Bars#
This object contains all pricing data over time, including open, close, high, low, etc prices. You can get the raw pandas DataFrame by using bars.df
. The dataframe has the following columns:
open
high
low
close
volume
dividend
stock_splits
The dataframe index is of type pd. Timestamp localized at the timezone America/New_York
.
Bars objects have the following fields:
source: the source of the data e.g. (yahoo, alpaca, …)
symbol: the symbol of the bars
df: the pandas dataframe containing all the datas
Bars objects has the following helper methods:
get_last_price(): Returns the closing price of the last dataframe row
get_last_dividend(): Returns the dividend per share value of the last dataframe row
get_momentum(start=None, end=None): Calculates the global price momentum of the dataframe.
aggregate_bars(frequency): Will convert a set of bars to a different timeframe (eg. 1 min to 15 min) frequency (string): The new timeframe that the bars should be in, eg. “15Min”, “1H”, or “1D”. Returns a new Bars object.
When specified, start
and end
will be used to filter the daterange for the momentum calculation. If none of start or end are specified the momentum will be calculated from the first row untill the last row of the dataframe.
get_total_volume(start = None, end = None)
: returns the sum of the volume column. Whenstart
and/or end is/are specified use them to filter for that given daterange before returning the total volumefilter(start = None, end = None)
: Filter the bars dataframe. Whenstart
and/orend
is/are specified use them to filter for that given daterange before returning the total volume
When getting historical data from Interactive Brokers, it is important to note that they do not consider themselves a data supplier. If you exceed these data access pacing rates, your data will be throttled. Additionally, with respect to above three mentioned helpers, when using Interactive Brokers live, tick data is called instead of bar data. This allows for more frequent and accurate pricing updates. get_last_dividend
are not available in Interactive Brokers. (see [Interactive Brokers’ pacing rules](https://interactivebrokers.github. io/tws-api/historical_limitations.html))