Metadata-Version: 2.1
Name: histdata
Version: 1.0
Summary: Download FX/commodities data (M1, Tick) from histdata.com.
Home-page: UNKNOWN
Author: Philippe Remy
License: MIT
Description: # FX 1-Minute Dataset (+ Crude Oil and Stock indexes)
        
        Retrieval made easy.
        
        ## Data specification
        
        This repository contains:
        - A dataset of all the FX prices (1-minute data) from 2000 to late June 2019, in Generic ASCII.
           - More than 66 FX pairs
        - Contains some commodities:
           - WTI/USD = WEST TEXAS INTERMEDIATE in USD
           - BCO/USD = BRENT CRUDE OIL in USD
        - Contains some indexes:
           - SPX/USD = S&P 500 in USD
           - JPX/JPY = NIKKEI 225 in JPY
           - NSX/USD = NASDAQ 100 in USD
           - FRX/EUR = FRENCH CAC 40 in EUR
           - UDX/USD = US DOLLAR INDEX in USD
           - UKX/GBP = FTSE 100 in GBP
           - GRX/EUR = DAX 30 in EUR
           - AUX/AUD = ASX 200 in AUD
           - HKX/HKD = HAN SENG in HKD
        E   - TX/EUR = EUROSTOXX 50 in EUR
        - A set of functions to download the historical prices yourself.
        
        All the data is retrieved from: http://www.histdata.com/
        
        Any file in a dataset is zipped and contains: 
        - a CSV (semicolon separated file).
        - a status report (containing some meta data such as gaps).
        
        Any CSV file looks like this:
        
        ```bash
        20120201 000000;1.306600;1.306600;1.306560;1.306560;0
        20120201 000100;1.306570;1.306570;1.306470;1.306560;0
        20120201 000200;1.306520;1.306560;1.306520;1.306560;0
        20120201 000300;1.306610;1.306610;1.306450;1.306450;0
        20120201 000400;1.306470;1.306540;1.306470;1.306520;0
        [...]
        ```
        
        Headers are not included in the CSV files. They are:
        
        ```bash
        DateTime Stamp;Bar OPEN Bid Quote;Bar HIGH Bid Quote;Bar LOW Bid Quote;Bar CLOSE Bid Quote;Volume
        ```
        
        ### DateTime Stamp
        
        Format:
        `YYYYMMDD HHMMSS`
        
        Legend:
        - YYYY – Year
        - MM – Month (01 to 12)
        - DD – Day of the Month
        - HH – Hour of the day (in 24h format)
        - MM – Minute
        - SS – Second, in this case it will be always 00
        
        TimeZone: Eastern Standard Time (EST) time-zone *WITHOUT* Day Light Savings adjustments
        
        ### OPEN Bid Quote
        
        The open (first) bid quote of the 1M bin.
        
        ### HIGH Bid Quote
        
        The highest bid quote of the 1M bin.
        
        
        ### LOW Bid Quote
        
        The lowest bid quote of the 1M bin.
        
        ### CLOSE Bid Quote
        
        The close (last) bid quote of the 1M bin.
        
        ### Volume
        
        Number of lots. From what I saw it's always 0 here.
        
        ## Data files provided: Early 2000 to nowadays
        
        Available here: [2000-Jun2019](2000-Jun2019)
        
        ## How to download your own dataset?
        
        This command will re-download all the FULL FX dataset up to today (expect the runtime to be ~4 hours).
        
        ```bash
        pip install -r requirements.txt
        python download_all_fx_data.py
        ```
        
        ## API
        
        Then, of course, you can use directly the API in `api.py`. There are two endpoints depending on what you query:
        
        - If you want data for the current year, then you have to query it per month.
        
        ```python
        def download_fx_m1_data(year='2016', month='7', pair='eurgbp'):
            """
            Download 1-Minute FX data per month.
            :param year: Trading year. Format is 2016.
            :param month: Trading month. Format is 7 or 12.
            :param pair: Currency pair. Example: eurgbp.
            :return: ZIP Filename.
            """
        ```
        
        - If you are interested in data for the past years, then you can query per year.
        
        ```python
        def download_fx_m1_data_year(year='2016', pair='eurgbp'):
            """
            Download 1-Minute FX data per year.
            :param year: Trading year. Format is 2016.
            :param month: Trading month. Format is 7 or 12.
            :param pair: Currency pair. Example: eurgbp.
            :return: ZIP Filename.
            """
        ```
        
Platform: UNKNOWN
Description-Content-Type: text/markdown
