Crypto Historical
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
CryptoHistorical | CryptoHistoricalQueryParams | CryptoHistoricalData |
Import Statement
from openbb_core.provider.standard_models.crypto_historical import (
CryptoHistoricalData,
CryptoHistoricalQueryParams,
)
Parameters
- standard
- fmp
- polygon
- tiingo
- yfinance
symbol: Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
interval: Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d']
Time interval of the data to return.
• Default: 1d
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
interval: str
Time interval of the data to return. The numeric portion of the interval can be any positive integer. The letter portion can be one of the following: s, m, h, d, W, M, Q, Y
• Default: 1d
• Optional: True
sort: Literal['asc', 'desc']
Sort order of the data. This impacts the results in combination with the 'limit' parameter. The results are always returned in ascending order by date.
• Default: asc
• Optional: True
limit: int
The number of data entries to return.
• Default: 49999
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
interval: Union[Literal['1m', '5m', '15m', '30m', '90m', '1h', '2h', '4h', '1d', '7d', '30d'], str]
Time interval of the data to return.
• Default: 1d
• Optional: True
exchanges: Union[Union[list[str], str], list[Union[list[str], str]]]
To limit the query to a subset of exchanges e.g. ['POLONIEX', 'GDAX'] Multiple items allowed for provider(s): tiingo.
• Optional: True
symbol: Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple items allowed for provider(s): fmp, polygon, tiingo, yfinance.
• Optional: False
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
interval: Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']
Time interval of the data to return.
• Default: 1d
• Optional: True
Data
- standard
- fmp
- polygon
- tiingo
- yfinance
date: Union[Union[date, datetime], str]
The date of the data.
open: float
The open price.
high: float
The high price.
low: float
The low price.
close: float
The close price.
volume: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.
date: Union[Union[date, datetime], str]
The date of the data.
open: float
The open price.
high: float
The high price.
low: float
The low price.
close: float
The close price.
volume: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.
adj_close: float
The adjusted close price.
change: float
Change in the price from the previous close.
change_percent: float
Change in the price from the previous close, as a normalized percent.
date: Union[Union[date, datetime], str]
The date of the data.
open: float
The open price.
high: float
The high price.
low: float
The low price.
close: float
The close price.
volume: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.
transactions: Annotated[int, Gt(gt=0)]
Number of transactions for the symbol in the time period.
date: Union[Union[date, datetime], str]
The date of the data.
open: float
The open price.
high: float
The high price.
low: float
The low price.
close: float
The close price.
volume: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.
transactions: int
Number of transactions for the symbol in the time period.
volume_notional: float
The last size done for the asset on the specific date in the quote currency. The volume of the asset on the specific date in the quote currency.
date: Union[Union[date, datetime], str]
The date of the data.
open: float
The open price.
high: float
The high price.
low: float
The low price.
close: float
The close price.
volume: float
The trading volume.
vwap: Annotated[float, Gt(gt=0)]
Volume Weighted Average Price over the period.