I am retrieving historical data from binance using the 'get_historical_klines' (http://python-binance.readthedocs.io/en/latest/binance.html#binance.client.Client.get_historical_klines)
I am returned what the documentation is is OHLCV but that doesnt seem to be the case I get 10 numerical column headers from the websocket but can not find any where in the documentation what the 10 column headers are?
Example of websocket sorted into a dataframe.
0 1 2 3 4 \
0 1526397360000 0.00149350 0.00149360 0.00149200 0.00149360
5 6 7 8 9 10 11
0 1535.88000000 1526397419999 2.29395137 30 1477.75000000 2.20716183 0
The Python-Binance API wrapper is not officially from Binance, but it uses the Binance API. The kline/candlestick headers are documented in Binance's Rest API
Here is the example and column headers provided in that documentation.
[
[
1499040000000, // Open time
"0.01634790", // Open
"0.80000000", // High
"0.01575800", // Low
"0.01577100", // Close
"148976.11427815", // Volume
1499644799999, // Close time
"2434.19055334", // Quote asset volume
308, // Number of trades
"1756.87402397", // Taker buy base asset volume
"28.46694368", // Taker buy quote asset volume
"17928899.62484339" // Ignore.
]
]