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Velo

Getting Started

1. Install

Install Velo's Python SDK

pip install velodata

2. API Key

Before you can make a request, you need a Velo API key. Here are details on getting an API key:

  • Velo API keys are available at $199/mo.
  • Subscriptions are payable monthly (3 month history) or yearly (full data history).
  • Please see the pricing page in the web app to get a key or send us an email to support@velo.xyz to request a trial.

3. Making a request

Create a client, select a futures product and columns, then request the rows as a dataframe.

from velodata import lib as velo
 
# new velo client
client = velo.client('api_key')
 
# get futures and pick one
future = client.get_futures()[0]
 
# get futures columns and pick two
columns = client.get_futures_columns()[:2]
 
# last 10 minutes in 1 minute resolution
params = {
    'type': 'futures',
    'columns': columns,
    'exchanges': [future['exchange']],
    'products': [future['product']],
    'begin': client.timestamp() - 1000 * 60 * 11,
    'end': client.timestamp(),
    'resolution': '1m'
}
 
# returns dataframe
print(client.get_rows(params))