Read quotes and completed candles

This lesson reads market data without placing orders. Quotes describe current pricing; candles summarize intervals. Choose the representation that matches your calculation and keep the observation time with the value.

Inspect a pricing snapshot

from fivetwenty import AsyncClient


async def show_quote(client: AsyncClient, instrument: str) -> None:
    response = await client.pricing.get_pricing(
        client.account_id, instruments=[instrument]
    )
    for price in response["prices"]:
        if not price.bids or not price.asks:
            print(f"No bid/ask buckets for {price.instrument}")
            continue
        bid = price.bids[0].price
        ask = price.asks[0].price
        print(f"{price.instrument} at {price.time}: bid={bid}, ask={ask}")
        print(f"Quoted spread: {ask - bid}")

Bid and ask buckets include liquidity at their quoted levels. The first bucket is useful for a small-size quote calculation, but it does not guarantee the fill price for an arbitrary order size. closeout_bid and closeout_ask are separate closeout prices; they are not substitutes for entry liquidity buckets.

An empty response or missing buckets needs an explicit application decision. Check price status and freshness before using a quote for an order calculation.

Select completed midpoint candles

from decimal import Decimal

from fivetwenty import AsyncClient


async def completed_closes(
    client: AsyncClient, instrument: str, count: int = 50
) -> list[Decimal]:
    response = await client.instruments.get_instrument_candles(
        instrument, granularity="M5", price="M", count=count
    )
    return [
        candle.mid.c
        for candle in response["candles"]
        if candle.complete and candle.mid is not None
    ]

The requested count is not a promise that this filtered list has that many values. The latest candle may be incomplete; a component is present only when returned by the API. Check the resulting length before calculating an indicator.

A candle's volume counts prices created in its interval, not exchange-traded units. Midpoint candles do not include the bid/ask spread needed for an execution cost model. See OANDA's candlestick definition.

Query a time range

Use from_time and to_time with timezone-aware datetimes for a bounded interval. Omit count when both boundaries are provided. count can be combined with one boundary and is limited by the API to 5,000 candles per request.

When paging forward, use the last returned candle time as the next from_time and include_first=False to avoid repeating that boundary candle. Stop if no new data arrives. Daily and weekly alignment settings affect interval boundaries; do not assume that a daily candle always begins at midnight UTC.

For ongoing sampled prices, see streaming data. Next, inspect trades and positions.