copy_rates_range(
   symbol,       // 交易品种名称
   timeframe,    // 时间周期
   date_from,    // 请求柱形图的开始日期
   date_to       // 请求柱形图的结束日期
   )

from datetime import datetime
import MetaTrader5 as mt5
# 显示有关MetaTrader 5程序包的数据
print("MetaTrader5 package author: ",mt5.__author__)
print("MetaTrader5 package version: ",mt5.__version__)

# import the 'pandas' module for displaying data obtained in the tabular form
import pandas as pd
pd.set_option('display.max_columns', 500) # number of columns to be displayed
pd.set_option('display.width', 1500)      # max table width to display
# import pytz module for working with time zone
import pytz

# 建立与MetaTrader 5程序端的连接
if not mt5.initialize():
    print("initialize() failed, error code =",mt5.last_error())
    quit()

# set time zone to UTC
timezone = pytz.timezone("Etc/UTC")
# create 'datetime' objects in UTC time zone to avoid the implementation of a local time zone offset
utc_from = datetime(2020, 1, 10, tzinfo=timezone)
utc_to = datetime(2020, 1, 11, hour = 13, tzinfo=timezone)
# get bars from USDJPY M5 within the interval of 2020.01.10 00:00 - 2020.01.11 13:00 in UTC time zone
rates = mt5.copy_rates_range("USDJPY", mt5.TIMEFRAME_M5, utc_from, utc_to)

# shut down connection to the MetaTrader 5 terminal
mt5.shutdown()

# display each element of obtained data in a new line
print("Display obtained data 'as is'")
counter=0
for rate in rates:
    counter+=1
    if counter<=10:
        print(rate)

# create DataFrame out of the obtained data
rates_frame = pd.DataFrame(rates)
# convert time in seconds into the 'datetime' format
rates_frame['time']=pd.to_datetime(rates_frame['time'], unit='s')

# display data
print("\nDisplay dataframe with data")
print(rates_frame.head(10))

结果：
MetaTrader5程序包作者：MetaQuotes Software Corp.
MetaTrader5程序包版本：5.0.29

将获得的数据显示为“保持原来状态”
(1578614400, 109.513, 109.527, 109.505, 109.521, 43, 2, 0)
(1578614700, 109.521, 109.549, 109.518, 109.543, 215, 8, 0)
(1578615000, 109.543, 109.543, 109.466, 109.505, 98, 10, 0)
(1578615300, 109.504, 109.534, 109.502, 109.517, 155, 8, 0)
(1578615600, 109.517, 109.539, 109.513, 109.527, 71, 4, 0)
(1578615900, 109.526, 109.537, 109.484, 109.52, 106, 9, 0)
(1578616200, 109.52, 109.524, 109.508, 109.51, 205, 7, 0)
(1578616500, 109.51, 109.51, 109.491, 109.496, 44, 8, 0)
(1578616800, 109.496, 109.509, 109.487, 109.5, 85, 5, 0)
(1578617100, 109.5, 109.504, 109.487, 109.489, 82, 7, 0)

显示带有数据的数据框
                 time     open     high      low    close  tick_volume  spread  real_volume
0 2020-01-10 00:00:00  109.513  109.527  109.505  109.521           43       2            0
1 2020-01-10 00:05:00  109.521  109.549  109.518  109.543          215       8            0
2 2020-01-10 00:10:00  109.543  109.543  109.466  109.505           98      10            0
3 2020-01-10 00:15:00  109.504  109.534  109.502  109.517          155       8            0
4 2020-01-10 00:20:00  109.517  109.539  109.513  109.527           71       4            0
5 2020-01-10 00:25:00  109.526  109.537  109.484  109.520          106       9            0
6 2020-01-10 00:30:00  109.520  109.524  109.508  109.510          205       7            0
7 2020-01-10 00:35:00  109.510  109.510  109.491  109.496           44       8            0
8 2020-01-10 00:40:00  109.496  109.509  109.487  109.500           85       5            0
9 2020-01-10 00:45:00  109.500  109.504  109.487  109.489           82       7            0