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The following is how I get historical data, however the date format does not allow me to specify the minute or second of the data; only the day, which is not precise enough.

start_date_str=start_date.strftime("%d %b, %Y")
data1=client.get_historical_klines(pair, Client.KLINE_INTERVAL_1MINUTE, start_date_str)

I'm looking to get price data for a particular hour, minute and second using the python binance api provided by Sam McHardy (link below).

https://github.com/binance-exchange/python-binance

If anyone knows whether this is possible, or if there are any alternatives, I would really appreciate it.

Cam K
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2 Answers2

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KLINE_INTERVAL_1MINUTE is the smallest time resolution for get_historical_klines provided by Binance. If you need smaller time intervals you can use get_aggregate_trades which allows startTime and endTime in milliseconds.

This request return the list of trades, so one has to calculate average price abd total volume for desired time period.

Yuri Ginsburg
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current syntax is :

(symbol)@kline_(interval)

for example

BTCUSDT@kline_1m (one minute)

for autobahn complete json :

def onOpen(self):
    subscribe_message = {
    "method": "SUBSCRIBE",
    "params":
    [        
     "btcusdt@miniTicker",
     "btcusdt@depth"
     ],
     "id": 1
     }
  
    self.sendMessage(json.dumps(subscribe_message).encode('utf8'))
Uzay
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