derivitec.core.client.DerivitecClient.get_fx_data

DerivitecClient.get_fx_data(fx_pairs, start_date, end_date, market_data_environment_name=None)[source]

Get FX data for some FX pairs between two dates.

Parameters:

  • fx_pairs (list of str) – The FX pairs.

  • start_date (datetime.datetime) – The start date.

  • end_date (datetime.datetime) – The end date.

  • market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Return type:

list of derivitec.market_data.types.FxData

Code

>>> fx_pairs = ["GBPUSD"]
>>> start_date = datetime(2017, 6, 1)
>>> end_date = datetime(2017, 6, 7)
>>> market_data_environment_name = "Example Market Data Environment"
>>> fx_data = client.get_fx_data(fx_pairs, start_date, end_date, market_data_environment_name)