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import numpy as np | |
# expects a numpy array with trades | |
# each trade is composed of: [time, price, quantity] | |
def generate_volumebars(trades, frequency=10): | |
times = trades[:,0] | |
prices = trades[:,1] | |
volumes = trades[:,2] | |
ans = np.zeros(shape=(len(prices), 6)) | |
candle_counter = 0 |
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import requests | |
#OHLC data | |
r = requests.get('https://finnhub.io/api/v1/stock/candle?symbol=AAPL&resolution=1&from=1572651390&to=1572910590') | |
print(r.json()) | |
#Tick data | |
r = requests.get('https://finnhub.io/api/v1/stock/tick?symbol=AAPL&from=1575968404&to=1575968424') | |
print(r.json()) |