---
title: Candles
sidebar_position: 2
---
import Tabs from "@theme/Tabs";
import TabItem from "@theme/TabItem";
Retrieve historical price candles for any supported stock symbol.
## Making Requests
Use the `candles()` method on the `stocks` resource to fetch stock candles. The method supports multiple output formats and automatically handles large date ranges by splitting them into year-long chunks and fetching them concurrently:
| Output Format | Return Type | Description |
|---------------|-------------|-------------|
| **DATAFRAME** | `pandas.DataFrame` or `polars.DataFrame` | Returns a DataFrame with candles data indexed by timestamp (default). |
| **INTERNAL** | `list[StockCandle]` or `list[StockCandlesHumanReadable]` | Returns a list of StockCandle objects. When `use_human_readable=True`, returns a list of StockCandlesHumanReadable 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,
adjust_splits: bool = None,
extended: bool = None,
exchange: str = 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[StockCandle] | list[StockCandlesHumanReadable] | dict | str | MarketDataClientErrorResult
```
Fetches historical candles (OHLCV) data for a stock symbol. Supports various timeframes (minutely, hourly, daily, weekly, monthly, yearly) and automatically handles large date ranges by splitting them into year-long chunks and fetching them concurrently. 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 stock symbol for which to fetch candles data.
- `resolution` (str, optional)
The granularity of the candle data (e.g., "1m", "5m", "1H", "4H", "1D", "1W", "1M", "1Y"). 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`.
- `adjust_splits` (bool, optional)
Whether to adjust for stock splits. Uses API alias `adjustsplits`.
- `extended` (bool, optional)
Whether to include extended hours data.
- `exchange` (str, optional)
Filter by exchange.
- `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[StockCandle]` | `list[StockCandlesHumanReadable]` | `dict` | `str` | `MarketDataClientErrorResult`
The candles data in the requested format, or a `MarketDataClientErrorResult` if an error occurred.
#### Notes
- For intraday resolutions (minutely/hourly), large date ranges are automatically split into year-long chunks and fetched concurrently (up to 50 concurrent requests by default).
- When using `OutputFormat.DATAFRAME`, the DataFrame is indexed by the timestamp column (`t` or `Date`).
- When using `OutputFormat.INTERNAL`, timestamps are automatically converted to `datetime.datetime` objects.
```python
from marketdata.client import MarketDataClient
client = MarketDataClient()
# Get stock candles as DataFrame (default)
# symbol can be passed positionally or as keyword
df = client.stocks.candles("AAPL", resolution="4H", from_date="2023-01-01", to_date="2023-01-04")
# or
df = client.stocks.candles(symbol="AAPL", resolution="4H", from_date="2023-01-01", to_date="2023-01-04")
print(df)
```
#### Output
```
open high low close volume
t
2023-01-03 09:30:00 130.28 130.90 124.19 124.65 64192007
2023-01-03 13:30:00 124.67 125.42 124.17 125.05 30727802
2023-01-04 09:30:00 126.89 128.66 125.08 127.26 49096197
2023-01-04 13:30:00 127.26 127.87 125.28 126.38 28870578
```
```python
from marketdata.client import MarketDataClient
from marketdata.input_types.base import OutputFormat
client = MarketDataClient()
# Get stock candles as internal objects
candles = client.stocks.candles(
"AAPL",
resolution="4H",
from_date="2023-01-01",
to_date="2023-01-04",
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}")
print(f"Volume: {candle.v}")
```
```python
from marketdata.client import MarketDataClient
from marketdata.input_types.base import OutputFormat
client = MarketDataClient()
# Get stock candles as JSON
candles = client.stocks.candles(
"AAPL",
resolution="4H",
from_date="2023-01-01",
to_date="2023-01-04",
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 stock candles as CSV
csv_file = client.stocks.candles(
"AAPL",
resolution="4H",
from_date="2023-01-01",
to_date="2023-01-04",
output_format=OutputFormat.CSV,
filename=Path("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 stock candles in human-readable format
candles = client.stocks.candles(
"AAPL",
resolution="4H",
from_date="2023-01-01",
to_date="2023-01-04",
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}")
print(f"Volume: {candle.Volume}")
```
## StockCandle
```python
@dataclass
class StockCandle:
t: datetime.datetime
o: float
h: float
l: float
c: float
v: int
```
StockCandle represents a single stock candle (OHLCV data), encapsulating price and volume 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.
- `v` (int): The trading volume.
#### Notes
- The `t` field is automatically converted to a `datetime.datetime` object from a Unix timestamp.
## StockCandlesHumanReadable
```python
@dataclass
class StockCandlesHumanReadable:
Date: datetime.datetime
Open: float
High: float
Low: float
Close: float
Volume: int
```
StockCandlesHumanReadable represents a stock 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.
- `Volume` (int): The trading volume.
#### 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`).