Plot a candlestick chart

Overview

In this example we will use the Historical client to retrieve AAPL pre-market one-minute OHLCV bars and plot a candlestick chart. A candlestick chart graphs the opening, high, low, and closing price at regular intervals. This is a common method for graphing price movements.

OHLCV-1m schema

We'll demonstrate this example using the OHLCV-1m schema. The OHLCV family of schemas contain the opening, high, low and closing prices as well as the aggregated volume of trades within a time interval. We'll use an interval of one minute, a typical charting frequency, which is specified by the suffix -1m.

Dependencies

This example will use the mplfinance package to plot a candlestick chart. This dependency can be installed with the following:

Python

Python

$ pip install mplfinance 

Example

Python

Python

import databento as db import mplfinance as mpf # First, create a historical client client = db.Historical(key="$YOUR_API_KEY") # Next, we will request OHLCV-1m data for AAPL pre-market data = client.timeseries.get_range( dataset="XNAS.ITCH", schema="ohlcv-1m", symbols=["AAPL"], start="2023-08-28T08:00:00-4", end="2023-08-28T09:30:00-4", ) # Then, convert to a pandas DataFrame df = data.to_df() # Convert the index to the US/Eastern timezone df.index = df.index.tz_convert("US/Eastern") # Finally, plot the candlestick chart mpf.plot( df, type="candle", volume=True, title="Nasdaq TotalView AAPL pre-market", ylabel="OHLCV-1M Candles", ylabel_lower="Volume", xlabel="Time", ) 

Result