1-minute OHLCV data: how to resample minute bars into 5m, 15m, and 1h
1-minute OHLCV bars are the base timeframe. The exact rules for resampling minute bars into 5m, 15m, and 1h bars, with the alignment and gap traps to avoid.
Tag · python
python
11 posts on python from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Posts tagged python
Stock portfolio tracker API: compute unrealized P&L from bars and live quotes
Build a stock portfolio tracker with a US stocks API: positions as data, daily-bar backfill, unrealized P&L from live quotes, and a WebSocket upgrade path.
Why two backtests of the same strategy disagree: the historical price data faults to check first
Five ways historical price data silently corrupts a backtest: adjustment method, venue-dependent highs and lows, gap policy, session cuts, and restated bars.
Adjusted vs unadjusted stock prices: why your backtest returns are wrong
Why backtest returns break when adjusted and unadjusted OHLCV bars get mixed, with the split and dividend factor math to fix them deterministically.
Insider trading data API: pull SEC Form 4 transactions for a stock watchlist
Pull SEC Form 4 insider transactions for a stock watchlist with Python: decode transaction codes, paginate the API, and build a screening table with pandas.
Aligning economic calendar events with your backtest's bar timeline
How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.
yfinance rate limited: migrating Python price pulls to a keyed market data API
yfinance rate limited or throwing Too Many Requests? A call-for-call map to move daily history, intraday bars, and latest-price pulls to a keyed API in Python.
Bid ask spread: how to read a quote and flag a wide or stale one in code
How to read bid and ask from a quote snapshot, compute the bid ask spread in basis points, and flag wide or stale quotes in Python before users see them.
Tracking institutional position changes across 13F filings
How to diff 13F-HR holdings between reporting cycles using SiftingIO, find new positions, exits, and meaningful size changes.
Aligning economic calendar events with your backtest's bar timeline
How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.
Joining OHLCV bars and XBRL fundamentals for a US stock ticker
How to pull historical OHLCV bars and XBRL fundamentals for one stock ticker from SiftingIO, and avoid the split and fiscal-year pitfalls.