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Fund Candles (Python SDK)

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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 FormatReturn TypeDescription
DATAFRAMEpandas.DataFrame or polars.DataFrameReturns a DataFrame with candles data (default).
INTERNALlist[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.
JSONdictReturns the raw JSON response as a dictionary.
CSVstrWrites CSV data to file and returns the filename string.

candles​

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, optional)

    The format of the returned data. Defaults to OutputFormat.DATAFRAME. See Settings for details.

  • date_format (DateFormat, optional)

    The date format to use in the response. Defaults to DateFormat.UNIX. See Settings for details.

  • columns (optional)

    Specify which columns to include in the response. See Settings for details.

  • add_headers (optional)

    Whether to include headers in the response. See Settings for details.

  • use_human_readable (optional)

    Whether to use human-readable format for values. Only applies when output_format=OutputFormat.INTERNAL. See Settings for details.

  • mode (Mode, optional)

    The data mode to use. See 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.

from marketdata 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)

FundsCandle​

@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​

@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).