OHLC DATA

[returnsomeday2]

Hi,

Is it possible to scrap ohlc candle data using the library? so far, I found the volume available in the provided examples but don't know if we can pull open close high low as well?

[akostadinov]

The project seems outdated. It doesn't reploy to pings so connection is closed early. Initial OHLC is received after the create_series call in a timescale_update message. Later on one has to monotor the du messages but take the last one for a given interval. You may get some 20 du messages per minute but they are all partial except for the last one. In this way values seem to match with a later timescale_update from a new connection short of some insignificant floating point rounding errors.

[madanmohan0507]

@akostadinov I am new to web-sockets, could you please show how this can be implemented. Thanks :)

[akostadinov]

@madanmohan0507 , I'm not a python person. I made a ruby dump app in a private project. Invited you as collaborator. You can check it out if you want.

[madanmohan0507]

@akostadinov Thank you so much for your help. I'll definitely check it out. :)

[fredthedead]

@akostadinov is it possible to please get an invite to that app too? I'm interested in trying to implement OHLC minutes data reading in python

[akostadinov]

@fredthedead , you're in