Twelve Data API guide

The time_series endpoint

/time_series?symbol=EUR/USD&interval=1h&outputsize=5000&order=ASC returns up to 5,000 bars as values: [{datetime, open, high, low, close, volume}]. Intervals: 1min, 5min, 15min, 30min, 45min, 1h, 2h, 4h, 1day, 1week, 1month. Errors come back with status: "error", a code and a message, so check status before reading values.

Forex and crypto use the same BASE/QUOTE spelling AlgoGP uses, so EUR/USD and BTC/USD work unchanged. Add exchange= to pick a specific crypto venue or stock listing.

Credits and plans

Most endpoints cost one API credit per symbol; batch requests cost one per symbol in the batch. Paid plans (Grow about $79, Pro about $229 and Ultra about $999 per month) are priced by credits per minute and add more exchanges, fundamentals and WebSocket streaming. Twelve Data publishes a 99.95% SLA on applicable paid tiers and roughly 170 ms average WebSocket latency.

Use Twelve Data in AlgoGP

Open a project, go to the APIs & keys tab and, under Platforms, pick Twelve Data as the market data source (market_data.py). The choice is saved to config.json as a new strategy version:

{
  "platforms": {
    "data": "twelve-data",
    "broker": "alpaca"
  }
}

New to Twelve Data? Follow the step-by-step Twelve Data API key guide.