dkpd is a small python module that downloads data from the historical data feed of Dukascopy and stores it locally on the disk. It can decompress the data and load them into a Pandas DataFrame for processing.
*Note: This is WORK-IN-PROGRESS This project was started as a proof of concept, and would need some refactoring. To my knowledge, everything works.
Nevertheless, if you encounter any problems, do not hesitate to open an Issue. Anyone is welcome to open PRs ๐*
Use download_ticks(start_date, end_date, instr_type, instr_name )
to download the data files to the local data directory.
Use convert_ticks(start_date, end_date, instr_type, instr_name)
to load the data from the downloaded files and convert them to a Pandas DataFrame.
Dukapd is distributed under the terms of the MIT License.
See LICENSE for details.