OANDA is broken

[STguerin]

For some reason OANDA is now returning an Error

from pandas_datareader.oanda import get_oanda_currency_historical_rates

fx_rates = get_oanda_currency_historical_rates(start='1990-01-01', end=None,
 quote_currency='USD', base_currency='EUR')

Traceback (most recent call last):
  File "C:\Anaconda2\lib\site-packages\IPython\core\interactiveshell.py", line 2881, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-6-14c50a5808d3>", line 3, in <module>
    fx_rates = get_oanda_currency_historical_rates(start='1990-01-01', end=None, quote_currency='USD', base_currency='KRW')
  File "C:\Anaconda2\lib\site-packages\pandas_datareader\oanda.py", line 42, in get_oanda_currency_historical_rates
    df = pd.read_csv(StringIO(response.text), parse_dates=[0], skiprows=skiprows, skipfooter=skipfooter, usecols=usecols, engine='python', thousands=',')
  File "C:\Anaconda2\lib\site-packages\pandas\io\parsers.py", line 562, in parser_f
    return _read(filepath_or_buffer, kwds)
  File "C:\Anaconda2\lib\site-packages\pandas\io\parsers.py", line 325, in _read
    return parser.read()
  File "C:\Anaconda2\lib\site-packages\pandas\io\parsers.py", line 815, in read
    ret = self._engine.read(nrows)
  File "C:\Anaconda2\lib\site-packages\pandas\io\parsers.py", line 1737, in read
    content = self._get_lines(rows)
  File "C:\Anaconda2\lib\site-packages\pandas\io\parsers.py", line 2224, in _get_lines
    new_rows.append(next(source))
Error: ',' expected after '"'

any idea?

[dclambert]

Just came here to post this. It seems that OANDA may have moved to subscription only for CSV downloads: https://www.oanda.com/currency/historical-rates/download

[moortimis]

I came to post, saw it was done, and now I'm gone.

[femtotrader]

OANDA now displays on their website

Register to become a Premium Member
Features unlocked by becoming a premium member:
Download historical data to a CSV file
Access up to 25 years of historical data
Access over 15 types of central bank rates

Can someone here can explain what are condition to be a "Premium Member"?

Is it only necessary to register? or is it only available with a paid subscription?

[natashawatkins]

Are there any alternatives? Am I able to get quotes from Google/Yahoo finance?

EDIT: Fred has FX data available here: https://fred.stlouisfed.org/categories/15

[femtotrader]

I don't see OHLC data in Fred

[natashawatkins]

@femtotrader no unfortunately it's just close I believe..

[attibalazs]

looks like the api is downloading the HTML source instead of the rows of the historical exchange rates CSV file, what a shame :(

00 = {list} <class 'list'>: ['']
01 = {list} <class 'list'>: ['']
02 = {list} <class 'list'>: ['']
03 = {list} <class 'list'>: ['<script type="text/javascript" src="https://code.jquery.com/jquery-1.11.3.min.js"></script>']
04 = {list} <class 'list'>: ['<script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/jquery-cookie/1.4.1/jquery.cookie.js"></script>']
05 = {list} <class 'list'>: ['<script type="text/javascript" src="https://www.oanda.com/jslib/joanda.js"></script>']
06 = {list} <class 'list'>: ['<script type="text/javascript">']
07 = {list} <class 'list'>: [' window.OANDA = {};']
08 = {list} <class 'list'>: [' window.OANDA.lang = {};']
09 = {list} <class 'list'>: [' jQuery(function () {']
10 = {list} <class 'list'>: [' jQuery.ajaxSetup({cache: false});']
11 = {list} <class 'list'>: [' });']
12 = {list} <class 'list'>: [' ']

[gliptak]

Premium membership is $75/month. Should Oanda be removed from the codebase (until somebody updates to use premium "keys")? Thanks

[jreback]

yes, let's disable & put a doc note.

[gliptak]

@jreback The test was already disabled. Would you like to remove the code (and tests, docs) altogether, and add a release note? Thanks

[jreback]

yes i think let's remove it all

[davidandreoletti]

@jreback I began adding OANDA API v20 support into this project but never got the change to merge #257.

Last time I checked (6months ago), OANDA API v20 access was free of charge. Perhaps you can consider deprecating the legacy OANDA API and use v20 OANDA API instead.

Note: I cannot maintain the PR anymore so you are free to do anything you like with it :)

CC: @femtotrader

[gliptak]

As per http://developer.oanda.com/rest-live-v20/introduction/ v2 API is available for demo (data?) and live accounts.