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Hello im quite new to python / oanda trading platform Im trying to determine the times where trade volumes are highest to reduce trading costs

My imported libraries are as follows: import pandas as pd import numpy as np import tpqoa import datetime from datetime import datetime, timedelta import time import re

This is my current code used to get certain instrument data. However on oanda website and online I am unable to find how I can determine the volume of trades say give a certain granularity (say 1 hr)

api.get_history(instrument = instrument, start = past, end = now, granularity = "M30", price = "M", localize = False)

Iam wondering if anyone can help. Thank you!

Nathaniel Ng Li Wen
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  • For the forex market volume data is not generally available, rather what is usually used as a substitute (and sometimes called "volume") is the number of ticks (e.g. the number of times the bid or ask price changed due to trading). The actual amount of currency that got traded is hard to track and I don't think Oanda has that data. – Andrew Allaire Mar 23 '23 at 14:37

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