ccxt library in Python to fetch OHLCV data test

fetchOHLCV_test.py

#!/usr/bin/python
import ccxt
import calendar
from datetime import datetim

binance = ccxt.binance()

now = datetime.utcnow()
unixtime = calendar.timegm(now.utctimetuple())
since = (unixtime - 60*60) * 1000 # UTC timestamp in milliseconds

ohlcv = binance.fetch_ohlcv(symbol='ETH/BTC', timeframe='5m', since=since, limit=12)
start_dt = datetime.fromtimestamp(ohlcv[0][0]/1000)
end_dt = datetime.fromtimestamp(ohlcv[-1][0]/1000)

# convert it into Pandas DataFrame
import pandas as pd

df = pd.DataFrame(ohlcv, columns = ['Time', 'Open', 'High', 'Low', 'Close', 'Volume'])
df['Time'] = [datetime.fromtimestamp(float(time)/1000) for time in df['Time']]
df.set_index('Time', inplace=True)

take it easy

import pandas as pd
import ccxt
from datetime import datetime


exchange = ccxt.kucoin()

df = pd.DataFrame(
    exchange.fetch_ohlcv(
        symbol='BTC/USDT', 
        timeframe='5m', 
        # since=since, 
        limit=12
    ),
    columns = ['Time', 'Open', 'High', 'Low', 'Close', 'Volume']
)

df['Time'] = [datetime.fromtimestamp(float(time)/1000) for time in df['Time']]
df.set_index('Time', inplace=True)
print(df)