Historical data function

This section describes how to use the library once the user has logged in. Details are provided at the end of this chapter.

5. Get available (historical) data

How to use the library after logging in. Detailed examples are provided at the end of this chapter.

data = client.Fetch_Trading_Data(
    realtime = False, 
    tickers = tickers,
    fields = ['open', 'high', 'low', 'close', 'volume', 'bu','sd'], 
    adjusted = True,
    by = by,
    period = 100
).get_data()

Parameters: (Note: 'period' only exists when 'from_date' is not passed, and vice versa). You must choose one of these two methods of passing data.

Name	Description	Data type	Default	Required
realtime	Whether to subscribe to continuously updated data or only call historical data up to the latest point (True for yes, False for no).	bool		Yes
tickers	All caps stock codes.	list		Yes
fields	The data fields to retrieve: ['open','high','low','close','volume','bu','sd']corresponding to Open, High, Low, Close, Volume, BU, SD.	list		Yes
adjusted	Adjusted or unadjusted price (True for adjusted, False for unadjusted)	bool	True	No
by	Time unit (1m, 5m, 15m, 30m, 1h, 2h, 4h, 1d)	str	1M	No
period	Number of most recent historical candles to retrieve	int		No
from_date	Earliest timestamp for data retrieval.	str	datetime
to_date	Latest timestamp for data retrieval.	str	datetime	datetime.now()
				No

The data retrieval class is Fetch_Trading_Data, with the following two methods:

Method name	Description
get_data()	Get the latest data if realtime = False, or start the connection and receive data with realtime = True.

### pseudocode
event = client.Fetch_Trading_Data(
    realtime=False,
    tickers=tickers,
    fields=['open', 'high', 'low', 'close', 'volume', 'bu','sd'], 
    adjusted=True,
    by='1m', 
    from_date='2024-11-28 09:00'
)

data=event.get_data()
print(data)

Data has the following attributes:

Attributes	Description	Data type
ticker	Code name	str
timestamp	Trading time	int
open	Open price	float
low	Lowest price	float
high	Highest price	float
close	Close price	float
volume	Trading volume	int
bu	Active buy volume	int
sd	Active sell volume	int
fb	Foreign buy value	int
fs	Foreign sell value	int
fn	Net buy/ sell value	int

• Example

import pandas as pd
import FiinQuantX as fq
from FiinQuantX import BarDataUpdate

username = 'REPLACE_WITH_YOUR_USER_NAME'
password = 'REPLACE_WITH_YOUR_PASS_WORD'

client = fq.FiinSession(username=username, password=password).login()

tickers = ['HPG', 'SSI', 'VN30F1M', 'UPCOMINDEX']
    
data = client.Fetch_Trading_Data(
    realtime = False,
    tickers = tickers,    
    fields = ['open', 'high', 'low', 'close', 'volume', 'bu', 'sd', 'fb', 'fs', 'fn'],
    adjusted=True,
    by = '1m', 
    from_date='2024-11-28 09:00',
).get_data()

print(data)