hootnot / oanda-api-v20

OANDA REST-V20 API wrapper. Easy access to OANDA's REST v20 API with oandapyV20 package. Checkout the Jupyter notebooks!
MIT License
397 stars 107 forks source link

bidask historical data #124

Closed tarjoadi closed 6 years ago

tarjoadi commented 6 years ago

hi,

is it possible to get the bid-ask data for the historical calls?

Thank you

hootnot commented 6 years ago

Hi, the oanda-api-v20 (oandapyV20) allows to do all the v20 interface supports. So the answer is to find in the OANDA docs: http://developer.oanda.com/rest-live-v20/instrument-ep/

You can see here that you can request Mid, Bid, Ask. So yes, you can get bid/ask on historical data up to the granularity of 5 seconds (S5).

You can't get historical tickdata as you get via the streaming quotes though.

tarjoadi commented 6 years ago

Hi, Thank you for the answer. Am I able to access the API with the Trial account? Thank you,Adrian Tarjoianu On Saturday, June 2, 2018, 1:13:36 PM EDT, Feite Brekeveld notifications@github.com wrote:

Hi, the oanda-api-v20 (oandapyV20) allows to do all the v20 interface supports. So the answer is to find in the OANDA docs: http://developer.oanda.com/rest-live-v20/instrument-ep/

You can see here that you can request Mid, Bid, Ask. So yes, you can get bid/ask on historical data up to the granularity of 5 seconds (S5).

You can't get historical tickdata as you get via the streaming quotes though.

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub, or mute the thread.

hootnot commented 6 years ago

Yes, API can be accessed with both trial and live account. You have a fully equivalent environment.