I've been searching around and haven't found what seems like an easy task to get historical data from the BarChart API into a Pandas dataframe with the index set as the time stamp. Here's a few records of 1-minute data. Anyone know an easy way to get this into a dataframe? Much appreciated.
Here is what is returned when doing a query on (3) records for ESZ20 (e-mini SP500 dec), I am using a wsdl suds client to get this data. When I print the type, I get this: <class 'suds.sudsobject.getHistoryArray'>
(getHistoryArray){
getHistoryItem[] =
(getHistoryItem){
symbol = "ESZ20"
timestamp = 2020-12-03 23:57:00-06:00
tradingDay = 2020-12-04
open = 3674.0
high = 3675.5
low = 3674.0
close = 3674.75
volume = 357
},
(getHistoryItem){
symbol = "ESZ20"
timestamp = 2020-12-03 23:58:00-06:00
tradingDay = 2020-12-04
open = 3674.75
high = 3674.75
low = 3674.25
close = 3674.25
volume = 125
},
(getHistoryItem){
symbol = "ESZ20"
timestamp = 2020-12-03 23:59:00-06:00
tradingDay = 2020-12-04
open = 3674.25
high = 3674.25
low = 3674.0
close = 3674.0
volume = 189
},
}
See this response to a similar question python api response to json object
I use barchart api calls like this, but if you need to use your current method refer to link provided for some guidance.