Python example of how to download ticks data

import datetime as dt
import json
import os
from ctrader_open_api import Client, Protobuf, TcpProtocol, EndPoints
import ctrader_open_api.messages.OpenApiMessages_pb2 as OA
import ctrader_open_api.messages.OpenApiModelMessages_pb2 as OAModel
import ctrader_open_api.messages.OpenApiCommonMessages_pb2 as OACommon
import ctrader_open_api.messages.OpenApiCommonModelMessages_pb2 as OAModelCommon
from twisted.internet import reactor
PROTO_OA_ERROR_RES_PAYLOAD_TYPE = OA.ProtoOAErrorRes().payloadType

# connection, authentication and program lifecycle
credentials = json.load(open('credentials.json'))
client = Client(EndPoints.PROTOBUF_DEMO_HOST, EndPoints.PROTOBUF_PORT, TcpProtocol)
def onAccAuth(message):
	if message.payloadType == PROTO_OA_ERROR_RES_PAYLOAD_TYPE:
		print('account authentication failed', '\n')
		print(Protobuf.extract(message), '\n')
		return
	print('account authenticated')
	main()
def onAppAuth(message):
	if message.payloadType == PROTO_OA_ERROR_RES_PAYLOAD_TYPE:
		print('app authentication failed', '\n')
		print(Protobuf.extract(message), '\n')
		return
	print('app authenticated')
	req = OA.ProtoOAAccountAuthReq()
	req.ctidTraderAccountId = credentials['accountId']
	req.accessToken = credentials['accessToken']
	deferred = client.send(req)
	deferred.addCallbacks(onAccAuth, onError)
def onError(failure):
	print('err: ', repr(failure.value))
def connected(client):
	print('connected')
	req = OA.ProtoOAApplicationAuthReq()
	req.clientId = credentials['clientId']
	req.clientSecret = credentials['clientSecret']
	deferred = client.send(req, responseTimeoutInSeconds=20) # err if no response under 20 secs
	deferred.addCallbacks(onAppAuth, onError)
def disconnected(client, reason):
	print('disconnected: ', reason)
def onMsg(client, message):
	ignores = [i.payloadType for i in [OACommon.ProtoHeartbeatEvent(), OA.ProtoOAAccountAuthRes(), OA.ProtoOAApplicationAuthRes()]]
	if message.payloadType in ignores:
		return
	print('message received')


# getting tick data
def onTickData(message):
	response = Protobuf.extract(message)
	if message.payloadType == OA.ProtoOAErrorRes().payloadType:
		print('server sent error')
		print(response)
		return
	if response.hasMore:
		print('time range specified contains more ticks than allowed per request')
	tickData = response.tickData
	if not len(tickData):
		print('there were no ticks in the date range you specified')

	ticks = []
	prev_timestamp = tickData[0].timestamp
	prev_tick = tickData[0].tick
	for i, v in enumerate(tickData):
		timestamp = prev_timestamp + v.timestamp if i > 0 else v.timestamp
		tick = prev_tick + v.tick if i > 0 else v.tick
		tick_normalized = tick / 100_000
		ticks.append(map(str, [timestamp, tick_normalized]))
		prev_timestamp, prev_tick = timestamp, tick

	print(ticks)

def main():
	for file in ['ticks.bid.csv', 'ticks.ask.csv']:
		if os.path.exists(file): os.remove(file)
	sym_id = 41 # 'XAUUSD'

	datetime_range = [(2025,1,2,18,30), (2025,1,2,18,45)]
	frm, to = [dt.datetime(*i, tzinfo=dt.UTC).timestamp() for i in datetime_range]

	if to - frm > dt.timedelta(weeks=1).total_seconds():
		raise ValueError('cannot request tick data for a period larger than one week!')

	req = OA.ProtoOAGetTickDataReq()
	req.symbolId = sym_id
	req.ctidTraderAccountId = credentials['accountId']
	req.type = OAModel.ProtoOAQuoteType.BID # or it can be `OAModel.ProtoOAQuoteType.ASK`
	req.fromTimestamp = int(frm * 1000)
	req.toTimestamp = int(to * 1000)

	deferred = client.send(req, responseTimeoutInSeconds=20)
	deferred.addCallbacks(onTickData, onError)

client.setConnectedCallback(connected)
client.setDisconnectedCallback(disconnected)
client.setMessageReceivedCallback(onMsg)
client.startService()
reactor.run()