0 2 Example: Market Data

TerenceLau edited this page 2022-01-01 18:31:49 +08:00

1. Dukascopy

Dukascopy Bank is a Swiss online bank which provides online and mobile trading, banking and financial services. We can get the historical data from Dukascopy, here is an example:

from CEDA.market.duka import dukascopy
df = dukascopy(instrument = "btcusd", 
               startdate = "2020-01-01",
               enddate = "2021-01-01",
               timeframe = "d1",
               pricetype = "bid",
               utc = 0,
               volume = True,
               flat = True)

timeframe: h1, h4, d1, mn1 -> 1 hour, 4 hour, 1 day, 1 month;

if you need "tick" or "minutes data"(1 min, 5 mins, 15 mins, 30 mins), please contact me

2. Marketwatch

Marketwatch is a website that provides financial information, business news, analysis, and stock market data. Alone with The Wall Street Journal and Barron's, it is a subsidiary of Dow Jones & Company, a property of News Corp.

This data's timeframe are 1-Day

from CEDA.market.marketwatch import forex, index, crypto, stock

## Forex
df = forex(instrument = "eurusd",
           startdate = "2020-01-01",
           enddate = "2021-06-01")

## index
df = index(instrument="vix", 
           startdate="2019-01-01", 
           enddate="2021-01-01")

## crypto
df = crypto(instrument="btcusd", 
            startdate="2019-01-01", 
            enddate="2021-01-01")

## stock 
df = stock(countrycode="cn",
           instrument="601988",
           startdate="2019-01-01",
           enddate="2021-01-01")