FinancialData.Net feed for Backtrader

End-of-day Data

Asset Class	API Endpoint
stock	get_stock_prices
international_stock	get_international_stock_prices
etf	get_etf_prices
commodity	get_commodity_prices
otc	get_otc_prices
crypto	get_crypto_prices
forex	get_forex_prices

Intraday Data

Asset Class	API Endpoint
stock / etf	get_minute_prices
crypto	get_crypto_minute_prices
forex	get_forex_minute_prices

Installation

pip install backtrader fdnpy

Usage Example

    import datetime as dt
    import backtrader as bt
    from feeds import FinancialDataNetData

    cerebro = bt.Cerebro()
    data = FinancialDataNetData(
        symbol='AAPL',
        api_key='YOUR_API_KEY',
        asset_class='stock',
        timeframe=bt.TimeFrame.Days,
        fromdate=dt.datetime(2020, 1, 1),
        todate=dt.datetime(2025, 12, 31),
    )

    cerebro.adddata(data)
    cerebro.run()
    cerebro.plot()

Notes

• Resampling: Only 1-day and 1-minute bars are natively supported. Use Backtrader resampling for other timeframes.
• Pagination: Historical minute queries are fetched day-by-day because the API endpoints are date-scoped.
• Sorting: Rows are ordered oldest to newest automatically before loading.