InstrumentsCandles

class oandapyV20.endpoints.instruments.InstrumentsCandles(instrument, params=None)

Bases: oandapyV20.endpoints.instruments.Instruments

Get candle data for a specified Instrument.

ENDPOINT = 'v3/instruments/{instrument}/candles'
EXPECTED_STATUS = 200
METHOD = 'GET'
__init__(instrument, params=None)

Instantiate an InstrumentsCandles request.

Parameters:
  • instrument (string (required)) – the instrument to fetch candle data for
  • params (dict) – optional request query parameters, check developer.oanda.com for details

Params example:

{
  "count": 5,
  "granularity": "M5"
}

Candle data example:

>>> import oandapyV20
>>> import oandapyV20.endpoints.instruments as instruments
>>> client = oandapyV20.API(access_token=...)
>>> params = ...
>>> r = instruments.InstrumentsCandles(instrument="DE30_EUR",
>>>                                    params=params)
>>> client.request(r)
>>> print r.response

Output:

{
  "candles": [
    {
      "volume": 132,
      "mid": {
        "h": "10508.0",
        "c": "10506.0",
        "l": "10503.8",
        "o": "10503.8"
      },
      "complete": true,
      "time": "2016-10-17T19:35:00.000000000Z"
    },
    {
      "volume": 162,
      "mid": {
        "h": "10507.0",
        "c": "10504.9",
        "l": "10502.0",
        "o": "10506.0"
      },
      "complete": true,
      "time": "2016-10-17T19:40:00.000000000Z"
    },
    {
      "volume": 196,
      "mid": {
        "h": "10509.8",
        "c": "10505.0",
        "l": "10502.6",
        "o": "10504.9"
      },
      "complete": true,
      "time": "2016-10-17T19:45:00.000000000Z"
    },
    {
      "volume": 153,
      "mid": {
        "h": "10510.1",
        "c": "10509.0",
        "l": "10504.2",
        "o": "10505.0"
      },
      "complete": true,
      "time": "2016-10-17T19:50:00.000000000Z"
    },
    {
      "volume": 172,
      "mid": {
        "h": "10509.8",
        "c": "10507.8",
        "l": "10503.2",
        "o": "10509.0"
      },
      "complete": true,
      "time": "2016-10-17T19:55:00.000000000Z"
    }
  ],
  "granularity": "M5",
  "instrument": "DE30/EUR"
}