Inspired by the Darwinex Labs script to connect and download a file from the ftp server of historical tick data, I code a simple API to make the tick data download of Darwinex more efficient and faster with Python.
Fully integrated into the Pandas ecosystem, it returns dataframe directly, instead of dictionaries within an object.
It allows to download at same time for one or several assets a specific period of time, or for hours, days, weeks, months or years.
It is very simple and comfortable to use. Make a connection at the beginning, and you can make the requests you need. Get connection at the beginning, and you can request any times you need.
It's an alpha version, it's still in development, but it is fully functional. Any comments or suggestions for improvement will be welcome.
It is available open source on GitHub and is distributed by Pypi, so it is easy to install.
Darwinex-Ticks GitHub repo