This is an utility to download and update Bitmex historical price data. It can download several binSize ("1m", "5m" or coarser). By default you can easily download data for XBTUSD and ADAM20 instruments.
GNU GENERAL PUBLIC LICENSE Version 3, 29 June 2007
git clone git@github.com:maliky/getBitMEXData.git
cd getBitMEXDataOr with pip
pip install getBitMEXDataJust run the getBitMEXData.py like this for exemple
python getBitMEXData.py --startTime "2019-08-01" --live # or if you install with pip getBitMEXData --startTime "2020-06-01" --live
Or update an existing file previously downloaded with getBitMEXData.py (columns of csv file should be the same). It will get the time from the last saved record in the file and the bin size from the file name and continue from there.
python update_date.py yourBitmexDataFile-1d.csv
python -m getBitMEXData.getBitMEXData -husage: getBitMEXData.py [-h] [--fout FOUT] [--count COUNT] [--pause PAUSE]
[--binSize BINSIZE] [--startTime STARTTIME]
[--endTime ENDTIME] [--live] [--logLevel LOGLEVEL]
[--entryPoint ENTRYPOINT] [--symbol SYMBOL]
An application to download bitmex's data with what ever resolution you need.
optional arguments:
-h, --help show this help message and exit
--fout FOUT, -f FOUT base Name of the csv file where to save the results.
(default btxData-freq-lastrecorddate.csv)
--count COUNT, -c COUNT
Max number each of records in requests (default 600)
--pause PAUSE, -p PAUSE
Min time to wait between 2 requests (default 1.2). to
avoid overloading the server
--binSize BINSIZE, -b BINSIZE
Bin size or type requested, or time resolution
(default 1d), can also be 1m, 5m, 1h.
--startTime STARTTIME, -s STARTTIME
Time to start the data collection (default, oldest
available 2016-05-05 04:00:00 'UTC'). Check time zones
--endTime ENDTIME, -e ENDTIME
Time to end the data collection (default, now - 1 unit
of chosen resolution)-05-05 04:00:00 'UTC'). Check TZ
--live, -l If present use LIVE keys to get the data else use the
test site.
--logLevel LOGLEVEL, -L LOGLEVEL
set the log level
--entryPoint ENTRYPOINT, -E ENTRYPOINT
Set the entry level. the path to append to the LIVE or
TEST url before the query
--symbol SYMBOL, -S SYMBOL
Set the symbol for which to get historical data def.
XBTUSD. default start date may change depending on
symbol