In short, you create a matplotlib figure, and then create a function which plots something on that figure for a list of inputs (generally just integers that loop through a table of data, in this case 15 minute prices). The FuncAnimation function runs through those inputs and plots them in turn, and then this can be saved as a gif.
As always there are some things that can go wrong, such as that if you are using jupyter, you need to be in notebook mode in order to see the animation in the browser, but…
The action replay chart is super cool. How did you make it?