{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Data Tables" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "This section covers so-called **data tables**. They provide an overview for certain topics in tabular form." ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "collapsed": true }, "outputs": [], "source": [ "import fxcmpy\n", "import pandas as pd\n", "import datetime as dt\n", "con = fxcmpy.fxcmpy(config_file='fxcm.cfg')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Account Information" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "The `con.get_accounts()` method shows **meta information** for the default or multiple accounts." ] }, { "cell_type": "code", "execution_count": 2, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
0
accountId2815291
accountName02815291
balance461993
dayPL3458.12
equity467394
grossPL5401
hedgingN
mcN
mcDate
ratePrecision0
t6
usableMargin466094
usableMargin3466094
usableMargin3Perc99.7219
usableMarginPerc99.7219
usdMr1300
usdMr31300
\n", "
" ], "text/plain": [ " 0\n", "accountId 2815291\n", "accountName 02815291\n", "balance 461993\n", "dayPL 3458.12\n", "equity 467394\n", "grossPL 5401\n", "hedging N\n", "mc N\n", "mcDate \n", "ratePrecision 0\n", "t 6\n", "usableMargin 466094\n", "usableMargin3 466094\n", "usableMargin3Perc 99.7219\n", "usableMarginPerc 99.7219\n", "usdMr 1300\n", "usdMr3 1300" ] }, "execution_count": 2, "metadata": {}, "output_type": "execute_result" } ], "source": [ "con.get_accounts().T" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Offers" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "The `fxcmpy` connection object provides a number of methods to fetch **current data** from the API.\n", "\n", "The `con.get_offers()` method retrieves and displays a table with current **offers**." ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/html": [ "
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buybuyTradablecurrencydefaultSortOrderemrfractionDigitshighinstrumentTypelmrlow...ratePrecisionrollBrollSsellsellTradablespreadttimevalueDatevolume
01.17743TrueEUR/USD100051.17761101.17095...5-2.9341.4041.17719True2.402018-06-06T10:26:17.203Z060820181.00000
1110.18700TrueUSD/JPY20003110.1980010109.76100...31.035-2.226110.16500True2.202018-06-06T10:26:17.255Z060820181.00000
21.34336TrueGBP/USD300051.34395101.33860...5-2.2140.9061.34313True2.302018-06-06T10:26:17.819Z060820181.00000
30.98674TrueUSD/CHF400050.98756100.98345...51.437-3.1380.98651True2.302018-06-06T10:26:17.939Z060820181.00000
41.16171TrueEUR/CHF500051.16228101.15273...50.219-0.5701.16145True2.602018-06-06T10:26:17.199Z060820181.01349
50.76563TrueAUD/USD600050.76738100.76111...5-0.2550.1050.76540True2.302018-06-06T10:26:17.890Z060820181.00000
61.29235TrueUSD/CAD700051.29775101.29197...50.264-0.7171.29215True2.002018-06-06T10:26:17.870Z060820181.00000
70.70482TrueNZD/USD800050.70615100.70190...50.015-0.1050.70458True2.402018-06-06T10:26:17.190Z060820181.00000
80.87659TrueEUR/GBP900050.87696100.87365...5-1.3110.5790.87636True2.302018-06-06T10:26:17.201Z060820181.34281
9129.72400TrueEUR/JPY100003129.7610010128.57900...3-0.5190.210129.69800True2.602018-06-06T10:26:18.072Z060820180.00908
10148.01200TrueGBP/JPY110003148.0240010146.96000...30.483-1.122147.97300True3.902018-06-06T10:26:14.614Z060820180.00908
1184.35500TrueAUD/JPY17000384.384001083.56600...30.660-1.49484.32700True2.802018-06-06T10:26:18.034Z060820180.00908
121.75487TrueGBP/AUD2200051.76073101.74761...5-1.6050.6781.75449True3.802018-06-06T10:26:17.614Z060820180.76527
136.38420TrueUSD/CNH799056.40429106.37897...5-0.3990.0606.38340True8.002018-06-06T10:26:17.226Z1.00000
145463.86000TrueFRA40100300025481.36000205456.23000...2-0.050-0.0405462.76000True1.102018-06-06T10:26:15.898Z060820181.17674
1512835.07000TrueGER301004000212870.710002012760.01000...2-0.110-0.10012833.97000True1.102018-06-06T10:26:18.351Z060820181.17674
167715.50000TrueUK100101200027725.50000207670.59000...2-0.100-0.0407713.70000True1.802018-06-06T10:26:18.323Z060820181.34281
1724908.25000TrueUS301013000224913.200002024804.70000...2-0.3700.02024906.00000True2.202018-06-06T10:26:02.786Z060820181.00000
1811933.00000TrueUSDOLLAR1058000011954.000007011928.00000...00.210-0.46011931.00000True2.002018-06-06T10:26:16.904Z1.00000
191295.32000TrueXAU/USD400100021299.67000501294.09000...2-0.1800.0001294.96000True36.002018-06-06T10:26:17.277Z060820181.00000
2016.57400TrueXAG/USD4002000316.610005016.43800...3-0.030-0.00616.53000True4.402018-06-06T10:26:17.220Z060820181.00000
\n", "

21 rows × 25 columns

\n", "
" ], "text/plain": [ " buy buyTradable currency defaultSortOrder emr fractionDigits \\\n", "0 1.17743 True EUR/USD 100 0 5 \n", "1 110.18700 True USD/JPY 200 0 3 \n", "2 1.34336 True GBP/USD 300 0 5 \n", "3 0.98674 True USD/CHF 400 0 5 \n", "4 1.16171 True EUR/CHF 500 0 5 \n", "5 0.76563 True AUD/USD 600 0 5 \n", "6 1.29235 True USD/CAD 700 0 5 \n", "7 0.70482 True NZD/USD 800 0 5 \n", "8 0.87659 True EUR/GBP 900 0 5 \n", "9 129.72400 True EUR/JPY 1000 0 3 \n", "10 148.01200 True GBP/JPY 1100 0 3 \n", "11 84.35500 True AUD/JPY 1700 0 3 \n", "12 1.75487 True GBP/AUD 2200 0 5 \n", "13 6.38420 True USD/CNH 799 0 5 \n", "14 5463.86000 True FRA40 100300 0 2 \n", "15 12835.07000 True GER30 100400 0 2 \n", "16 7715.50000 True UK100 101200 0 2 \n", "17 24908.25000 True US30 101300 0 2 \n", "18 11933.00000 True USDOLLAR 105800 0 0 \n", "19 1295.32000 True XAU/USD 400100 0 2 \n", "20 16.57400 True XAG/USD 400200 0 3 \n", "\n", " high instrumentType lmr low ... ratePrecision \\\n", "0 1.17761 1 0 1.17095 ... 5 \n", "1 110.19800 1 0 109.76100 ... 3 \n", "2 1.34395 1 0 1.33860 ... 5 \n", "3 0.98756 1 0 0.98345 ... 5 \n", "4 1.16228 1 0 1.15273 ... 5 \n", "5 0.76738 1 0 0.76111 ... 5 \n", "6 1.29775 1 0 1.29197 ... 5 \n", "7 0.70615 1 0 0.70190 ... 5 \n", "8 0.87696 1 0 0.87365 ... 5 \n", "9 129.76100 1 0 128.57900 ... 3 \n", "10 148.02400 1 0 146.96000 ... 3 \n", "11 84.38400 1 0 83.56600 ... 3 \n", "12 1.76073 1 0 1.74761 ... 5 \n", "13 6.40429 1 0 6.37897 ... 5 \n", "14 5481.36000 2 0 5456.23000 ... 2 \n", "15 12870.71000 2 0 12760.01000 ... 2 \n", "16 7725.50000 2 0 7670.59000 ... 2 \n", "17 24913.20000 2 0 24804.70000 ... 2 \n", "18 11954.00000 7 0 11928.00000 ... 0 \n", "19 1299.67000 5 0 1294.09000 ... 2 \n", "20 16.61000 5 0 16.43800 ... 3 \n", "\n", " rollB rollS sell sellTradable spread t \\\n", "0 -2.934 1.404 1.17719 True 2.4 0 \n", "1 1.035 -2.226 110.16500 True 2.2 0 \n", "2 -2.214 0.906 1.34313 True 2.3 0 \n", "3 1.437 -3.138 0.98651 True 2.3 0 \n", "4 0.219 -0.570 1.16145 True 2.6 0 \n", "5 -0.255 0.105 0.76540 True 2.3 0 \n", "6 0.264 -0.717 1.29215 True 2.0 0 \n", "7 0.015 -0.105 0.70458 True 2.4 0 \n", "8 -1.311 0.579 0.87636 True 2.3 0 \n", "9 -0.519 0.210 129.69800 True 2.6 0 \n", "10 0.483 -1.122 147.97300 True 3.9 0 \n", "11 0.660 -1.494 84.32700 True 2.8 0 \n", "12 -1.605 0.678 1.75449 True 3.8 0 \n", "13 -0.399 0.060 6.38340 True 8.0 0 \n", "14 -0.050 -0.040 5462.76000 True 1.1 0 \n", "15 -0.110 -0.100 12833.97000 True 1.1 0 \n", "16 -0.100 -0.040 7713.70000 True 1.8 0 \n", "17 -0.370 0.020 24906.00000 True 2.2 0 \n", "18 0.210 -0.460 11931.00000 True 2.0 0 \n", "19 -0.180 0.000 1294.96000 True 36.0 0 \n", "20 -0.030 -0.006 16.53000 True 4.4 0 \n", "\n", " time valueDate volume \n", "0 2018-06-06T10:26:17.203Z 06082018 1.00000 \n", "1 2018-06-06T10:26:17.255Z 06082018 1.00000 \n", "2 2018-06-06T10:26:17.819Z 06082018 1.00000 \n", "3 2018-06-06T10:26:17.939Z 06082018 1.00000 \n", "4 2018-06-06T10:26:17.199Z 06082018 1.01349 \n", "5 2018-06-06T10:26:17.890Z 06082018 1.00000 \n", "6 2018-06-06T10:26:17.870Z 06082018 1.00000 \n", "7 2018-06-06T10:26:17.190Z 06082018 1.00000 \n", "8 2018-06-06T10:26:17.201Z 06082018 1.34281 \n", "9 2018-06-06T10:26:18.072Z 06082018 0.00908 \n", "10 2018-06-06T10:26:14.614Z 06082018 0.00908 \n", "11 2018-06-06T10:26:18.034Z 06082018 0.00908 \n", "12 2018-06-06T10:26:17.614Z 06082018 0.76527 \n", "13 2018-06-06T10:26:17.226Z 1.00000 \n", "14 2018-06-06T10:26:15.898Z 06082018 1.17674 \n", "15 2018-06-06T10:26:18.351Z 06082018 1.17674 \n", "16 2018-06-06T10:26:18.323Z 06082018 1.34281 \n", "17 2018-06-06T10:26:02.786Z 06082018 1.00000 \n", "18 2018-06-06T10:26:16.904Z 1.00000 \n", "19 2018-06-06T10:26:17.277Z 06082018 1.00000 \n", "20 2018-06-06T10:26:17.220Z 06082018 1.00000 \n", "\n", "[21 rows x 25 columns]" ] }, "execution_count": 3, "metadata": {}, "output_type": "execute_result" } ], "source": [ "con.get_offers(kind='dataframe')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Open Positions" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "The `con.get_open_positions()` method retrieves and shows the **open positions** for the default account." ] }, { "cell_type": "code", "execution_count": 4, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "[{'accountId': '2815291',\n", " 'accountName': '02815291',\n", " 'amountK': 100,\n", " 'close': 1.17731,\n", " 'com': 0,\n", " 'currency': 'EUR/USD',\n", " 'currencyPoint': 10,\n", " 'grossPL': 5425,\n", " 'isBuy': False,\n", " 'isDisabled': False,\n", " 'limit': 0,\n", " 'open': 1.23156,\n", " 'ratePrecision': 5,\n", " 'roll': 286.36,\n", " 'stop': 0,\n", " 'stopMove': 0,\n", " 't': 1,\n", " 'time': '04092018133045',\n", " 'tradeId': '167729381',\n", " 'usedMargin': 1300,\n", " 'valueDate': '',\n", " 'visiblePL': 542.5}]" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "con.get_open_positions(kind='list')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Closed Positions" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Similarly, the `con.get_closed_positions()` method retrieves and presents the **closed positions**." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "The parameter `kind` has to be `dataframe` (default) or `list`." ] }, { "cell_type": "code", "execution_count": 5, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/html": [ "
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0123
accountName02815291028152910281529102815291
amountK300300300300
close1.342731.342731.342731.34273
closeTime06062018101450060620181014500606201810145006062018101450
com0000
currencyGBP/USDGBP/USDGBP/USDGBP/USD
currencyPoint30303030
grossPL-5181-5181-5181-5181
isBuyTrueTrueTrueTrue
open1.361.361.361.36
openTime05012018145207050120181452070501201814520705012018145207
ratePrecision5555
roll-821.85-821.85-821.85-821.85
t2222
tradeId144240844977299219760152497599708
valueDate
visiblePL-172.7-172.7-172.7-172.7
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" ], "text/plain": [ " 0 1 2 3\n", "accountName 02815291 02815291 02815291 02815291\n", "amountK 300 300 300 300\n", "close 1.34273 1.34273 1.34273 1.34273\n", "closeTime 06062018101450 06062018101450 06062018101450 06062018101450\n", "com 0 0 0 0\n", "currency GBP/USD GBP/USD GBP/USD GBP/USD\n", "currencyPoint 30 30 30 30\n", "grossPL -5181 -5181 -5181 -5181\n", "isBuy True True True True\n", "open 1.36 1.36 1.36 1.36\n", "openTime 05012018145207 05012018145207 05012018145207 05012018145207\n", "ratePrecision 5 5 5 5\n", "roll -821.85 -821.85 -821.85 -821.85\n", "t 2 2 2 2\n", "tradeId 144240844 97729921 97601524 97599708\n", "valueDate \n", "visiblePL -172.7 -172.7 -172.7 -172.7" ] }, "execution_count": 5, "metadata": {}, "output_type": "execute_result" } ], "source": [ "con.get_closed_positions(kind='dataframe').T" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Open Orders" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "**Open orders** are retrieved via `con.get_orders()`." ] }, { "cell_type": "code", "execution_count": 6, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/html": [ "
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