A script to fetch hourly historic price data for the last financial year for BTC/AUD, using the CryptoCompare API and save it as CSV.

btcaud_hourly.py

from __future__ import print_function
import requests

data = []
timestamp = 1530367200 # 2018-07-01 00:00 AEST
for t in range(1530367200, 1530367200-365*24*60*60, -2001*60*60):
	data = requests.get(
		'https://min-api.cryptocompare.com/data/histohour?fsym=BTC&tsym=AUD&toTs=%s&limit=%s' \
		% (t, min(365*24-len(data), 2000))
	).json()['Data'] + data

with open('output.csv', 'w') as f:
	print('utctime,open,close,high,low', file=f)
	for d in data:
		print(
			datetime.utcfromtimestamp(d['time']),
			',%(open)s,%(close)s,%(high)s,%(low)s' % d,
			sep='',
			file=f,
		)