get_historical_hour
Description
Retrieves historical hour bars for a given time interval in the past. An hour bar consists of the opening price, the closing price, the high price, and the low price for that one-hour interval.
Arguments
api_key : str
- a valid API key
time_in : datetime
- the start of the interval for which to collect hour bars
time_end : datetime
- the end of the interval for which to collect hour bars
Ticker : str
- the ticker symbol of the security
Simple Example
bars = pq.get_historical_hour({'api_key':api_key,
'time_in':datetime.datetime(2020,4,1,10),
'time_end':datetime.datetime(2020,4,1,12),
'Ticker':'BTCUSDT',
},remote=True)
print(bars)
Simple Example Output
{'_id': None, 'DateTime': datetime.datetime(2020, 4, 1, 10, 0), 'Ticker': 'BTCUSDT',
'ClosePrice': 6295.03, 'HighPrice': 6318.89, 'LowPrice': 6288.02,
'OpenPrice': 6298.74, 'close': 6295.03, 'date_time': datetime.datetime(2020, 4, 1, 10, 0),
'from_symbol': 'BTC', 'high': 6318.89, 'low': 6288.02, 'open': 6298.74,
'requested_date': '2020-06-09T21:43:53.656000', 'time': 1585735200,
'to_symbol': 'USDT', 'volumefrom': 19079.12, 'volumeto': 120246431.93}
Failure Examples
# no ticker
# A ticker symbol must be provided.
bars = pq.get_historical_hour({'api_key':api_key,
'time_in':datetime.datetime(2020,4,1,10),
'time_end':datetime.datetime(2020,4,1,12),
},remote=True)
print(bars)
# Ticker = None
# A ticker symbol must be provided.
bars = pq.get_historical_hour({'api_key':api_key,
'time_in':datetime.datetime(2020,4,1,10),
'time_end':datetime.datetime(2020,4,1,12),
'Ticker': None,
},remote=True)
print(bars)
Failure Examples Output
Hour Data for S&P not currently supported File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Traceback (most recent call last):
File "/tmp/tmpjsn_a1hk.py", line 147, in process_record
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 242, in query
return_dict = self.query_debug(filter,source_id)
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 224, in query_debug
res = self.query_objects[source_id].process(filter)
File "/mnt/dev/dev/processingNetwork/ProcessingNetwork.py", line 159, in process
feature = self.instanceMap[instanceName].process(feature,self.lastFeature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 65, in process
self.dependencies[k].process(feature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 90, in process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 83, in process
feature[self.settings['name']] = self.do_process(features,self.settings)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 173, in do_process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 165, in do_process
return self.do_input(features['input'],settings)
File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Exception: Hour Data for S&P not currently supported
Hour Data for S&P not currently supported File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Traceback (most recent call last):
File "/tmp/tmpjsn_a1hk.py", line 147, in process_record
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 242, in query
return_dict = self.query_debug(filter,source_id)
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 224, in query_debug
res = self.query_objects[source_id].process(filter)
File "/mnt/dev/dev/processingNetwork/ProcessingNetwork.py", line 159, in process
feature = self.instanceMap[instanceName].process(feature,self.lastFeature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 65, in process
self.dependencies[k].process(feature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 90, in process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 83, in process
feature[self.settings['name']] = self.do_process(features,self.settings)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 173, in do_process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 165, in do_process
return self.do_input(features['input'],settings)
File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Exception: Hour Data for S&P not currently supported
Three Examples
bars = pq.get_historical_hour({'api_key':api_key,
'time_in':datetime.datetime(2020,4,1,10),
'time_end':datetime.datetime(2020,4,1,12),
'Ticker':'AAPL',
},remote=True)
print(bars)
bars = pq.get_historical_hour({'api_key':api_key,
'time_in':datetime.datetime(2020,4,1,10),
'time_end':datetime.datetime(2020,4,1,12),
'Ticker':'CADUSD',
},remote=True)
print(bars)
bars = pq.get_historical_hour({'api_key':api_key,
'time_in':datetime.datetime(2020,4,1,10),
'time_end':datetime.datetime(2020,4,1,12),
'Ticker':'ETHBTC',
},remote=True)
print(bars)
Three Examples Output
Hour Data for S&P not currently supported File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Traceback (most recent call last):
File "/tmp/tmpjsn_a1hk.py", line 147, in process_record
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 242, in query
return_dict = self.query_debug(filter,source_id)
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 224, in query_debug
res = self.query_objects[source_id].process(filter)
File "/mnt/dev/dev/processingNetwork/ProcessingNetwork.py", line 159, in process
feature = self.instanceMap[instanceName].process(feature,self.lastFeature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 65, in process
self.dependencies[k].process(feature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 90, in process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 83, in process
feature[self.settings['name']] = self.do_process(features,self.settings)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 173, in do_process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 165, in do_process
return self.do_input(features['input'],settings)
File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Exception: Hour Data for S&P not currently supported
Hour Data for S&P not currently supported File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Traceback (most recent call last):
File "/tmp/tmpjsn_a1hk.py", line 147, in process_record
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 242, in query
return_dict = self.query_debug(filter,source_id)
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 224, in query_debug
res = self.query_objects[source_id].process(filter)
File "/mnt/dev/dev/processingNetwork/ProcessingNetwork.py", line 159, in process
feature = self.instanceMap[instanceName].process(feature,self.lastFeature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 65, in process
self.dependencies[k].process(feature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 90, in process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 83, in process
feature[self.settings['name']] = self.do_process(features,self.settings)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 173, in do_process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 165, in do_process
return self.do_input(features['input'],settings)
File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Exception: Hour Data for S&P not currently supported
Hour Data for S&P not currently supported File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Traceback (most recent call last):
File "/tmp/tmpjsn_a1hk.py", line 147, in process_record
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 242, in query
return_dict = self.query_debug(filter,source_id)
File "/mnt/dev/dev/paxdk/PaxFinancialAPI.py", line 224, in query_debug
res = self.query_objects[source_id].process(filter)
File "/mnt/dev/dev/processingNetwork/ProcessingNetwork.py", line 159, in process
feature = self.instanceMap[instanceName].process(feature,self.lastFeature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 65, in process
self.dependencies[k].process(feature)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 90, in process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 83, in process
feature[self.settings['name']] = self.do_process(features,self.settings)
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 173, in do_process
raise e
File "/mnt/dev/dev/processingNetwork/ProcessingNode.py", line 165, in do_process
return self.do_input(features['input'],settings)
File "/mnt/dev/dev/FinancialAlgorithm/FinancialQueries.py", line 308, in do_input
raise(Exception('Hour Data for S&P not currently supported'))
Exception: Hour Data for S&P not currently supported