower time frame (say 15 minutes) based on the daily candle of…
Brijesh_0505
- 1
- 2
0
votes
1 answer
How to calculate OHLCV data from tick data in influxdb?
I have some tick data store in influxdb, protocol line like below,
(Note: lastPrice is realtime price at that time, totalVolume is cumulative trade quantity from the begining of the day)
tick,contract=FU2301…
Heo
- 33
- 1
- 5
0
votes
0 answers
Converting OHLCV Intraday Data to Higher Timeframes
Just new to Python programming. So I have crypto OHLCV data on the four hour timeframe. I want to convert them to daily, weekly, and monthly data. The data is in a csv file. Here is a sample:
BTCUSDT 06/01/2021 , 08:00:00 37253.82 37894.81 …
jomx99
- 3
- 4
0
votes
1 answer
Why do I have a delay of 10 min using python ccxt phemex?
I try to trade on phemex using the API and ccxt package.
I connect to the phemex like this:
phemex = ccxt.phemex({
'apiKey': API_KEY,
'secret': API_SECRET,
'adjustForTimeDifference': False,
'enableRateLimit': False,
'verbose':…
Dani
- 29
- 1
- 8
0
votes
1 answer
Python pandas resample 15 minutes ohlc to 75 minutes ohlc
Below is the dataframe for one of the stock in indian market.
open high low close volume
date
2021-06-17 09:15:00+05:30 815.55 819.15 807.05 818.45 54372
2021-06-17…
Vilas
- 1,695
- 1
- 13
- 13
0
votes
2 answers
Unable to parse OHCLV data
I'm unable to parse OHCLV data from a JSON into List.
Newtonsoft.Json.JsonSerializationException: 'Cannot deserialize the current JSON array (e.g. [1,2,3]) into type 'Models.Candle' because the type requires a JSON object (e.g.…
nop
- 4,711
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- 93
-1
votes
1 answer
mplfinance: 'secondary_y=True' not working. Not plot multiple lines/candles due to very wide Y-Axis data ranges
I want to compare price movement of two scrips with Stock Indices in one chart object (single panel) using mplfinance in python 3.11.3.
Tried code from snippet:
https://github.com/matplotlib/mplfinance/blob/master/examples/addplot.ipynb
I have data…
DrSaaie K B
- 1
- 4
-1
votes
1 answer
CCXT fetch_ohlcv - impossible to get latest values
I'm trying to write a Python bot (using CCXT Library and Exchange: Bitget), but I cannot get latest values of ETH/USDT.
It seems I have a delay of couple hours.
I'm using the Library CCTX with the following code:
bars =…
Phablo
- 1
-2
votes
1 answer
Ccxt binance fetchOHLCV doesn't return last data
I am using ccxt library for binance. To calculate the sar indicator, I am using fetchOHLCV to get last last historical data but the problem is that some times data are not reflecting the last binance data. We observe some delays
Can anyone help me?
Simsima
- 1