import pytz
from datetime import datetime
from pandas_datareader_gdax import get_data_gdax

# Retrieve the GDAX data into a dataframe
df = get_data_gdax(
   'BTC-USD',
   granularity=5*60,
   start=datetime(2016, 6, 1, 7, 0, 0, tzinfo=pytz.timezone('UTC')),
   end=datetime(2017, 9, 1, 6, 59, 59, tzinfo=pytz.timezone('UTC'))
)