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docs/ccxt/wiki/examples/py/fetch-ohlcv-sequentially.md

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+- [Fetch Ohlcv Sequentially](./examples/py/)
+
+
+ ```python
+ # -*- coding: utf-8 -*-
+
+import os
+import sys
+import time
+import ccxt  # noqa: E402
+# common constants
+
+msec = 1000
+minute = 60 * msec
+hold = 30
+exchange = ccxt.binance()
+from_datetime = '2018-01-01 00:00:00'
+from_timestamp = exchange.parse8601(from_datetime)
+now = exchange.milliseconds()
+data = []
+
+while from_timestamp < now:
+
+    try:
+
+        print(exchange.milliseconds(), 'Fetching candles starting from', exchange.iso8601(from_timestamp))
+        ohlcvs = exchange.fetch_ohlcv('ETH/BTC', '1m', from_timestamp)
+        print(exchange.milliseconds(), 'Fetched', len(ohlcvs), 'candles')
+        first = ohlcvs[0][0]
+        last = ohlcvs[-1][0]
+        print('First candle epoch', first, exchange.iso8601(first))
+        print('Last candle epoch', last, exchange.iso8601(last))
+        from_timestamp += len(ohlcvs) * minute
+        data += ohlcvs
+
+    except (ccxt.ExchangeError, ccxt.AuthenticationError, ccxt.ExchangeNotAvailable, ccxt.RequestTimeout) as error:
+
+        print('Got an error', type(error).__name__, error.args, ', retrying in', hold, 'seconds...')
+        time.sleep(hold)
+ 
+```