--- title: Candles sidebar_position: 1 --- import Tabs from "@theme/Tabs"; import TabItem from "@theme/TabItem"; Retrieve historical price candles for any supported fund symbol. ## Making Requests Use the `candles()` method on the `funds` resource to fetch fund candles. The method supports multiple output formats: | Output Format | Return Type | Description | |---------------|-------------|-------------| | **DATAFRAME** | `pandas.DataFrame` or `polars.DataFrame` | Returns a DataFrame with candles data (default). | | **INTERNAL** | `list[FundsCandle]` or `list[FundsCandlesHumanReadable]` | Returns a list of FundsCandle objects. When `use_human_readable=True`, returns a list of FundsCandlesHumanReadable objects with capitalized field names. | | **JSON** | `dict` | Returns the raw JSON response as a dictionary. | | **CSV** | `str` | Writes CSV data to file and returns the filename string. | ## candles ```python def candles( symbol: str, *, resolution: str = "D", from_date: str | datetime.datetime = None, to_date: str | datetime.datetime = None, date: str | datetime.datetime = None, countback: int = None, output_format: OutputFormat = OutputFormat.DATAFRAME, date_format: DateFormat = None, columns: list[str] = None, add_headers: bool = None, use_human_readable: bool = False, mode: Mode = None, filename: str | Path = None, ) -> list[FundsCandle] | list[FundsCandlesHumanReadable] | dict | str | MarketDataClientErrorResult ``` Fetches historical candles (OHLC) data for a fund symbol. The `symbol` parameter can be passed as the first positional argument or as a keyword argument. All other parameters must be keyword-only. #### Parameters - `symbol` (str) The fund symbol for which to fetch candles data. - `resolution` (str, optional) The granularity of the candle data (e.g., "1D", "1W", "1M"). Defaults to `"D"` (daily). - `from_date` (str | datetime.datetime, optional) Start date for the date range. - `to_date` (str | datetime.datetime, optional) End date for the date range. - `date` (str | datetime.datetime, optional) Specific date for the candles data. - `countback` (int, optional) Number of candles to return, counting backwards from the `to_date`. - `output_format` ([OutputFormat](/sdk/py/settings#output-format), optional) The format of the returned data. Defaults to `OutputFormat.DATAFRAME`. See [Settings](/sdk/py/settings) for details. - `date_format` ([DateFormat](/sdk/py/settings#date-format), optional) The date format to use in the response. Defaults to `DateFormat.UNIX`. See [Settings](/sdk/py/settings) for details. - [`columns`](/sdk/py/settings#columns) (optional) Specify which columns to include in the response. See [Settings](/sdk/py/settings) for details. - [`add_headers`](/sdk/py/settings#headers) (optional) Whether to include headers in the response. See [Settings](/sdk/py/settings) for details. - [`use_human_readable`](/sdk/py/settings#human-readable) (optional) Whether to use human-readable format for values. Only applies when `output_format=OutputFormat.INTERNAL`. See [Settings](/sdk/py/settings) for details. - `mode` ([Mode](/sdk/py/settings#data-mode), optional) The data feed mode to use. See [Settings](/sdk/py/settings) for details. - `filename` (str | Path, optional) File path for CSV output (only used with `output_format=OutputFormat.CSV`). #### Returns - `list[FundsCandle]` | `list[FundsCandlesHumanReadable]` | `dict` | `str` | `MarketDataClientErrorResult` The candles data in the requested format, or a `MarketDataClientErrorResult` if an error occurred. ```python from marketdata.client import MarketDataClient client = MarketDataClient() # Get fund candles as DataFrame (default) # symbol can be passed positionally or as keyword df = client.funds.candles("VFINX") # or df = client.funds.candles(symbol="VFINX") # Get candles for a date range df = client.funds.candles( "VFINX", resolution="1D", from_date="2023-01-01", to_date="2023-01-31" ) print(df) ``` ```python from marketdata.client import MarketDataClient from marketdata.input_types.base import OutputFormat client = MarketDataClient() # Get fund candles as internal objects candles = client.funds.candles( "VFINX", resolution="1D", from_date="2023-01-01", to_date="2023-01-31", output_format=OutputFormat.INTERNAL ) # Access individual candle properties for candle in candles: print(f"Time: {candle.t}") print(f"Open: {candle.o}") print(f"High: {candle.h}") print(f"Low: {candle.l}") print(f"Close: {candle.c}") ``` ```python from marketdata.client import MarketDataClient from marketdata.input_types.base import OutputFormat client = MarketDataClient() # Get fund candles as JSON candles = client.funds.candles( "VFINX", resolution="1D", from_date="2023-01-01", to_date="2023-01-31", output_format=OutputFormat.JSON ) print(candles) ``` ```python from marketdata.client import MarketDataClient from marketdata.input_types.base import OutputFormat from pathlib import Path client = MarketDataClient() # Get fund candles as CSV csv_file = client.funds.candles( "VFINX", resolution="1D", from_date="2023-01-01", to_date="2023-01-31", output_format=OutputFormat.CSV, filename=Path("funds_candles.csv") ) print(f"CSV file saved to: {csv_file}") ``` ```python from marketdata.client import MarketDataClient from marketdata.input_types.base import OutputFormat client = MarketDataClient() # Get fund candles in human-readable format candles = client.funds.candles( "VFINX", resolution="1D", from_date="2023-01-01", to_date="2023-01-31", output_format=OutputFormat.INTERNAL, use_human_readable=True ) # Access individual candle properties for candle in candles: print(f"Date: {candle.Date}") print(f"Open: {candle.Open}") print(f"High: {candle.High}") print(f"Low: {candle.Low}") print(f"Close: {candle.Close}") ``` ## FundsCandle ```python @dataclass class FundsCandle: t: datetime.datetime o: float h: float l: float c: float ``` FundsCandle represents a single fund candle (OHLC data), encapsulating price information for a specific time period. #### Properties - `t` (datetime.datetime): The timestamp for the candle (automatically converted from Unix timestamp). - `o` (float): The opening price. - `h` (float): The highest price. - `l` (float): The lowest price. - `c` (float): The closing price. #### Notes - The `t` field is automatically converted to a `datetime.datetime` object from a Unix timestamp. ## FundsCandlesHumanReadable ```python @dataclass class FundsCandlesHumanReadable: Date: datetime.datetime Open: float High: float Low: float Close: float ``` FundsCandlesHumanReadable represents a fund candle in human-readable format with capitalized field names and formatted values. #### Properties - `Date` (datetime.datetime): The timestamp for the candle (automatically converted from Unix timestamp). - `Open` (float): The opening price. - `High` (float): The highest price. - `Low` (float): The lowest price. - `Close` (float): The closing price. #### Notes - The `Date` field is automatically converted to a `datetime.datetime` object from a Unix timestamp. - Field names use capitalized format (e.g., `Open` instead of `o`, `Date` instead of `t`).